CME British Pound Future March 2012


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 1.5566 1.5477 -0.0089 -0.6% 1.5598
High 1.5614 1.5517 -0.0097 -0.6% 1.5753
Low 1.5435 1.5394 -0.0041 -0.3% 1.5547
Close 1.5478 1.5453 -0.0025 -0.2% 1.5647
Range 0.0179 0.0123 -0.0056 -31.3% 0.0206
ATR 0.0135 0.0134 -0.0001 -0.6% 0.0000
Volume 40,412 71,452 31,040 76.8% 18,258
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.5824 1.5761 1.5521
R3 1.5701 1.5638 1.5487
R2 1.5578 1.5578 1.5476
R1 1.5515 1.5515 1.5464 1.5485
PP 1.5455 1.5455 1.5455 1.5440
S1 1.5392 1.5392 1.5442 1.5362
S2 1.5332 1.5332 1.5430
S3 1.5209 1.5269 1.5419
S4 1.5086 1.5146 1.5385
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.6267 1.6163 1.5760
R3 1.6061 1.5957 1.5704
R2 1.5855 1.5855 1.5685
R1 1.5751 1.5751 1.5666 1.5803
PP 1.5649 1.5649 1.5649 1.5675
S1 1.5545 1.5545 1.5628 1.5597
S2 1.5443 1.5443 1.5609
S3 1.5237 1.5339 1.5590
S4 1.5031 1.5133 1.5534
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5753 1.5394 0.0359 2.3% 0.0146 0.9% 16% False True 29,423
10 1.5753 1.5394 0.0359 2.3% 0.0134 0.9% 16% False True 16,377
20 1.5860 1.5394 0.0466 3.0% 0.0130 0.8% 13% False True 8,509
40 1.6120 1.5394 0.0726 4.7% 0.0119 0.8% 8% False True 4,277
60 1.6120 1.5267 0.0853 5.5% 0.0112 0.7% 22% False False 2,863
80 1.6467 1.5267 0.1200 7.8% 0.0085 0.5% 16% False False 2,148
100 1.6503 1.5267 0.1236 8.0% 0.0069 0.4% 15% False False 1,719
120 1.6503 1.5267 0.1236 8.0% 0.0058 0.4% 15% False False 1,432
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 0.0034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6040
2.618 1.5839
1.618 1.5716
1.000 1.5640
0.618 1.5593
HIGH 1.5517
0.618 1.5470
0.500 1.5456
0.382 1.5441
LOW 1.5394
0.618 1.5318
1.000 1.5271
1.618 1.5195
2.618 1.5072
4.250 1.4871
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 1.5456 1.5521
PP 1.5455 1.5498
S1 1.5454 1.5476

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

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