CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 06-Apr-2012
Day Change Summary
Previous Current
05-Apr-2012 06-Apr-2012 Change Change % Previous Week
Open 1.5881 1.5850 -0.0031 -0.2% 1.6002
High 1.5881 1.5860 -0.0021 -0.1% 1.6028
Low 1.5796 1.5850 0.0054 0.3% 1.5796
Close 1.5813 1.5858 0.0045 0.3% 1.5858
Range 0.0085 0.0010 -0.0075 -88.2% 0.0232
ATR 0.0083 0.0081 -0.0003 -3.1% 0.0000
Volume 39 51 12 30.8% 396
Daily Pivots for day following 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.5886 1.5882 1.5864
R3 1.5876 1.5872 1.5861
R2 1.5866 1.5866 1.5860
R1 1.5862 1.5862 1.5859 1.5864
PP 1.5856 1.5856 1.5856 1.5857
S1 1.5852 1.5852 1.5857 1.5854
S2 1.5846 1.5846 1.5856
S3 1.5836 1.5842 1.5855
S4 1.5826 1.5832 1.5853
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.6590 1.6456 1.5986
R3 1.6358 1.6224 1.5922
R2 1.6126 1.6126 1.5901
R1 1.5992 1.5992 1.5879 1.5943
PP 1.5894 1.5894 1.5894 1.5870
S1 1.5760 1.5760 1.5837 1.5711
S2 1.5662 1.5662 1.5815
S3 1.5430 1.5528 1.5794
S4 1.5198 1.5296 1.5730
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% 0.0068 0.4% 27% False False 79
10 1.6028 1.5788 0.0240 1.5% 0.0080 0.5% 29% False False 84
20 1.6028 1.5611 0.0417 2.6% 0.0068 0.4% 59% False False 58
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.5903
2.618 1.5886
1.618 1.5876
1.000 1.5870
0.618 1.5866
HIGH 1.5860
0.618 1.5856
0.500 1.5855
0.382 1.5854
LOW 1.5850
0.618 1.5844
1.000 1.5840
1.618 1.5834
2.618 1.5824
4.250 1.5808
Fisher Pivots for day following 06-Apr-2012
Pivot 1 day 3 day
R1 1.5857 1.5852
PP 1.5856 1.5845
S1 1.5855 1.5839

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

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