CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 1.5750 1.5751 0.0001 0.0% 1.5510
High 1.5793 1.5770 -0.0023 -0.1% 1.5793
Low 1.5750 1.5745 -0.0005 0.0% 1.5510
Close 1.5792 1.5728 -0.0064 -0.4% 1.5792
Range 0.0043 0.0025 -0.0018 -41.9% 0.0283
ATR 0.0108 0.0104 -0.0004 -4.0% 0.0000
Volume 23 10 -13 -56.5% 273
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.5823 1.5800 1.5742
R3 1.5798 1.5775 1.5735
R2 1.5773 1.5773 1.5733
R1 1.5750 1.5750 1.5730 1.5749
PP 1.5748 1.5748 1.5748 1.5747
S1 1.5725 1.5725 1.5726 1.5724
S2 1.5723 1.5723 1.5723
S3 1.5698 1.5700 1.5721
S4 1.5673 1.5675 1.5714
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.6547 1.6453 1.5948
R3 1.6264 1.6170 1.5870
R2 1.5981 1.5981 1.5844
R1 1.5887 1.5887 1.5818 1.5934
PP 1.5698 1.5698 1.5698 1.5722
S1 1.5604 1.5604 1.5766 1.5651
S2 1.5415 1.5415 1.5740
S3 1.5132 1.5321 1.5714
S4 1.4849 1.5038 1.5636
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5793 1.5601 0.0192 1.2% 0.0060 0.4% 66% False False 44
10 1.5793 1.5267 0.0526 3.3% 0.0105 0.7% 88% False False 43
20 1.5793 1.5267 0.0526 3.3% 0.0091 0.6% 88% False False 35
40 1.6467 1.5267 0.1200 7.6% 0.0047 0.3% 38% False False 19
60 1.6503 1.5267 0.1236 7.9% 0.0034 0.2% 37% False False 13
80 1.6503 1.5267 0.1236 7.9% 0.0025 0.2% 37% False False 10
100 1.6503 1.5267 0.1236 7.9% 0.0020 0.1% 37% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5876
2.618 1.5835
1.618 1.5810
1.000 1.5795
0.618 1.5785
HIGH 1.5770
0.618 1.5760
0.500 1.5758
0.382 1.5755
LOW 1.5745
0.618 1.5730
1.000 1.5720
1.618 1.5705
2.618 1.5680
4.250 1.5639
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 1.5758 1.5727
PP 1.5748 1.5725
S1 1.5738 1.5724

These figures are updated between 7pm and 10pm EST after a trading day.

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