CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 02-Apr-2012
Day Change Summary
Previous Current
30-Mar-2012 02-Apr-2012 Change Change % Previous Week
Open 1.5960 1.6002 0.0042 0.3% 1.5855
High 1.6011 1.6028 0.0017 0.1% 1.6011
Low 1.5949 1.5975 0.0026 0.2% 1.5788
Close 1.5978 1.6024 0.0046 0.3% 1.5978
Range 0.0062 0.0053 -0.0009 -14.5% 0.0223
ATR 0.0083 0.0081 -0.0002 -2.6% 0.0000
Volume 69 170 101 146.4% 448
Daily Pivots for day following 02-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.6168 1.6149 1.6053
R3 1.6115 1.6096 1.6039
R2 1.6062 1.6062 1.6034
R1 1.6043 1.6043 1.6029 1.6053
PP 1.6009 1.6009 1.6009 1.6014
S1 1.5990 1.5990 1.6019 1.6000
S2 1.5956 1.5956 1.6014
S3 1.5903 1.5937 1.6009
S4 1.5850 1.5884 1.5995
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.6595 1.6509 1.6101
R3 1.6372 1.6286 1.6039
R2 1.6149 1.6149 1.6019
R1 1.6063 1.6063 1.5998 1.6106
PP 1.5926 1.5926 1.5926 1.5947
S1 1.5840 1.5840 1.5958 1.5883
S2 1.5703 1.5703 1.5937
S3 1.5480 1.5617 1.5917
S4 1.5257 1.5394 1.5855
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6028 1.5825 0.0203 1.3% 0.0072 0.4% 98% True False 118
10 1.6028 1.5760 0.0268 1.7% 0.0074 0.5% 99% True False 77
20 1.6028 1.5611 0.0417 2.6% 0.0053 0.3% 99% True False 51
Crabel Price Patterns
NR True
NR4 True
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 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6253
2.618 1.6167
1.618 1.6114
1.000 1.6081
0.618 1.6061
HIGH 1.6028
0.618 1.6008
0.500 1.6002
0.382 1.5995
LOW 1.5975
0.618 1.5942
1.000 1.5922
1.618 1.5889
2.618 1.5836
4.250 1.5750
Fisher Pivots for day following 02-Apr-2012
Pivot 1 day 3 day
R1 1.6017 1.5995
PP 1.6009 1.5966
S1 1.6002 1.5937

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

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