CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 05-Jan-2012
Day Change Summary
Previous Current
04-Jan-2012 05-Jan-2012 Change Change % Previous Week
Open 1.5634 1.5600 -0.0034 -0.2% 1.5641
High 1.5643 1.5619 -0.0024 -0.2% 1.5681
Low 1.5568 1.5457 -0.0111 -0.7% 1.5350
Close 1.5600 1.5475 -0.0125 -0.8% 1.5500
Range 0.0075 0.0162 0.0087 116.0% 0.0331
ATR 0.0131 0.0133 0.0002 1.7% 0.0000
Volume 62,206 79,270 17,064 27.4% 206,471
Daily Pivots for day following 05-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.6003 1.5901 1.5564
R3 1.5841 1.5739 1.5520
R2 1.5679 1.5679 1.5505
R1 1.5577 1.5577 1.5490 1.5547
PP 1.5517 1.5517 1.5517 1.5502
S1 1.5415 1.5415 1.5460 1.5385
S2 1.5355 1.5355 1.5445
S3 1.5193 1.5253 1.5430
S4 1.5031 1.5091 1.5386
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.6503 1.6333 1.5682
R3 1.6172 1.6002 1.5591
R2 1.5841 1.5841 1.5561
R1 1.5671 1.5671 1.5530 1.5591
PP 1.5510 1.5510 1.5510 1.5470
S1 1.5340 1.5340 1.5470 1.5260
S2 1.5179 1.5179 1.5439
S3 1.4848 1.5009 1.5409
S4 1.4517 1.4678 1.5318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5663 1.5350 0.0313 2.0% 0.0139 0.9% 40% False False 61,994
10 1.5761 1.5350 0.0411 2.7% 0.0133 0.9% 30% False False 57,400
20 1.5761 1.5350 0.0411 2.7% 0.0133 0.9% 30% False False 50,893
40 1.6101 1.5350 0.0751 4.9% 0.0127 0.8% 17% False False 25,951
60 1.6120 1.5350 0.0770 5.0% 0.0117 0.8% 16% False False 17,314
80 1.6120 1.5267 0.0853 5.5% 0.0107 0.7% 24% False False 12,991
100 1.6503 1.5267 0.1236 8.0% 0.0087 0.6% 17% False False 10,394
120 1.6503 1.5267 0.1236 8.0% 0.0073 0.5% 17% False False 8,662
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6308
2.618 1.6043
1.618 1.5881
1.000 1.5781
0.618 1.5719
HIGH 1.5619
0.618 1.5557
0.500 1.5538
0.382 1.5519
LOW 1.5457
0.618 1.5357
1.000 1.5295
1.618 1.5195
2.618 1.5033
4.250 1.4769
Fisher Pivots for day following 05-Jan-2012
Pivot 1 day 3 day
R1 1.5538 1.5560
PP 1.5517 1.5532
S1 1.5496 1.5503

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

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