CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 1.5641 1.5647 0.0006 0.0% 1.5512
High 1.5668 1.5681 0.0013 0.1% 1.5761
Low 1.5620 1.5427 -0.0193 -1.2% 1.5451
Close 1.5657 1.5440 -0.0217 -1.4% 1.5616
Range 0.0048 0.0254 0.0206 429.2% 0.0310
ATR 0.0121 0.0130 0.0010 7.9% 0.0000
Volume 19,929 78,599 58,670 294.4% 315,160
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.6278 1.6113 1.5580
R3 1.6024 1.5859 1.5510
R2 1.5770 1.5770 1.5487
R1 1.5605 1.5605 1.5463 1.5561
PP 1.5516 1.5516 1.5516 1.5494
S1 1.5351 1.5351 1.5417 1.5307
S2 1.5262 1.5262 1.5393
S3 1.5008 1.5097 1.5370
S4 1.4754 1.4843 1.5300
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.6539 1.6388 1.5787
R3 1.6229 1.6078 1.5701
R2 1.5919 1.5919 1.5673
R1 1.5768 1.5768 1.5644 1.5844
PP 1.5609 1.5609 1.5609 1.5647
S1 1.5458 1.5458 1.5588 1.5534
S2 1.5299 1.5299 1.5559
S3 1.4989 1.5148 1.5531
S4 1.4679 1.4838 1.5446
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5761 1.5427 0.0334 2.2% 0.0127 0.8% 4% False True 52,806
10 1.5761 1.5394 0.0367 2.4% 0.0122 0.8% 13% False False 62,900
20 1.5761 1.5394 0.0367 2.4% 0.0134 0.9% 13% False False 36,248
40 1.6101 1.5394 0.0707 4.6% 0.0122 0.8% 7% False False 18,205
60 1.6120 1.5267 0.0853 5.5% 0.0118 0.8% 20% False False 12,151
80 1.6120 1.5267 0.0853 5.5% 0.0099 0.6% 20% False False 9,117
100 1.6503 1.5267 0.1236 8.0% 0.0080 0.5% 14% False False 7,294
120 1.6503 1.5267 0.1236 8.0% 0.0067 0.4% 14% False False 6,078
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 0.0025
Widest range in 167 trading days
Fibonacci Retracements and Extensions
4.250 1.6761
2.618 1.6346
1.618 1.6092
1.000 1.5935
0.618 1.5838
HIGH 1.5681
0.618 1.5584
0.500 1.5554
0.382 1.5524
LOW 1.5427
0.618 1.5270
1.000 1.5173
1.618 1.5016
2.618 1.4762
4.250 1.4348
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 1.5554 1.5562
PP 1.5516 1.5521
S1 1.5478 1.5481

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

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