CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 29-Mar-2012
Day Change Summary
Previous Current
28-Mar-2012 29-Mar-2012 Change Change % Previous Week
Open 1.5923 1.5880 -0.0043 -0.3% 1.5815
High 1.5933 1.5930 -0.0003 0.0% 1.5889
Low 1.5825 1.5845 0.0020 0.1% 1.5760
Close 1.5877 1.5915 0.0038 0.2% 1.5849
Range 0.0108 0.0085 -0.0023 -21.3% 0.0129
ATR 0.0082 0.0082 0.0000 0.3% 0.0000
Volume 110 128 18 16.4% 260
Daily Pivots for day following 29-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.6152 1.6118 1.5962
R3 1.6067 1.6033 1.5938
R2 1.5982 1.5982 1.5931
R1 1.5948 1.5948 1.5923 1.5965
PP 1.5897 1.5897 1.5897 1.5905
S1 1.5863 1.5863 1.5907 1.5880
S2 1.5812 1.5812 1.5899
S3 1.5727 1.5778 1.5892
S4 1.5642 1.5693 1.5868
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 1.5788 0.0189 1.2% 0.0097 0.6% 67% False False 91
10 1.5977 1.5684 0.0293 1.8% 0.0084 0.5% 79% False False 66
20 1.5977 1.5611 0.0366 2.3% 0.0048 0.3% 83% False False 41
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6291
2.618 1.6153
1.618 1.6068
1.000 1.6015
0.618 1.5983
HIGH 1.5930
0.618 1.5898
0.500 1.5888
0.382 1.5877
LOW 1.5845
0.618 1.5792
1.000 1.5760
1.618 1.5707
2.618 1.5622
4.250 1.5484
Fisher Pivots for day following 29-Mar-2012
Pivot 1 day 3 day
R1 1.5906 1.5910
PP 1.5897 1.5906
S1 1.5888 1.5901

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

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