CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 1.5893 1.6028 0.0135 0.8% 1.5948
High 1.6016 1.6034 0.0018 0.1% 1.6120
Low 1.5873 1.6017 0.0144 0.9% 1.5873
Close 1.6016 1.6017 0.0001 0.0% 1.6017
Range 0.0143 0.0017 -0.0126 -88.1% 0.0247
ATR 0.0119 0.0111 -0.0007 -6.1% 0.0000
Volume 24 21 -3 -12.5% 125
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.6074 1.6062 1.6026
R3 1.6057 1.6045 1.6022
R2 1.6040 1.6040 1.6020
R1 1.6028 1.6028 1.6019 1.6026
PP 1.6023 1.6023 1.6023 1.6021
S1 1.6011 1.6011 1.6015 1.6009
S2 1.6006 1.6006 1.6014
S3 1.5989 1.5994 1.6012
S4 1.5972 1.5977 1.6008
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.6744 1.6628 1.6153
R3 1.6497 1.6381 1.6085
R2 1.6250 1.6250 1.6062
R1 1.6134 1.6134 1.6040 1.6192
PP 1.6003 1.6003 1.6003 1.6033
S1 1.5887 1.5887 1.5994 1.5945
S2 1.5756 1.5756 1.5972
S3 1.5509 1.5640 1.5949
S4 1.5262 1.5393 1.5881
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6120 1.5873 0.0247 1.5% 0.0120 0.7% 58% False False 25
10 1.6120 1.5872 0.0248 1.5% 0.0099 0.6% 58% False False 42
20 1.6120 1.5510 0.0610 3.8% 0.0100 0.6% 83% False False 41
40 1.6120 1.5267 0.0853 5.3% 0.0086 0.5% 88% False False 31
60 1.6503 1.5267 0.1236 7.7% 0.0058 0.4% 61% False False 22
80 1.6503 1.5267 0.1236 7.7% 0.0045 0.3% 61% False False 16
100 1.6503 1.5267 0.1236 7.7% 0.0036 0.2% 61% False False 13
120 1.6503 1.5267 0.1236 7.7% 0.0030 0.2% 61% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 1.6106
2.618 1.6079
1.618 1.6062
1.000 1.6051
0.618 1.6045
HIGH 1.6034
0.618 1.6028
0.500 1.6026
0.382 1.6023
LOW 1.6017
0.618 1.6006
1.000 1.6000
1.618 1.5989
2.618 1.5972
4.250 1.5945
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 1.6026 1.5996
PP 1.6023 1.5975
S1 1.6020 1.5954

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

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