CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 09-Apr-2012
Day Change Summary
Previous Current
06-Apr-2012 09-Apr-2012 Change Change % Previous Week
Open 1.5850 1.5853 0.0003 0.0% 1.6002
High 1.5860 1.5892 0.0032 0.2% 1.6028
Low 1.5850 1.5847 -0.0003 0.0% 1.5796
Close 1.5858 1.5892 0.0034 0.2% 1.5858
Range 0.0010 0.0045 0.0035 350.0% 0.0232
ATR 0.0081 0.0078 -0.0003 -3.2% 0.0000
Volume 51 36 -15 -29.4% 396
Daily Pivots for day following 09-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.6012 1.5997 1.5917
R3 1.5967 1.5952 1.5904
R2 1.5922 1.5922 1.5900
R1 1.5907 1.5907 1.5896 1.5915
PP 1.5877 1.5877 1.5877 1.5881
S1 1.5862 1.5862 1.5888 1.5870
S2 1.5832 1.5832 1.5884
S3 1.5787 1.5817 1.5880
S4 1.5742 1.5772 1.5867
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 1.6018 1.5796 0.0222 1.4% 0.0066 0.4% 43% False False 52
10 1.6028 1.5796 0.0232 1.5% 0.0069 0.4% 41% False False 85
20 1.6028 1.5622 0.0406 2.6% 0.0070 0.4% 67% False False 59
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6083
2.618 1.6010
1.618 1.5965
1.000 1.5937
0.618 1.5920
HIGH 1.5892
0.618 1.5875
0.500 1.5870
0.382 1.5864
LOW 1.5847
0.618 1.5819
1.000 1.5802
1.618 1.5774
2.618 1.5729
4.250 1.5656
Fisher Pivots for day following 09-Apr-2012
Pivot 1 day 3 day
R1 1.5885 1.5876
PP 1.5877 1.5860
S1 1.5870 1.5844

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

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