CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 22-Feb-2012
Day Change Summary
Previous Current
21-Feb-2012 22-Feb-2012 Change Change % Previous Week
Open 1.5855 1.5781 -0.0074 -0.5% 1.5790
High 1.5895 1.5813 -0.0082 -0.5% 1.5860
Low 1.5769 1.5645 -0.0124 -0.8% 1.5641
Close 1.5782 1.5669 -0.0113 -0.7% 1.5838
Range 0.0126 0.0168 0.0042 33.3% 0.0219
ATR 0.0113 0.0117 0.0004 3.4% 0.0000
Volume 125,474 130,130 4,656 3.7% 469,434
Daily Pivots for day following 22-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.6213 1.6109 1.5761
R3 1.6045 1.5941 1.5715
R2 1.5877 1.5877 1.5700
R1 1.5773 1.5773 1.5684 1.5741
PP 1.5709 1.5709 1.5709 1.5693
S1 1.5605 1.5605 1.5654 1.5573
S2 1.5541 1.5541 1.5638
S3 1.5373 1.5437 1.5623
S4 1.5205 1.5269 1.5577
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.6437 1.6356 1.5958
R3 1.6218 1.6137 1.5898
R2 1.5999 1.5999 1.5878
R1 1.5918 1.5918 1.5858 1.5959
PP 1.5780 1.5780 1.5780 1.5800
S1 1.5699 1.5699 1.5818 1.5740
S2 1.5561 1.5561 1.5798
S3 1.5342 1.5480 1.5778
S4 1.5123 1.5261 1.5718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5895 1.5645 0.0250 1.6% 0.0122 0.8% 10% False True 109,128
10 1.5924 1.5641 0.0283 1.8% 0.0117 0.7% 10% False False 97,601
20 1.5924 1.5525 0.0399 2.5% 0.0113 0.7% 36% False False 93,841
40 1.5924 1.5222 0.0702 4.5% 0.0119 0.8% 64% False False 82,555
60 1.5924 1.5222 0.0702 4.5% 0.0124 0.8% 64% False False 64,869
80 1.6120 1.5222 0.0898 5.7% 0.0120 0.8% 50% False False 48,666
100 1.6120 1.5222 0.0898 5.7% 0.0115 0.7% 50% False False 38,940
120 1.6204 1.5222 0.0982 6.3% 0.0102 0.6% 46% False False 32,452
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.6527
2.618 1.6253
1.618 1.6085
1.000 1.5981
0.618 1.5917
HIGH 1.5813
0.618 1.5749
0.500 1.5729
0.382 1.5709
LOW 1.5645
0.618 1.5541
1.000 1.5477
1.618 1.5373
2.618 1.5205
4.250 1.4931
Fisher Pivots for day following 22-Feb-2012
Pivot 1 day 3 day
R1 1.5729 1.5770
PP 1.5709 1.5736
S1 1.5689 1.5703

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

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