CME British Pound Future March 2013

Trading Metrics calculated at close of trading on 24-May-2012

Day Change Summary
	Previous	Current
	23-May-2012	24-May-2012	Change	Change %	Previous Week
Open	1.5669	1.5713	0.0044	0.3%	1.6070
High	1.5669	1.5713	0.0044	0.3%	1.6070
Low	1.5669	1.5631	-0.0038	-0.2%	1.5776
Close	1.5669	1.5631	-0.0038	-0.2%	1.5776
Range	0.0000	0.0082	0.0082		0.0294
ATR
Volume	6	6	0	0.0%	30

Daily Pivots for day following 24-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5904	1.5850	1.5676
R3	1.5822	1.5768	1.5654
R2	1.5740	1.5740	1.5646
R1	1.5686	1.5686	1.5639	1.5672
PP	1.5658	1.5658	1.5658	1.5652
S1	1.5604	1.5604	1.5623	1.5590
S2	1.5576	1.5576	1.5616
S3	1.5494	1.5522	1.5608
S4	1.5412	1.5440	1.5586

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6756	1.6560	1.5938
R3	1.6462	1.6266	1.5857
R2	1.6168	1.6168	1.5830
R1	1.5972	1.5972	1.5803	1.5923
PP	1.5874	1.5874	1.5874	1.5850
S1	1.5678	1.5678	1.5749	1.5629
S2	1.5580	1.5580	1.5722
S3	1.5286	1.5384	1.5695
S4	1.4992	1.5090	1.5614

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5779	1.5631	0.0148	0.9%	0.0016	0.1%	0%	False	True	6
10	1.6070	1.5631	0.0439	2.8%	0.0008	0.1%	0%	False	True	6

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	0.0000
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.6062
2.618	1.5928
1.618	1.5846
1.000	1.5795
0.618	1.5764
HIGH	1.5713
0.618	1.5682
0.500	1.5672
0.382	1.5662
LOW	1.5631
0.618	1.5580
1.000	1.5549
1.618	1.5498
2.618	1.5416
4.250	1.5283

Fisher Pivots for day following 24-May-2012
Pivot	1 day	3 day
R1	1.5672	1.5690
PP	1.5658	1.5670
S1	1.5645	1.5651

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