CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 20-Dec-2011
Day Change Summary
Previous Current
19-Dec-2011 20-Dec-2011 Change Change % Previous Week
Open 1.5512 1.5483 -0.0029 -0.2% 1.5636
High 1.5532 1.5688 0.0156 1.0% 1.5647
Low 1.5451 1.5477 0.0026 0.2% 1.5394
Close 1.5507 1.5648 0.0141 0.9% 1.5485
Range 0.0081 0.0211 0.0130 160.5% 0.0253
ATR 0.0124 0.0130 0.0006 5.0% 0.0000
Volume 60,461 89,195 28,734 47.5% 278,530
Daily Pivots for day following 20-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.6237 1.6154 1.5764
R3 1.6026 1.5943 1.5706
R2 1.5815 1.5815 1.5687
R1 1.5732 1.5732 1.5667 1.5774
PP 1.5604 1.5604 1.5604 1.5625
S1 1.5521 1.5521 1.5629 1.5563
S2 1.5393 1.5393 1.5609
S3 1.5182 1.5310 1.5590
S4 1.4971 1.5099 1.5532
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 1.5688 1.5394 0.0294 1.9% 0.0117 0.8% 86% True False 72,994
10 1.5753 1.5394 0.0359 2.3% 0.0132 0.8% 71% False False 44,386
20 1.5758 1.5394 0.0364 2.3% 0.0132 0.8% 70% False False 23,172
40 1.6120 1.5394 0.0726 4.6% 0.0119 0.8% 35% False False 11,612
60 1.6120 1.5267 0.0853 5.5% 0.0113 0.7% 45% False False 7,752
80 1.6371 1.5267 0.1104 7.1% 0.0091 0.6% 35% False False 5,817
100 1.6503 1.5267 0.1236 7.9% 0.0074 0.5% 31% False False 4,654
120 1.6503 1.5267 0.1236 7.9% 0.0062 0.4% 31% False False 3,878
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.6585
2.618 1.6240
1.618 1.6029
1.000 1.5899
0.618 1.5818
HIGH 1.5688
0.618 1.5607
0.500 1.5583
0.382 1.5558
LOW 1.5477
0.618 1.5347
1.000 1.5266
1.618 1.5136
2.618 1.4925
4.250 1.4580
Fisher Pivots for day following 20-Dec-2011
Pivot 1 day 3 day
R1 1.5626 1.5622
PP 1.5604 1.5596
S1 1.5583 1.5570

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

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