CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 15-Mar-2012
Day Change Summary
Previous Current
14-Mar-2012 15-Mar-2012 Change Change % Previous Week
Open 1.5704 1.5667 -0.0037 -0.2% 1.5829
High 1.5744 1.5737 -0.0007 0.0% 1.5882
Low 1.5649 1.5633 -0.0016 -0.1% 1.5660
Close 1.5674 1.5722 0.0048 0.3% 1.5667
Range 0.0095 0.0104 0.0009 9.5% 0.0222
ATR 0.0116 0.0115 -0.0001 -0.8% 0.0000
Volume 121,479 75,279 -46,200 -38.0% 480,267
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.6009 1.5970 1.5779
R3 1.5905 1.5866 1.5751
R2 1.5801 1.5801 1.5741
R1 1.5762 1.5762 1.5732 1.5782
PP 1.5697 1.5697 1.5697 1.5707
S1 1.5658 1.5658 1.5712 1.5678
S2 1.5593 1.5593 1.5703
S3 1.5489 1.5554 1.5693
S4 1.5385 1.5450 1.5665
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 1.5830 1.5601 0.0229 1.5% 0.0118 0.8% 53% False False 111,025
10 1.5965 1.5601 0.0364 2.3% 0.0118 0.8% 33% False False 100,416
20 1.5991 1.5601 0.0390 2.5% 0.0118 0.8% 31% False False 103,397
40 1.5991 1.5407 0.0584 3.7% 0.0112 0.7% 54% False False 95,414
60 1.5991 1.5222 0.0769 4.9% 0.0118 0.8% 65% False False 86,553
80 1.5991 1.5222 0.0769 4.9% 0.0121 0.8% 65% False False 68,839
100 1.6120 1.5222 0.0898 5.7% 0.0118 0.7% 56% False False 55,081
120 1.6120 1.5222 0.0898 5.7% 0.0114 0.7% 56% False False 45,906
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6179
2.618 1.6009
1.618 1.5905
1.000 1.5841
0.618 1.5801
HIGH 1.5737
0.618 1.5697
0.500 1.5685
0.382 1.5673
LOW 1.5633
0.618 1.5569
1.000 1.5529
1.618 1.5465
2.618 1.5361
4.250 1.5191
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 1.5710 1.5709
PP 1.5697 1.5696
S1 1.5685 1.5684

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

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