CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 1.6244 1.6248 0.0004 0.0% 1.6261
High 1.6244 1.6248 0.0004 0.0% 1.6382
Low 1.6244 1.6191 -0.0053 -0.3% 1.6191
Close 1.6244 1.6326 0.0082 0.5% 1.6326
Range 0.0000 0.0057 0.0057 0.0191
ATR 0.0072 0.0071 -0.0001 -1.5% 0.0000
Volume 5 5 0 0.0% 13
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.6426 1.6433 1.6357
R3 1.6369 1.6376 1.6342
R2 1.6312 1.6312 1.6336
R1 1.6319 1.6319 1.6331 1.6316
PP 1.6255 1.6255 1.6255 1.6253
S1 1.6262 1.6262 1.6321 1.6259
S2 1.6198 1.6198 1.6316
S3 1.6141 1.6205 1.6310
S4 1.6084 1.6148 1.6295
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.6873 1.6790 1.6431
R3 1.6682 1.6599 1.6379
R2 1.6491 1.6491 1.6361
R1 1.6408 1.6408 1.6344 1.6450
PP 1.6300 1.6300 1.6300 1.6320
S1 1.6217 1.6217 1.6308 1.6259
S2 1.6109 1.6109 1.6291
S3 1.5918 1.6026 1.6273
S4 1.5727 1.5835 1.6221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6382 1.6191 0.0191 1.2% 0.0011 0.1% 71% False True 2
10 1.6391 1.6191 0.0200 1.2% 0.0006 0.0% 68% False True 1
20 1.6391 1.5863 0.0528 3.2% 0.0003 0.0% 88% False False 1
40 1.6391 1.5863 0.0528 3.2% 0.0001 0.0% 88% False False 1
60 1.6419 1.5863 0.0556 3.4% 0.0001 0.0% 83% False False 1
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 67 trading days
Fibonacci Retracements and Extensions
4.250 1.6490
2.618 1.6397
1.618 1.6340
1.000 1.6305
0.618 1.6283
HIGH 1.6248
0.618 1.6226
0.500 1.6220
0.382 1.6213
LOW 1.6191
0.618 1.6156
1.000 1.6134
1.618 1.6099
2.618 1.6042
4.250 1.5949
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 1.6291 1.6313
PP 1.6255 1.6300
S1 1.6220 1.6287

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

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