CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 1.5751 1.5769 0.0018 0.1% 1.5510
High 1.5770 1.5769 -0.0001 0.0% 1.5793
Low 1.5745 1.5611 -0.0134 -0.9% 1.5510
Close 1.5728 1.5692 -0.0036 -0.2% 1.5792
Range 0.0025 0.0158 0.0133 532.0% 0.0283
ATR 0.0104 0.0107 0.0004 3.8% 0.0000
Volume 10 5 -5 -50.0% 273
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.6165 1.6086 1.5779
R3 1.6007 1.5928 1.5735
R2 1.5849 1.5849 1.5721
R1 1.5770 1.5770 1.5706 1.5731
PP 1.5691 1.5691 1.5691 1.5671
S1 1.5612 1.5612 1.5678 1.5573
S2 1.5533 1.5533 1.5663
S3 1.5375 1.5454 1.5649
S4 1.5217 1.5296 1.5605
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 1.5611 0.0182 1.2% 0.0087 0.6% 45% False True 33
10 1.5793 1.5267 0.0526 3.4% 0.0108 0.7% 81% False False 42
20 1.5793 1.5267 0.0526 3.4% 0.0097 0.6% 81% False False 34
40 1.6467 1.5267 0.1200 7.6% 0.0051 0.3% 35% False False 19
60 1.6503 1.5267 0.1236 7.9% 0.0036 0.2% 34% False False 13
80 1.6503 1.5267 0.1236 7.9% 0.0027 0.2% 34% False False 10
100 1.6503 1.5267 0.1236 7.9% 0.0022 0.1% 34% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6441
2.618 1.6183
1.618 1.6025
1.000 1.5927
0.618 1.5867
HIGH 1.5769
0.618 1.5709
0.500 1.5690
0.382 1.5671
LOW 1.5611
0.618 1.5513
1.000 1.5453
1.618 1.5355
2.618 1.5197
4.250 1.4940
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 1.5691 1.5702
PP 1.5691 1.5699
S1 1.5690 1.5695

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

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