CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 1.5913 1.5983 0.0070 0.4% 1.5998
High 1.5913 1.5983 0.0070 0.4% 1.5998
Low 1.5913 1.5983 0.0070 0.4% 1.5913
Close 1.5913 1.5983 0.0070 0.4% 1.5983
Range
ATR 0.0052 0.0053 0.0001 2.4% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.5983 1.5983 1.5983
R3 1.5983 1.5983 1.5983
R2 1.5983 1.5983 1.5983
R1 1.5983 1.5983 1.5983 1.5983
PP 1.5983 1.5983 1.5983 1.5983
S1 1.5983 1.5983 1.5983 1.5983
S2 1.5983 1.5983 1.5983
S3 1.5983 1.5983 1.5983
S4 1.5983 1.5983 1.5983
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6220 1.6186 1.6030
R3 1.6135 1.6101 1.6006
R2 1.6050 1.6050 1.5999
R1 1.6016 1.6016 1.5991 1.5991
PP 1.5965 1.5965 1.5965 1.5952
S1 1.5931 1.5931 1.5975 1.5906
S2 1.5880 1.5880 1.5967
S3 1.5795 1.5846 1.5960
S4 1.5710 1.5761 1.5936
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6013 1.5913 0.0100 0.6% 0.0000 0.0% 70% False False 1
10 1.6015 1.5913 0.0102 0.6% 0.0000 0.0% 69% False False 1
20 1.6315 1.5913 0.0402 2.5% 0.0000 0.0% 17% False False 1
40 1.6419 1.5913 0.0506 3.2% 0.0000 0.0% 14% False False 1
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.5983
2.618 1.5983
1.618 1.5983
1.000 1.5983
0.618 1.5983
HIGH 1.5983
0.618 1.5983
0.500 1.5983
0.382 1.5983
LOW 1.5983
0.618 1.5983
1.000 1.5983
1.618 1.5983
2.618 1.5983
4.250 1.5983
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 1.5983 1.5971
PP 1.5983 1.5960
S1 1.5983 1.5948

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

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