CME British Pound Future September 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 1.5654 1.5622 -0.0032 -0.2% 1.5847
High 1.5654 1.5715 0.0061 0.4% 1.5847
Low 1.5654 1.5622 -0.0032 -0.2% 1.5647
Close 1.5654 1.5701 0.0047 0.3% 1.5647
Range 0.0000 0.0093 0.0093 0.0200
ATR
Volume 2 2 0 0.0% 100
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.5958 1.5923 1.5752
R3 1.5865 1.5830 1.5727
R2 1.5772 1.5772 1.5718
R1 1.5737 1.5737 1.5710 1.5755
PP 1.5679 1.5679 1.5679 1.5688
S1 1.5644 1.5644 1.5692 1.5662
S2 1.5586 1.5586 1.5684
S3 1.5493 1.5551 1.5675
S4 1.5400 1.5458 1.5650
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.6314 1.6180 1.5757
R3 1.6114 1.5980 1.5702
R2 1.5914 1.5914 1.5684
R1 1.5780 1.5780 1.5665 1.5747
PP 1.5714 1.5714 1.5714 1.5697
S1 1.5580 1.5580 1.5629 1.5547
S2 1.5514 1.5514 1.5610
S3 1.5314 1.5380 1.5592
S4 1.5114 1.5180 1.5537
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5715 1.5611 0.0104 0.7% 0.0022 0.1% 87% True False 12
10 1.5847 1.5611 0.0236 1.5% 0.0011 0.1% 38% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.6110
2.618 1.5958
1.618 1.5865
1.000 1.5808
0.618 1.5772
HIGH 1.5715
0.618 1.5679
0.500 1.5669
0.382 1.5658
LOW 1.5622
0.618 1.5565
1.000 1.5529
1.618 1.5472
2.618 1.5379
4.250 1.5227
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 1.5690 1.5690
PP 1.5679 1.5679
S1 1.5669 1.5669

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

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