CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 05-Apr-2012
Day Change Summary
Previous Current
04-Apr-2012 05-Apr-2012 Change Change % Previous Week
Open 1.5878 1.5881 0.0003 0.0% 1.5855
High 1.5880 1.5881 0.0001 0.0% 1.6011
Low 1.5829 1.5796 -0.0033 -0.2% 1.5788
Close 1.5872 1.5813 -0.0059 -0.4% 1.5978
Range 0.0051 0.0085 0.0034 66.7% 0.0223
ATR 0.0083 0.0083 0.0000 0.2% 0.0000
Volume 77 39 -38 -49.4% 448
Daily Pivots for day following 05-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.6085 1.6034 1.5860
R3 1.6000 1.5949 1.5836
R2 1.5915 1.5915 1.5829
R1 1.5864 1.5864 1.5821 1.5847
PP 1.5830 1.5830 1.5830 1.5822
S1 1.5779 1.5779 1.5805 1.5762
S2 1.5745 1.5745 1.5797
S3 1.5660 1.5694 1.5790
S4 1.5575 1.5609 1.5766
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 1.5796 0.0232 1.5% 0.0078 0.5% 7% False True 82
10 1.6028 1.5788 0.0240 1.5% 0.0088 0.6% 10% False False 87
20 1.6028 1.5611 0.0417 2.6% 0.0067 0.4% 48% False False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6242
2.618 1.6104
1.618 1.6019
1.000 1.5966
0.618 1.5934
HIGH 1.5881
0.618 1.5849
0.500 1.5839
0.382 1.5828
LOW 1.5796
0.618 1.5743
1.000 1.5711
1.618 1.5658
2.618 1.5573
4.250 1.5435
Fisher Pivots for day following 05-Apr-2012
Pivot 1 day 3 day
R1 1.5839 1.5907
PP 1.5830 1.5876
S1 1.5822 1.5844

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

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