CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 14-Feb-2012
Day Change Summary
Previous Current
13-Feb-2012 14-Feb-2012 Change Change % Previous Week
Open 1.5790 1.5748 -0.0042 -0.3% 1.5814
High 1.5824 1.5770 -0.0054 -0.3% 1.5924
Low 1.5735 1.5641 -0.0094 -0.6% 1.5725
Close 1.5770 1.5653 -0.0117 -0.7% 1.5735
Range 0.0089 0.0129 0.0040 44.9% 0.0199
ATR 0.0113 0.0114 0.0001 1.0% 0.0000
Volume 71,061 108,334 37,273 52.5% 409,088
Daily Pivots for day following 14-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.6075 1.5993 1.5724
R3 1.5946 1.5864 1.5688
R2 1.5817 1.5817 1.5677
R1 1.5735 1.5735 1.5665 1.5712
PP 1.5688 1.5688 1.5688 1.5676
S1 1.5606 1.5606 1.5641 1.5583
S2 1.5559 1.5559 1.5629
S3 1.5430 1.5477 1.5618
S4 1.5301 1.5348 1.5582
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.6392 1.6262 1.5844
R3 1.6193 1.6063 1.5790
R2 1.5994 1.5994 1.5771
R1 1.5864 1.5864 1.5753 1.5830
PP 1.5795 1.5795 1.5795 1.5777
S1 1.5665 1.5665 1.5717 1.5631
S2 1.5596 1.5596 1.5699
S3 1.5397 1.5466 1.5680
S4 1.5198 1.5267 1.5626
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5924 1.5641 0.0283 1.8% 0.0113 0.7% 4% False True 86,074
10 1.5924 1.5641 0.0283 1.8% 0.0115 0.7% 4% False True 86,953
20 1.5924 1.5318 0.0606 3.9% 0.0109 0.7% 55% False False 87,253
40 1.5924 1.5222 0.0702 4.5% 0.0118 0.8% 61% False False 77,598
60 1.5924 1.5222 0.0702 4.5% 0.0123 0.8% 61% False False 55,783
80 1.6120 1.5222 0.0898 5.7% 0.0118 0.8% 48% False False 41,849
100 1.6120 1.5222 0.0898 5.7% 0.0114 0.7% 48% False False 33,486
120 1.6390 1.5222 0.1168 7.5% 0.0097 0.6% 37% False False 27,906
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0033
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6318
2.618 1.6108
1.618 1.5979
1.000 1.5899
0.618 1.5850
HIGH 1.5770
0.618 1.5721
0.500 1.5706
0.382 1.5690
LOW 1.5641
0.618 1.5561
1.000 1.5512
1.618 1.5432
2.618 1.5303
4.250 1.5093
Fisher Pivots for day following 14-Feb-2012
Pivot 1 day 3 day
R1 1.5706 1.5743
PP 1.5688 1.5713
S1 1.5671 1.5683

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

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