CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 1.5824 1.5775 -0.0049 -0.3% 1.6017
High 1.5859 1.5794 -0.0065 -0.4% 1.6101
Low 1.5781 1.5730 -0.0051 -0.3% 1.5885
Close 1.5814 1.5756 -0.0058 -0.4% 1.6042
Range 0.0078 0.0064 -0.0014 -17.9% 0.0216
ATR 0.0117 0.0114 -0.0002 -2.0% 0.0000
Volume 7 31 24 342.9% 301
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.5952 1.5918 1.5791
R3 1.5888 1.5854 1.5774
R2 1.5824 1.5824 1.5768
R1 1.5790 1.5790 1.5762 1.5775
PP 1.5760 1.5760 1.5760 1.5753
S1 1.5726 1.5726 1.5750 1.5711
S2 1.5696 1.5696 1.5744
S3 1.5632 1.5662 1.5738
S4 1.5568 1.5598 1.5721
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.6657 1.6566 1.6161
R3 1.6441 1.6350 1.6101
R2 1.6225 1.6225 1.6082
R1 1.6134 1.6134 1.6062 1.6180
PP 1.6009 1.6009 1.6009 1.6032
S1 1.5918 1.5918 1.6022 1.5964
S2 1.5793 1.5793 1.6002
S3 1.5577 1.5702 1.5983
S4 1.5361 1.5486 1.5923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6059 1.5730 0.0329 2.1% 0.0097 0.6% 8% False True 70
10 1.6101 1.5730 0.0371 2.4% 0.0098 0.6% 7% False True 44
20 1.6120 1.5693 0.0427 2.7% 0.0103 0.7% 15% False False 45
40 1.6120 1.5267 0.0853 5.4% 0.0100 0.6% 57% False False 40
60 1.6390 1.5267 0.1123 7.1% 0.0071 0.4% 44% False False 28
80 1.6503 1.5267 0.1236 7.8% 0.0055 0.3% 40% False False 21
100 1.6503 1.5267 0.1236 7.8% 0.0044 0.3% 40% False False 17
120 1.6503 1.5267 0.1236 7.8% 0.0037 0.2% 40% False False 14
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6066
2.618 1.5962
1.618 1.5898
1.000 1.5858
0.618 1.5834
HIGH 1.5794
0.618 1.5770
0.500 1.5762
0.382 1.5754
LOW 1.5730
0.618 1.5690
1.000 1.5666
1.618 1.5626
2.618 1.5562
4.250 1.5458
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 1.5762 1.5865
PP 1.5760 1.5829
S1 1.5758 1.5792

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

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