CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 1.5948 1.6050 0.0102 0.6% 1.5929
High 1.6120 1.6050 -0.0070 -0.4% 1.6112
Low 1.5948 1.5889 -0.0059 -0.4% 1.5872
Close 1.6109 1.5940 -0.0169 -1.0% 1.6090
Range 0.0172 0.0161 -0.0011 -6.4% 0.0240
ATR 0.0110 0.0118 0.0008 7.2% 0.0000
Volume 4 53 49 1,225.0% 295
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.6443 1.6352 1.6029
R3 1.6282 1.6191 1.5984
R2 1.6121 1.6121 1.5970
R1 1.6030 1.6030 1.5955 1.5995
PP 1.5960 1.5960 1.5960 1.5942
S1 1.5869 1.5869 1.5925 1.5834
S2 1.5799 1.5799 1.5910
S3 1.5638 1.5708 1.5896
S4 1.5477 1.5547 1.5851
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.6745 1.6657 1.6222
R3 1.6505 1.6417 1.6156
R2 1.6265 1.6265 1.6134
R1 1.6177 1.6177 1.6112 1.6221
PP 1.6025 1.6025 1.6025 1.6047
S1 1.5937 1.5937 1.6068 1.5981
S2 1.5785 1.5785 1.6046
S3 1.5545 1.5697 1.6024
S4 1.5305 1.5457 1.5958
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6120 1.5872 0.0248 1.6% 0.0124 0.8% 27% False False 61
10 1.6120 1.5688 0.0432 2.7% 0.0112 0.7% 58% False False 47
20 1.6120 1.5267 0.0853 5.4% 0.0110 0.7% 79% False False 44
40 1.6120 1.5267 0.0853 5.4% 0.0079 0.5% 79% False False 30
60 1.6503 1.5267 0.1236 7.8% 0.0054 0.3% 54% False False 21
80 1.6503 1.5267 0.1236 7.8% 0.0041 0.3% 54% False False 16
100 1.6503 1.5267 0.1236 7.8% 0.0033 0.2% 54% False False 13
120 1.6503 1.5267 0.1236 7.8% 0.0027 0.2% 54% False False 11
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6734
2.618 1.6471
1.618 1.6310
1.000 1.6211
0.618 1.6149
HIGH 1.6050
0.618 1.5988
0.500 1.5970
0.382 1.5951
LOW 1.5889
0.618 1.5790
1.000 1.5728
1.618 1.5629
2.618 1.5468
4.250 1.5205
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 1.5970 1.6005
PP 1.5960 1.5983
S1 1.5950 1.5962

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

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