CME British Pound Future March 2012

Trading Metrics calculated at close of trading on 16-Feb-2012

Day Change Summary
	Previous	Current
	15-Feb-2012	16-Feb-2012	Change	Change %	Previous Week
Open	1.5691	1.5682	-0.0009	-0.1%	1.5814
High	1.5732	1.5813	0.0081	0.5%	1.5924
Low	1.5653	1.5652	-0.0001	0.0%	1.5725
Close	1.5687	1.5798	0.0111	0.7%	1.5735
Range	0.0079	0.0161	0.0082	103.8%	0.0199
ATR	0.0112	0.0115	0.0004	3.1%	0.0000
Volume	92,274	112,333	20,059	21.7%	409,088

Daily Pivots for day following 16-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6237	1.6179	1.5887
R3	1.6076	1.6018	1.5842
R2	1.5915	1.5915	1.5828
R1	1.5857	1.5857	1.5813	1.5886
PP	1.5754	1.5754	1.5754	1.5769
S1	1.5696	1.5696	1.5783	1.5725
S2	1.5593	1.5593	1.5768
S3	1.5432	1.5535	1.5754
S4	1.5271	1.5374	1.5709

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	1.5845	1.5641	0.0204	1.3%	0.0116	0.7%	77%	False	False	92,406
10	1.5924	1.5641	0.0283	1.8%	0.0114	0.7%	55%	False	False	89,195
20	1.5924	1.5443	0.0481	3.0%	0.0111	0.7%	74%	False	False	89,004
40	1.5924	1.5222	0.0702	4.4%	0.0120	0.8%	82%	False	False	79,428
60	1.5924	1.5222	0.0702	4.4%	0.0123	0.8%	82%	False	False	59,191
80	1.6120	1.5222	0.0898	5.7%	0.0118	0.7%	64%	False	False	44,405
100	1.6120	1.5222	0.0898	5.7%	0.0115	0.7%	64%	False	False	35,530
120	1.6371	1.5222	0.1149	7.3%	0.0099	0.6%	50%	False	False	29,611

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	0.0031
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.6497
2.618	1.6234
1.618	1.6073
1.000	1.5974
0.618	1.5912
HIGH	1.5813
0.618	1.5751
0.500	1.5733
0.382	1.5714
LOW	1.5652
0.618	1.5553
1.000	1.5491
1.618	1.5392
2.618	1.5231
4.250	1.4968

Fisher Pivots for day following 16-Feb-2012
Pivot	1 day	3 day
R1	1.5776	1.5774
PP	1.5754	1.5751
S1	1.5733	1.5727

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