CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 1.5448 1.5500 0.0052 0.3% 1.5636
High 1.5517 1.5545 0.0028 0.2% 1.5647
Low 1.5421 1.5469 0.0048 0.3% 1.5394
Close 1.5489 1.5485 -0.0004 0.0% 1.5485
Range 0.0096 0.0076 -0.0020 -20.8% 0.0253
ATR 0.0131 0.0127 -0.0004 -3.0% 0.0000
Volume 72,910 70,956 -1,954 -2.7% 278,530
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.5728 1.5682 1.5527
R3 1.5652 1.5606 1.5506
R2 1.5576 1.5576 1.5499
R1 1.5530 1.5530 1.5492 1.5515
PP 1.5500 1.5500 1.5500 1.5492
S1 1.5454 1.5454 1.5478 1.5439
S2 1.5424 1.5424 1.5471
S3 1.5348 1.5378 1.5464
S4 1.5272 1.5302 1.5443
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.6268 1.6129 1.5624
R3 1.6015 1.5876 1.5555
R2 1.5762 1.5762 1.5531
R1 1.5623 1.5623 1.5508 1.5566
PP 1.5509 1.5509 1.5509 1.5480
S1 1.5370 1.5370 1.5462 1.5313
S2 1.5256 1.5256 1.5439
S3 1.5003 1.5117 1.5415
S4 1.4750 1.4864 1.5346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5647 1.5394 0.0253 1.6% 0.0119 0.8% 36% False False 55,706
10 1.5753 1.5394 0.0359 2.3% 0.0126 0.8% 25% False False 29,678
20 1.5860 1.5394 0.0466 3.0% 0.0131 0.8% 20% False False 15,699
40 1.6120 1.5394 0.0726 4.7% 0.0117 0.8% 13% False False 7,872
60 1.6120 1.5267 0.0853 5.5% 0.0111 0.7% 26% False False 5,259
80 1.6371 1.5267 0.1104 7.1% 0.0087 0.6% 20% False False 3,946
100 1.6503 1.5267 0.1236 8.0% 0.0071 0.5% 18% False False 3,157
120 1.6503 1.5267 0.1236 8.0% 0.0059 0.4% 18% False False 2,631
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.5868
2.618 1.5744
1.618 1.5668
1.000 1.5621
0.618 1.5592
HIGH 1.5545
0.618 1.5516
0.500 1.5507
0.382 1.5498
LOW 1.5469
0.618 1.5422
1.000 1.5393
1.618 1.5346
2.618 1.5270
4.250 1.5146
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 1.5507 1.5480
PP 1.5500 1.5475
S1 1.5492 1.5470

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

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