CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 1.5829 1.5862 0.0033 0.2% 1.5887
High 1.5876 1.5882 0.0006 0.0% 1.5991
Low 1.5784 1.5696 -0.0088 -0.6% 1.5798
Close 1.5867 1.5706 -0.0161 -1.0% 1.5830
Range 0.0092 0.0186 0.0094 102.2% 0.0193
ATR 0.0115 0.0120 0.0005 4.5% 0.0000
Volume 73,331 118,137 44,806 61.1% 476,592
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.6319 1.6199 1.5808
R3 1.6133 1.6013 1.5757
R2 1.5947 1.5947 1.5740
R1 1.5827 1.5827 1.5723 1.5794
PP 1.5761 1.5761 1.5761 1.5745
S1 1.5641 1.5641 1.5689 1.5608
S2 1.5575 1.5575 1.5672
S3 1.5389 1.5455 1.5655
S4 1.5203 1.5269 1.5604
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.6452 1.6334 1.5936
R3 1.6259 1.6141 1.5883
R2 1.6066 1.6066 1.5865
R1 1.5948 1.5948 1.5848 1.5911
PP 1.5873 1.5873 1.5873 1.5854
S1 1.5755 1.5755 1.5812 1.5718
S2 1.5680 1.5680 1.5795
S3 1.5487 1.5562 1.5777
S4 1.5294 1.5369 1.5724
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5991 1.5696 0.0295 1.9% 0.0119 0.8% 3% False True 100,212
10 1.5991 1.5645 0.0346 2.2% 0.0124 0.8% 18% False False 102,448
20 1.5991 1.5641 0.0350 2.2% 0.0118 0.8% 19% False False 97,797
40 1.5991 1.5222 0.0769 4.9% 0.0114 0.7% 63% False False 91,882
60 1.5991 1.5222 0.0769 4.9% 0.0121 0.8% 63% False False 79,399
80 1.6077 1.5222 0.0855 5.4% 0.0121 0.8% 57% False False 59,842
100 1.6120 1.5222 0.0898 5.7% 0.0117 0.7% 54% False False 47,881
120 1.6120 1.5222 0.0898 5.7% 0.0111 0.7% 54% False False 39,905
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 0.0021
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.6673
2.618 1.6369
1.618 1.6183
1.000 1.6068
0.618 1.5997
HIGH 1.5882
0.618 1.5811
0.500 1.5789
0.382 1.5767
LOW 1.5696
0.618 1.5581
1.000 1.5510
1.618 1.5395
2.618 1.5209
4.250 1.4906
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 1.5789 1.5831
PP 1.5761 1.5789
S1 1.5734 1.5748

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

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