CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 26-Jul-2012
Day Change Summary
Previous Current
25-Jul-2012 26-Jul-2012 Change Change % Previous Week
Open 1.5506 1.5690 0.0184 1.2% 1.5619
High 1.5506 1.5690 0.0184 1.2% 1.5715
Low 1.5506 1.5690 0.0184 1.2% 1.5611
Close 1.5506 1.5690 0.0184 1.2% 1.5611
Range
ATR 0.0056 0.0065 0.0009 16.2% 0.0000
Volume 20 10 -10 -50.0% 115
Daily Pivots for day following 26-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.5690 1.5690 1.5690
R3 1.5690 1.5690 1.5690
R2 1.5690 1.5690 1.5690
R1 1.5690 1.5690 1.5690 1.5690
PP 1.5690 1.5690 1.5690 1.5690
S1 1.5690 1.5690 1.5690 1.5690
S2 1.5690 1.5690 1.5690
S3 1.5690 1.5690 1.5690
S4 1.5690 1.5690 1.5690
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.5958 1.5888 1.5668
R3 1.5854 1.5784 1.5640
R2 1.5750 1.5750 1.5630
R1 1.5680 1.5680 1.5621 1.5663
PP 1.5646 1.5646 1.5646 1.5637
S1 1.5576 1.5576 1.5601 1.5559
S2 1.5542 1.5542 1.5592
S3 1.5438 1.5472 1.5582
S4 1.5334 1.5368 1.5554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5690 1.5505 0.0185 1.2% 0.0003 0.0% 100% True False 14
10 1.5715 1.5505 0.0210 1.3% 0.0001 0.0% 88% False False 18
20 1.5715 1.5422 0.0293 1.9% 0.0009 0.1% 91% False False 45
40 1.5726 1.5360 0.0366 2.3% 0.0012 0.1% 90% False False 24
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 1.5690
2.618 1.5690
1.618 1.5690
1.000 1.5690
0.618 1.5690
HIGH 1.5690
0.618 1.5690
0.500 1.5690
0.382 1.5690
LOW 1.5690
0.618 1.5690
1.000 1.5690
1.618 1.5690
2.618 1.5690
4.250 1.5690
Fisher Pivots for day following 26-Jul-2012
Pivot 1 day 3 day
R1 1.5690 1.5659
PP 1.5690 1.5628
S1 1.5690 1.5598

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

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