CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 1.5895 1.6062 0.0167 1.1% 1.5998
High 1.5895 1.6062 0.0167 1.1% 1.5998
Low 1.5895 1.6062 0.0167 1.1% 1.5913
Close 1.5895 1.6062 0.0167 1.1% 1.5983
Range
ATR 0.0056 0.0064 0.0008 14.0% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6062 1.6062 1.6062
R3 1.6062 1.6062 1.6062
R2 1.6062 1.6062 1.6062
R1 1.6062 1.6062 1.6062 1.6062
PP 1.6062 1.6062 1.6062 1.6062
S1 1.6062 1.6062 1.6062 1.6062
S2 1.6062 1.6062 1.6062
S3 1.6062 1.6062 1.6062
S4 1.6062 1.6062 1.6062
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 1.6062 1.5863 0.0199 1.2% 0.0000 0.0% 100% True False 1
10 1.6062 1.5863 0.0199 1.2% 0.0000 0.0% 100% True False 1
20 1.6191 1.5863 0.0328 2.0% 0.0000 0.0% 61% False False 1
40 1.6419 1.5863 0.0556 3.5% 0.0000 0.0% 36% 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 1.6062
2.618 1.6062
1.618 1.6062
1.000 1.6062
0.618 1.6062
HIGH 1.6062
0.618 1.6062
0.500 1.6062
0.382 1.6062
LOW 1.6062
0.618 1.6062
1.000 1.6062
1.618 1.6062
2.618 1.6062
4.250 1.6062
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 1.6062 1.6029
PP 1.6062 1.5996
S1 1.6062 1.5963

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

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