CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 27-Mar-2012
Day Change Summary
Previous Current
26-Mar-2012 27-Mar-2012 Change Change % Previous Week
Open 1.5855 1.5927 0.0072 0.5% 1.5815
High 1.5941 1.5977 0.0036 0.2% 1.5889
Low 1.5788 1.5927 0.0139 0.9% 1.5760
Close 1.5933 1.5942 0.0009 0.1% 1.5849
Range 0.0153 0.0050 -0.0103 -67.3% 0.0129
ATR 0.0081 0.0079 -0.0002 -2.7% 0.0000
Volume 27 114 87 322.2% 260
Daily Pivots for day following 27-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.6099 1.6070 1.5970
R3 1.6049 1.6020 1.5956
R2 1.5999 1.5999 1.5951
R1 1.5970 1.5970 1.5947 1.5985
PP 1.5949 1.5949 1.5949 1.5956
S1 1.5920 1.5920 1.5937 1.5935
S2 1.5899 1.5899 1.5933
S3 1.5849 1.5870 1.5928
S4 1.5799 1.5820 1.5915
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.6220 1.6163 1.5920
R3 1.6091 1.6034 1.5884
R2 1.5962 1.5962 1.5873
R1 1.5905 1.5905 1.5861 1.5934
PP 1.5833 1.5833 1.5833 1.5847
S1 1.5776 1.5776 1.5837 1.5805
S2 1.5704 1.5704 1.5825
S3 1.5575 1.5647 1.5814
S4 1.5446 1.5518 1.5778
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5977 1.5760 0.0217 1.4% 0.0072 0.5% 84% True False 54
10 1.5977 1.5622 0.0355 2.2% 0.0074 0.5% 90% True False 42
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6190
2.618 1.6108
1.618 1.6058
1.000 1.6027
0.618 1.6008
HIGH 1.5977
0.618 1.5958
0.500 1.5952
0.382 1.5946
LOW 1.5927
0.618 1.5896
1.000 1.5877
1.618 1.5846
2.618 1.5796
4.250 1.5715
Fisher Pivots for day following 27-Mar-2012
Pivot 1 day 3 day
R1 1.5952 1.5922
PP 1.5949 1.5902
S1 1.5945 1.5883

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

View Archives - Comment on this page... - Back to Index of Symbols