CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 19-Mar-2012
Day Change Summary
Previous Current
16-Mar-2012 19-Mar-2012 Change Change % Previous Week
Open 1.5688 1.5815 0.0127 0.8% 1.5611
High 1.5837 1.5881 0.0044 0.3% 1.5837
Low 1.5684 1.5815 0.0131 0.8% 1.5611
Close 1.5811 1.5877 0.0066 0.4% 1.5811
Range 0.0153 0.0066 -0.0087 -56.9% 0.0226
ATR
Volume 21 100 79 376.2% 65
Daily Pivots for day following 19-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.6056 1.6032 1.5913
R3 1.5990 1.5966 1.5895
R2 1.5924 1.5924 1.5889
R1 1.5900 1.5900 1.5883 1.5912
PP 1.5858 1.5858 1.5858 1.5864
S1 1.5834 1.5834 1.5871 1.5846
S2 1.5792 1.5792 1.5865
S3 1.5726 1.5768 1.5859
S4 1.5660 1.5702 1.5841
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 1.5881 1.5622 0.0259 1.6% 0.0066 0.4% 98% True False 29
10 1.5881 1.5611 0.0270 1.7% 0.0033 0.2% 99% True False 24
Crabel Price Patterns
NR True
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6162
2.618 1.6054
1.618 1.5988
1.000 1.5947
0.618 1.5922
HIGH 1.5881
0.618 1.5856
0.500 1.5848
0.382 1.5840
LOW 1.5815
0.618 1.5774
1.000 1.5749
1.618 1.5708
2.618 1.5642
4.250 1.5535
Fisher Pivots for day following 19-Mar-2012
Pivot 1 day 3 day
R1 1.5867 1.5835
PP 1.5858 1.5793
S1 1.5848 1.5752

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

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