CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 29-Feb-2012
Day Change Summary
Previous Current
28-Feb-2012 29-Feb-2012 Change Change % Previous Week
Open 1.5818 1.5900 0.0082 0.5% 1.5855
High 1.5907 1.5991 0.0084 0.5% 1.5899
Low 1.5798 1.5898 0.0100 0.6% 1.5645
Close 1.5886 1.5919 0.0033 0.2% 1.5884
Range 0.0109 0.0093 -0.0016 -14.7% 0.0254
ATR 0.0118 0.0117 -0.0001 -0.8% 0.0000
Volume 82,375 135,406 53,031 64.4% 481,897
Daily Pivots for day following 29-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.6215 1.6160 1.5970
R3 1.6122 1.6067 1.5945
R2 1.6029 1.6029 1.5936
R1 1.5974 1.5974 1.5928 1.6002
PP 1.5936 1.5936 1.5936 1.5950
S1 1.5881 1.5881 1.5910 1.5909
S2 1.5843 1.5843 1.5902
S3 1.5750 1.5788 1.5893
S4 1.5657 1.5695 1.5868
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.6571 1.6482 1.6024
R3 1.6317 1.6228 1.5954
R2 1.6063 1.6063 1.5931
R1 1.5974 1.5974 1.5907 1.6019
PP 1.5809 1.5809 1.5809 1.5832
S1 1.5720 1.5720 1.5861 1.5765
S2 1.5555 1.5555 1.5837
S3 1.5301 1.5466 1.5814
S4 1.5047 1.5212 1.5744
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5991 1.5648 0.0343 2.2% 0.0115 0.7% 79% True False 105,739
10 1.5991 1.5645 0.0346 2.2% 0.0118 0.7% 79% True False 107,434
20 1.5991 1.5641 0.0350 2.2% 0.0116 0.7% 79% True False 97,193
40 1.5991 1.5222 0.0769 4.8% 0.0115 0.7% 91% True False 89,642
60 1.5991 1.5222 0.0769 4.8% 0.0121 0.8% 91% True False 73,570
80 1.6101 1.5222 0.0879 5.5% 0.0119 0.7% 79% False False 55,272
100 1.6120 1.5222 0.0898 5.6% 0.0118 0.7% 78% False False 44,226
120 1.6120 1.5222 0.0898 5.6% 0.0107 0.7% 78% False False 36,858
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6386
2.618 1.6234
1.618 1.6141
1.000 1.6084
0.618 1.6048
HIGH 1.5991
0.618 1.5955
0.500 1.5945
0.382 1.5934
LOW 1.5898
0.618 1.5841
1.000 1.5805
1.618 1.5748
2.618 1.5655
4.250 1.5503
Fisher Pivots for day following 29-Feb-2012
Pivot 1 day 3 day
R1 1.5945 1.5911
PP 1.5936 1.5903
S1 1.5928 1.5895

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

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