CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 08-Feb-2012
Day Change Summary
Previous Current
07-Feb-2012 08-Feb-2012 Change Change % Previous Week
Open 1.5818 1.5899 0.0081 0.5% 1.5722
High 1.5901 1.5924 0.0023 0.1% 1.5880
Low 1.5784 1.5792 0.0008 0.1% 1.5647
Close 1.5891 1.5812 -0.0079 -0.5% 1.5825
Range 0.0117 0.0132 0.0015 12.8% 0.0233
ATR 0.0115 0.0116 0.0001 1.0% 0.0000
Volume 85,573 86,783 1,210 1.4% 445,446
Daily Pivots for day following 08-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.6239 1.6157 1.5885
R3 1.6107 1.6025 1.5848
R2 1.5975 1.5975 1.5836
R1 1.5893 1.5893 1.5824 1.5868
PP 1.5843 1.5843 1.5843 1.5830
S1 1.5761 1.5761 1.5800 1.5736
S2 1.5711 1.5711 1.5788
S3 1.5579 1.5629 1.5776
S4 1.5447 1.5497 1.5739
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 1.5924 1.5725 0.0199 1.3% 0.0107 0.7% 44% True False 84,130
10 1.5924 1.5635 0.0289 1.8% 0.0108 0.7% 61% True False 88,115
20 1.5924 1.5222 0.0702 4.4% 0.0115 0.7% 84% True False 89,490
40 1.5924 1.5222 0.0702 4.4% 0.0120 0.8% 84% True False 74,198
60 1.6059 1.5222 0.0837 5.3% 0.0123 0.8% 70% False False 50,062
80 1.6120 1.5222 0.0898 5.7% 0.0117 0.7% 66% False False 37,555
100 1.6120 1.5222 0.0898 5.7% 0.0112 0.7% 66% False False 30,050
120 1.6470 1.5222 0.1248 7.9% 0.0093 0.6% 47% False False 25,042
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6485
2.618 1.6270
1.618 1.6138
1.000 1.6056
0.618 1.6006
HIGH 1.5924
0.618 1.5874
0.500 1.5858
0.382 1.5842
LOW 1.5792
0.618 1.5710
1.000 1.5660
1.618 1.5578
2.618 1.5446
4.250 1.5231
Fisher Pivots for day following 08-Feb-2012
Pivot 1 day 3 day
R1 1.5858 1.5825
PP 1.5843 1.5820
S1 1.5827 1.5816

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

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