CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 1.5668 1.5361 -0.0307 -2.0% 1.5790
High 1.5691 1.5380 -0.0311 -2.0% 1.5790
Low 1.5533 1.5312 -0.0221 -1.4% 1.5745
Close 1.5554 1.5332 -0.0222 -1.4% 1.5762
Range 0.0158 0.0068 -0.0090 -57.0% 0.0045
ATR 0.0072 0.0084 0.0012 17.0% 0.0000
Volume 22 53 31 140.9% 17
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5545 1.5507 1.5369
R3 1.5477 1.5439 1.5351
R2 1.5409 1.5409 1.5344
R1 1.5371 1.5371 1.5338 1.5356
PP 1.5341 1.5341 1.5341 1.5334
S1 1.5303 1.5303 1.5326 1.5288
S2 1.5273 1.5273 1.5320
S3 1.5205 1.5235 1.5313
S4 1.5137 1.5167 1.5295
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5901 1.5876 1.5787
R3 1.5856 1.5831 1.5774
R2 1.5811 1.5811 1.5770
R1 1.5786 1.5786 1.5766 1.5776
PP 1.5766 1.5766 1.5766 1.5761
S1 1.5741 1.5741 1.5758 1.5731
S2 1.5721 1.5721 1.5754
S3 1.5676 1.5696 1.5750
S4 1.5631 1.5651 1.5737
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5762 1.5312 0.0450 2.9% 0.0064 0.4% 4% False True 22
10 1.5837 1.5312 0.0525 3.4% 0.0032 0.2% 4% False True 12
20 1.6371 1.5312 0.1059 6.9% 0.0016 0.1% 2% False True 8
40 1.6503 1.5312 0.1191 7.8% 0.0012 0.1% 2% False True 5
60 1.6503 1.5312 0.1191 7.8% 0.0008 0.1% 2% False True 3
80 1.6503 1.5312 0.1191 7.8% 0.0006 0.0% 2% False True 3
Crabel Price Patterns
NR True
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5669
2.618 1.5558
1.618 1.5490
1.000 1.5448
0.618 1.5422
HIGH 1.5380
0.618 1.5354
0.500 1.5346
0.382 1.5338
LOW 1.5312
0.618 1.5270
1.000 1.5244
1.618 1.5202
2.618 1.5134
4.250 1.5023
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 1.5346 1.5515
PP 1.5341 1.5454
S1 1.5337 1.5393

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

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