CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 1.5929 1.5967 0.0038 0.2% 1.5751
High 1.5980 1.5985 0.0005 0.0% 1.5929
Low 1.5910 1.5947 0.0037 0.2% 1.5611
Close 1.5975 1.5989 0.0014 0.1% 1.5915
Range 0.0070 0.0038 -0.0032 -45.7% 0.0318
ATR 0.0109 0.0104 -0.0005 -4.7% 0.0000
Volume 24 19 -5 -20.8% 133
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.6088 1.6076 1.6010
R3 1.6050 1.6038 1.5999
R2 1.6012 1.6012 1.5996
R1 1.6000 1.6000 1.5992 1.6006
PP 1.5974 1.5974 1.5974 1.5977
S1 1.5962 1.5962 1.5986 1.5968
S2 1.5936 1.5936 1.5982
S3 1.5898 1.5924 1.5979
S4 1.5860 1.5886 1.5968
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.6772 1.6662 1.6090
R3 1.6454 1.6344 1.6002
R2 1.6136 1.6136 1.5973
R1 1.6026 1.6026 1.5944 1.6081
PP 1.5818 1.5818 1.5818 1.5846
S1 1.5708 1.5708 1.5886 1.5763
S2 1.5500 1.5500 1.5857
S3 1.5182 1.5390 1.5828
S4 1.4864 1.5072 1.5740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5985 1.5688 0.0297 1.9% 0.0099 0.6% 101% True False 32
10 1.5985 1.5611 0.0374 2.3% 0.0093 0.6% 101% True False 32
20 1.5985 1.5267 0.0718 4.5% 0.0097 0.6% 101% True False 32
40 1.6272 1.5267 0.1005 6.3% 0.0063 0.4% 72% False False 23
60 1.6503 1.5267 0.1236 7.7% 0.0045 0.3% 58% False False 16
80 1.6503 1.5267 0.1236 7.7% 0.0033 0.2% 58% False False 12
100 1.6503 1.5267 0.1236 7.7% 0.0027 0.2% 58% False False 10
120 1.6503 1.5267 0.1236 7.7% 0.0022 0.1% 58% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6147
2.618 1.6084
1.618 1.6046
1.000 1.6023
0.618 1.6008
HIGH 1.5985
0.618 1.5970
0.500 1.5966
0.382 1.5962
LOW 1.5947
0.618 1.5924
1.000 1.5909
1.618 1.5886
2.618 1.5848
4.250 1.5786
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 1.5981 1.5952
PP 1.5974 1.5915
S1 1.5966 1.5879

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

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