CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 1.5735 1.5777 0.0042 0.3% 1.5646
High 1.5735 1.5777 0.0042 0.3% 1.5777
Low 1.5735 1.5777 0.0042 0.3% 1.5558
Close 1.5735 1.5777 0.0042 0.3% 1.5777
Range
ATR 0.0083 0.0080 -0.0003 -3.5% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.5777 1.5777 1.5777
R3 1.5777 1.5777 1.5777
R2 1.5777 1.5777 1.5777
R1 1.5777 1.5777 1.5777 1.5777
PP 1.5777 1.5777 1.5777 1.5777
S1 1.5777 1.5777 1.5777 1.5777
S2 1.5777 1.5777 1.5777
S3 1.5777 1.5777 1.5777
S4 1.5777 1.5777 1.5777
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.6361 1.6288 1.5897
R3 1.6142 1.6069 1.5837
R2 1.5923 1.5923 1.5817
R1 1.5850 1.5850 1.5797 1.5887
PP 1.5704 1.5704 1.5704 1.5722
S1 1.5631 1.5631 1.5757 1.5668
S2 1.5485 1.5485 1.5737
S3 1.5266 1.5412 1.5717
S4 1.5047 1.5193 1.5657
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5777 1.5558 0.0219 1.4% 0.0000 0.0% 100% True False 2
10 1.5777 1.5350 0.0427 2.7% 0.0000 0.0% 100% True False 2
20 1.5777 1.5322 0.0455 2.9% 0.0000 0.0% 100% True False 2
40 1.6450 1.5322 0.1128 7.1% 0.0000 0.0% 40% False False 2
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.5777
2.618 1.5777
1.618 1.5777
1.000 1.5777
0.618 1.5777
HIGH 1.5777
0.618 1.5777
0.500 1.5777
0.382 1.5777
LOW 1.5777
0.618 1.5777
1.000 1.5777
1.618 1.5777
2.618 1.5777
4.250 1.5777
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 1.5777 1.5767
PP 1.5777 1.5758
S1 1.5777 1.5748

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

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