CME British Pound Future June 2012

Trading Metrics calculated at close of trading on 22-Mar-2012

Day Change Summary
	Previous	Current
	21-Mar-2012	22-Mar-2012	Change	Change %	Previous Week
Open	1.5852	1.5859	0.0007	0.0%	1.5657
High	1.5914	1.5883	-0.0031	-0.2%	1.5852
Low	1.5807	1.5761	-0.0046	-0.3%	1.5591
Close	1.5849	1.5809	-0.0040	-0.3%	1.5823
Range	0.0107	0.0122	0.0015	14.0%	0.0261
ATR	0.0106	0.0107	0.0001	1.1%	0.0000
Volume	89,261	81,457	-7,804	-8.7%	282,005

Daily Pivots for day following 22-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6184	1.6118	1.5876
R3	1.6062	1.5996	1.5843
R2	1.5940	1.5940	1.5831
R1	1.5874	1.5874	1.5820	1.5846
PP	1.5818	1.5818	1.5818	1.5804
S1	1.5752	1.5752	1.5798	1.5724
S2	1.5696	1.5696	1.5787
S3	1.5574	1.5630	1.5775
S4	1.5452	1.5508	1.5742

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6538	1.6442	1.5967
R3	1.6277	1.6181	1.5895
R2	1.6016	1.6016	1.5871
R1	1.5920	1.5920	1.5847	1.5968
PP	1.5755	1.5755	1.5755	1.5780
S1	1.5659	1.5659	1.5799	1.5707
S2	1.5494	1.5494	1.5775
S3	1.5233	1.5398	1.5751
S4	1.4972	1.5137	1.5679

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5914	1.5685	0.0229	1.4%	0.0111	0.7%	54%	False	False	82,598
10	1.5914	1.5591	0.0323	2.0%	0.0114	0.7%	67%	False	False	61,204
20	1.5971	1.5591	0.0380	2.4%	0.0110	0.7%	57%	False	False	31,415
40	1.5971	1.5591	0.0380	2.4%	0.0098	0.6%	57%	False	False	15,751
60	1.5971	1.5240	0.0731	4.6%	0.0090	0.6%	78%	False	False	10,509
80	1.5971	1.5240	0.0731	4.6%	0.0074	0.5%	78%	False	False	7,885
100	1.6094	1.5240	0.0854	5.4%	0.0060	0.4%	67%	False	False	6,308
120	1.6094	1.5240	0.0854	5.4%	0.0050	0.3%	67%	False	False	5,257

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0024
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6402
2.618	1.6202
1.618	1.6080
1.000	1.6005
0.618	1.5958
HIGH	1.5883
0.618	1.5836
0.500	1.5822
0.382	1.5808
LOW	1.5761
0.618	1.5686
1.000	1.5639
1.618	1.5564
2.618	1.5442
4.250	1.5243

Fisher Pivots for day following 22-Mar-2012
Pivot	1 day	3 day
R1	1.5822	1.5838
PP	1.5818	1.5828
S1	1.5813	1.5819

Download as Excel Spreadsheet

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

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