CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 1.6303 1.6391 0.0088 0.5% 1.6252
High 1.6303 1.6391 0.0088 0.5% 1.6391
Low 1.6303 1.6391 0.0088 0.5% 1.6252
Close 1.6303 1.6391 0.0088 0.5% 1.6391
Range
ATR 0.0061 0.0063 0.0002 3.2% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6391 1.6391 1.6391
R3 1.6391 1.6391 1.6391
R2 1.6391 1.6391 1.6391
R1 1.6391 1.6391 1.6391 1.6391
PP 1.6391 1.6391 1.6391 1.6391
S1 1.6391 1.6391 1.6391 1.6391
S2 1.6391 1.6391 1.6391
S3 1.6391 1.6391 1.6391
S4 1.6391 1.6391 1.6391
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.6762 1.6715 1.6467
R3 1.6623 1.6576 1.6429
R2 1.6484 1.6484 1.6416
R1 1.6437 1.6437 1.6404 1.6461
PP 1.6345 1.6345 1.6345 1.6356
S1 1.6298 1.6298 1.6378 1.6322
S2 1.6206 1.6206 1.6366
S3 1.6067 1.6159 1.6353
S4 1.5928 1.6020 1.6315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6391 1.6252 0.0139 0.8% 0.0000 0.0% 100% True False 1
10 1.6391 1.6005 0.0386 2.4% 0.0000 0.0% 100% True False 1
20 1.6391 1.5863 0.0528 3.2% 0.0000 0.0% 100% True False 1
40 1.6391 1.5863 0.0528 3.2% 0.0000 0.0% 100% True False 1
60 1.6419 1.5863 0.0556 3.4% 0.0000 0.0% 95% 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 1.6391
2.618 1.6391
1.618 1.6391
1.000 1.6391
0.618 1.6391
HIGH 1.6391
0.618 1.6391
0.500 1.6391
0.382 1.6391
LOW 1.6391
0.618 1.6391
1.000 1.6391
1.618 1.6391
2.618 1.6391
4.250 1.6391
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 1.6391 1.6373
PP 1.6391 1.6356
S1 1.6391 1.6338

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

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