CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 1.5671 1.5635 -0.0036 -0.2% 1.5829
High 1.5695 1.5747 0.0052 0.3% 1.5882
Low 1.5601 1.5620 0.0019 0.1% 1.5660
Close 1.5631 1.5688 0.0057 0.4% 1.5667
Range 0.0094 0.0127 0.0033 35.1% 0.0222
ATR 0.0117 0.0118 0.0001 0.6% 0.0000
Volume 99,036 135,637 36,601 37.0% 480,267
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.6066 1.6004 1.5758
R3 1.5939 1.5877 1.5723
R2 1.5812 1.5812 1.5711
R1 1.5750 1.5750 1.5700 1.5781
PP 1.5685 1.5685 1.5685 1.5701
S1 1.5623 1.5623 1.5676 1.5654
S2 1.5558 1.5558 1.5665
S3 1.5431 1.5496 1.5653
S4 1.5304 1.5369 1.5618
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 1.5833 1.5601 0.0232 1.5% 0.0112 0.7% 38% False False 104,694
10 1.5991 1.5601 0.0390 2.5% 0.0115 0.7% 22% False False 102,453
20 1.5991 1.5601 0.0390 2.5% 0.0119 0.8% 22% False False 103,590
40 1.5991 1.5273 0.0718 4.6% 0.0113 0.7% 58% False False 94,965
60 1.5991 1.5222 0.0769 4.9% 0.0118 0.8% 61% False False 85,672
80 1.5991 1.5222 0.0769 4.9% 0.0121 0.8% 61% False False 66,381
100 1.6120 1.5222 0.0898 5.7% 0.0118 0.8% 52% False False 53,114
120 1.6120 1.5222 0.0898 5.7% 0.0115 0.7% 52% False False 44,267
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6287
2.618 1.6079
1.618 1.5952
1.000 1.5874
0.618 1.5825
HIGH 1.5747
0.618 1.5698
0.500 1.5684
0.382 1.5669
LOW 1.5620
0.618 1.5542
1.000 1.5493
1.618 1.5415
2.618 1.5288
4.250 1.5080
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 1.5687 1.5716
PP 1.5685 1.5706
S1 1.5684 1.5697

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

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