CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 1.5470 1.5480 0.0010 0.1% 1.5737
High 1.5566 1.5633 0.0067 0.4% 1.5738
Low 1.5470 1.5452 -0.0018 -0.1% 1.5415
Close 1.5477 1.5589 0.0112 0.7% 1.5419
Range 0.0096 0.0181 0.0085 88.5% 0.0323
ATR 0.0119 0.0123 0.0004 3.8% 0.0000
Volume 378 1,757 1,379 364.8% 453
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.6101 1.6026 1.5689
R3 1.5920 1.5845 1.5639
R2 1.5739 1.5739 1.5622
R1 1.5664 1.5664 1.5606 1.5702
PP 1.5558 1.5558 1.5558 1.5577
S1 1.5483 1.5483 1.5572 1.5521
S2 1.5377 1.5377 1.5556
S3 1.5196 1.5302 1.5539
S4 1.5015 1.5121 1.5489
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.6493 1.6279 1.5597
R3 1.6170 1.5956 1.5508
R2 1.5847 1.5847 1.5478
R1 1.5633 1.5633 1.5449 1.5579
PP 1.5524 1.5524 1.5524 1.5497
S1 1.5310 1.5310 1.5389 1.5256
S2 1.5201 1.5201 1.5360
S3 1.4878 1.4987 1.5330
S4 1.4555 1.4664 1.5241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5647 1.5415 0.0232 1.5% 0.0119 0.8% 75% False False 502
10 1.5860 1.5415 0.0445 2.9% 0.0110 0.7% 39% False False 277
20 1.6101 1.5415 0.0686 4.4% 0.0110 0.7% 25% False False 163
40 1.6120 1.5267 0.0853 5.5% 0.0109 0.7% 38% False False 103
60 1.6120 1.5267 0.0853 5.5% 0.0087 0.6% 38% False False 73
80 1.6503 1.5267 0.1236 7.9% 0.0066 0.4% 26% False False 55
100 1.6503 1.5267 0.1236 7.9% 0.0053 0.3% 26% False False 45
120 1.6503 1.5267 0.1236 7.9% 0.0045 0.3% 26% False False 37
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.6402
2.618 1.6107
1.618 1.5926
1.000 1.5814
0.618 1.5745
HIGH 1.5633
0.618 1.5564
0.500 1.5543
0.382 1.5521
LOW 1.5452
0.618 1.5340
1.000 1.5271
1.618 1.5159
2.618 1.4978
4.250 1.4683
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 1.5574 1.5567
PP 1.5558 1.5546
S1 1.5543 1.5524

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

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