CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 1.5568 1.5558 -0.0010 -0.1% 1.5652
High 1.5568 1.5558 -0.0010 -0.1% 1.5690
Low 1.5568 1.5558 -0.0010 -0.1% 1.5322
Close 1.5568 1.5558 -0.0010 -0.1% 1.5391
Range
ATR 0.0081 0.0076 -0.0005 -6.3% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5558 1.5558 1.5558
R3 1.5558 1.5558 1.5558
R2 1.5558 1.5558 1.5558
R1 1.5558 1.5558 1.5558 1.5558
PP 1.5558 1.5558 1.5558 1.5558
S1 1.5558 1.5558 1.5558 1.5558
S2 1.5558 1.5558 1.5558
S3 1.5558 1.5558 1.5558
S4 1.5558 1.5558 1.5558
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.6572 1.6349 1.5593
R3 1.6204 1.5981 1.5492
R2 1.5836 1.5836 1.5458
R1 1.5613 1.5613 1.5425 1.5541
PP 1.5468 1.5468 1.5468 1.5431
S1 1.5245 1.5245 1.5357 1.5173
S2 1.5100 1.5100 1.5324
S3 1.4732 1.4877 1.5290
S4 1.4364 1.4509 1.5189
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5621 1.5391 0.0230 1.5% 0.0000 0.0% 73% False False 2
10 1.5749 1.5322 0.0427 2.7% 0.0000 0.0% 55% False False 2
20 1.6153 1.5322 0.0831 5.3% 0.0000 0.0% 28% False False 2
40 1.6514 1.5322 0.1192 7.7% 0.0000 0.0% 20% False False 2
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.5558
2.618 1.5558
1.618 1.5558
1.000 1.5558
0.618 1.5558
HIGH 1.5558
0.618 1.5558
0.500 1.5558
0.382 1.5558
LOW 1.5558
0.618 1.5558
1.000 1.5558
1.618 1.5558
2.618 1.5558
4.250 1.5558
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 1.5558 1.5590
PP 1.5558 1.5579
S1 1.5558 1.5569

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

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