CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 1.5622 1.5688 0.0066 0.4% 1.5611
High 1.5715 1.5837 0.0122 0.8% 1.5837
Low 1.5622 1.5684 0.0062 0.4% 1.5611
Close 1.5701 1.5811 0.0110 0.7% 1.5811
Range 0.0093 0.0153 0.0060 64.5% 0.0226
ATR
Volume 2 21 19 950.0% 65
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.6236 1.6177 1.5895
R3 1.6083 1.6024 1.5853
R2 1.5930 1.5930 1.5839
R1 1.5871 1.5871 1.5825 1.5901
PP 1.5777 1.5777 1.5777 1.5792
S1 1.5718 1.5718 1.5797 1.5748
S2 1.5624 1.5624 1.5783
S3 1.5471 1.5565 1.5769
S4 1.5318 1.5412 1.5727
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.6431 1.6347 1.5935
R3 1.6205 1.6121 1.5873
R2 1.5979 1.5979 1.5852
R1 1.5895 1.5895 1.5832 1.5937
PP 1.5753 1.5753 1.5753 1.5774
S1 1.5669 1.5669 1.5790 1.5711
S2 1.5527 1.5527 1.5770
S3 1.5301 1.5443 1.5749
S4 1.5075 1.5217 1.5687
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5837 1.5611 0.0226 1.4% 0.0053 0.3% 88% True False 13
10 1.5847 1.5611 0.0236 1.5% 0.0027 0.2% 85% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.6487
2.618 1.6238
1.618 1.6085
1.000 1.5990
0.618 1.5932
HIGH 1.5837
0.618 1.5779
0.500 1.5761
0.382 1.5742
LOW 1.5684
0.618 1.5589
1.000 1.5531
1.618 1.5436
2.618 1.5283
4.250 1.5034
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 1.5794 1.5784
PP 1.5777 1.5757
S1 1.5761 1.5730

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

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