CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 1.5830 1.5671 -0.0159 -1.0% 1.5829
High 1.5830 1.5695 -0.0135 -0.9% 1.5882
Low 1.5660 1.5601 -0.0059 -0.4% 1.5660
Close 1.5667 1.5631 -0.0036 -0.2% 1.5667
Range 0.0170 0.0094 -0.0076 -44.7% 0.0222
ATR 0.0119 0.0117 -0.0002 -1.5% 0.0000
Volume 123,695 99,036 -24,659 -19.9% 480,267
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.5924 1.5872 1.5683
R3 1.5830 1.5778 1.5657
R2 1.5736 1.5736 1.5648
R1 1.5684 1.5684 1.5640 1.5663
PP 1.5642 1.5642 1.5642 1.5632
S1 1.5590 1.5590 1.5622 1.5569
S2 1.5548 1.5548 1.5614
S3 1.5454 1.5496 1.5605
S4 1.5360 1.5402 1.5579
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.6402 1.6257 1.5789
R3 1.6180 1.6035 1.5728
R2 1.5958 1.5958 1.5708
R1 1.5813 1.5813 1.5687 1.5775
PP 1.5736 1.5736 1.5736 1.5717
S1 1.5591 1.5591 1.5647 1.5553
S2 1.5514 1.5514 1.5626
S3 1.5292 1.5369 1.5606
S4 1.5070 1.5147 1.5545
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5882 1.5601 0.0281 1.8% 0.0124 0.8% 11% False True 101,194
10 1.5991 1.5601 0.0390 2.5% 0.0114 0.7% 8% False True 97,127
20 1.5991 1.5601 0.0390 2.5% 0.0117 0.7% 8% False True 100,361
40 1.5991 1.5222 0.0769 4.9% 0.0115 0.7% 53% False False 94,027
60 1.5991 1.5222 0.0769 4.9% 0.0118 0.8% 53% False False 84,602
80 1.5991 1.5222 0.0769 4.9% 0.0120 0.8% 53% False False 64,686
100 1.6120 1.5222 0.0898 5.7% 0.0118 0.8% 46% False False 51,757
120 1.6120 1.5222 0.0898 5.7% 0.0114 0.7% 46% False False 43,137
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 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6095
2.618 1.5941
1.618 1.5847
1.000 1.5789
0.618 1.5753
HIGH 1.5695
0.618 1.5659
0.500 1.5648
0.382 1.5637
LOW 1.5601
0.618 1.5543
1.000 1.5507
1.618 1.5449
2.618 1.5355
4.250 1.5202
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 1.5648 1.5717
PP 1.5642 1.5688
S1 1.5637 1.5660

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

View Archives - Comment on this page... - Back to Index of Symbols