CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 06-Feb-2012

Day Change Summary
	Previous	Current
	03-Feb-2012	06-Feb-2012	Change	Change %	Previous Week
Open	1.5803	1.5814	0.0011	0.1%	1.5722
High	1.5855	1.5837	-0.0018	-0.1%	1.5880
Low	1.5745	1.5725	-0.0020	-0.1%	1.5647
Close	1.5825	1.5821	-0.0004	0.0%	1.5825
Range	0.0110	0.0112	0.0002	1.8%	0.0233
ATR	0.0115	0.0115	0.0000	-0.2%	0.0000
Volume	98,866	72,536	-26,330	-26.6%	445,446

Daily Pivots for day following 06-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6130	1.6088	1.5883
R3	1.6018	1.5976	1.5852
R2	1.5906	1.5906	1.5842
R1	1.5864	1.5864	1.5831	1.5885
PP	1.5794	1.5794	1.5794	1.5805
S1	1.5752	1.5752	1.5811	1.5773
S2	1.5682	1.5682	1.5800
S3	1.5570	1.5640	1.5790
S4	1.5458	1.5528	1.5759

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6483	1.6387	1.5953
R3	1.6250	1.6154	1.5889
R2	1.6017	1.6017	1.5868
R1	1.5921	1.5921	1.5846	1.5969
PP	1.5784	1.5784	1.5784	1.5808
S1	1.5688	1.5688	1.5804	1.5736
S2	1.5551	1.5551	1.5782
S3	1.5318	1.5455	1.5761
S4	1.5085	1.5222	1.5697

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5880	1.5691	0.0189	1.2%	0.0114	0.7%	69%	False	False	90,850
10	1.5880	1.5525	0.0355	2.2%	0.0108	0.7%	83%	False	False	89,479
20	1.5880	1.5222	0.0658	4.2%	0.0110	0.7%	91%	False	False	85,967
40	1.5880	1.5222	0.0658	4.2%	0.0122	0.8%	91%	False	False	70,200
60	1.6077	1.5222	0.0855	5.4%	0.0123	0.8%	70%	False	False	47,190
80	1.6120	1.5222	0.0898	5.7%	0.0117	0.7%	67%	False	False	35,402
100	1.6120	1.5222	0.0898	5.7%	0.0109	0.7%	67%	False	False	28,327
120	1.6503	1.5222	0.1281	8.1%	0.0092	0.6%	47%	False	False	23,606

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	0.0031
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6313
2.618	1.6130
1.618	1.6018
1.000	1.5949
0.618	1.5906
HIGH	1.5837
0.618	1.5794
0.500	1.5781
0.382	1.5768
LOW	1.5725
0.618	1.5656
1.000	1.5613
1.618	1.5544
2.618	1.5432
4.250	1.5249

Fisher Pivots for day following 06-Feb-2012
Pivot	1 day	3 day
R1	1.5808	1.5811
PP	1.5794	1.5800
S1	1.5781	1.5790

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols