CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 19-Apr-2012
Day Change Summary
Previous Current
18-Apr-2012 19-Apr-2012 Change Change % Previous Week
Open 1.5929 1.6040 0.0111 0.7% 1.5853
High 1.6013 1.6060 0.0047 0.3% 1.5959
Low 1.5926 1.5995 0.0069 0.4% 1.5826
Close 1.6013 1.6041 0.0028 0.2% 1.5836
Range 0.0087 0.0065 -0.0022 -25.3% 0.0133
ATR 0.0080 0.0079 -0.0001 -1.4% 0.0000
Volume 51 133 82 160.8% 246
Daily Pivots for day following 19-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.6227 1.6199 1.6077
R3 1.6162 1.6134 1.6059
R2 1.6097 1.6097 1.6053
R1 1.6069 1.6069 1.6047 1.6083
PP 1.6032 1.6032 1.6032 1.6039
S1 1.6004 1.6004 1.6035 1.6018
S2 1.5967 1.5967 1.6029
S3 1.5902 1.5939 1.6023
S4 1.5837 1.5874 1.6005
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.6273 1.6187 1.5909
R3 1.6140 1.6054 1.5873
R2 1.6007 1.6007 1.5860
R1 1.5921 1.5921 1.5848 1.5898
PP 1.5874 1.5874 1.5874 1.5862
S1 1.5788 1.5788 1.5824 1.5765
S2 1.5741 1.5741 1.5812
S3 1.5608 1.5655 1.5799
S4 1.5475 1.5522 1.5763
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6060 1.5821 0.0239 1.5% 0.0085 0.5% 92% True False 90
10 1.6060 1.5821 0.0239 1.5% 0.0063 0.4% 92% True False 60
20 1.6060 1.5788 0.0272 1.7% 0.0075 0.5% 93% True False 73
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6336
2.618 1.6230
1.618 1.6165
1.000 1.6125
0.618 1.6100
HIGH 1.6060
0.618 1.6035
0.500 1.6028
0.382 1.6020
LOW 1.5995
0.618 1.5955
1.000 1.5930
1.618 1.5890
2.618 1.5825
4.250 1.5719
Fisher Pivots for day following 19-Apr-2012
Pivot 1 day 3 day
R1 1.6037 1.6015
PP 1.6032 1.5989
S1 1.6028 1.5964

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

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