CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 1.5900 1.5914 0.0014 0.1% 1.5855
High 1.5991 1.5974 -0.0017 -0.1% 1.5899
Low 1.5898 1.5895 -0.0003 0.0% 1.5645
Close 1.5919 1.5950 0.0031 0.2% 1.5884
Range 0.0093 0.0079 -0.0014 -15.1% 0.0254
ATR 0.0117 0.0114 -0.0003 -2.3% 0.0000
Volume 135,406 81,720 -53,686 -39.6% 481,897
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.6177 1.6142 1.5993
R3 1.6098 1.6063 1.5972
R2 1.6019 1.6019 1.5964
R1 1.5984 1.5984 1.5957 1.6002
PP 1.5940 1.5940 1.5940 1.5948
S1 1.5905 1.5905 1.5943 1.5923
S2 1.5861 1.5861 1.5936
S3 1.5782 1.5826 1.5928
S4 1.5703 1.5747 1.5907
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 1.5713 0.0278 1.7% 0.0111 0.7% 85% False False 103,677
10 1.5991 1.5645 0.0346 2.2% 0.0118 0.7% 88% False False 106,378
20 1.5991 1.5641 0.0350 2.2% 0.0111 0.7% 88% False False 96,015
40 1.5991 1.5222 0.0769 4.8% 0.0113 0.7% 95% False False 90,171
60 1.5991 1.5222 0.0769 4.8% 0.0120 0.7% 95% False False 74,763
80 1.6101 1.5222 0.0879 5.5% 0.0118 0.7% 83% False False 56,293
100 1.6120 1.5222 0.0898 5.6% 0.0116 0.7% 81% False False 45,043
120 1.6120 1.5222 0.0898 5.6% 0.0107 0.7% 81% False False 37,539
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.6310
2.618 1.6181
1.618 1.6102
1.000 1.6053
0.618 1.6023
HIGH 1.5974
0.618 1.5944
0.500 1.5935
0.382 1.5925
LOW 1.5895
0.618 1.5846
1.000 1.5816
1.618 1.5767
2.618 1.5688
4.250 1.5559
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 1.5945 1.5932
PP 1.5940 1.5913
S1 1.5935 1.5895

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

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