CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 20-Apr-2012
Day Change Summary
Previous Current
19-Apr-2012 20-Apr-2012 Change Change % Previous Week
Open 1.6040 1.6029 -0.0011 -0.1% 1.5821
High 1.6060 1.6115 0.0055 0.3% 1.6115
Low 1.5995 1.6020 0.0025 0.2% 1.5821
Close 1.6041 1.6093 0.0052 0.3% 1.6093
Range 0.0065 0.0095 0.0030 46.2% 0.0294
ATR 0.0079 0.0080 0.0001 1.4% 0.0000
Volume 133 72 -61 -45.9% 381
Daily Pivots for day following 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.6361 1.6322 1.6145
R3 1.6266 1.6227 1.6119
R2 1.6171 1.6171 1.6110
R1 1.6132 1.6132 1.6102 1.6152
PP 1.6076 1.6076 1.6076 1.6086
S1 1.6037 1.6037 1.6084 1.6057
S2 1.5981 1.5981 1.6076
S3 1.5886 1.5942 1.6067
S4 1.5791 1.5847 1.6041
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.6892 1.6786 1.6255
R3 1.6598 1.6492 1.6174
R2 1.6304 1.6304 1.6147
R1 1.6198 1.6198 1.6120 1.6251
PP 1.6010 1.6010 1.6010 1.6036
S1 1.5904 1.5904 1.6066 1.5957
S2 1.5716 1.5716 1.6039
S3 1.5422 1.5610 1.6012
S4 1.5128 1.5316 1.5931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6115 1.5821 0.0294 1.8% 0.0081 0.5% 93% True False 76
10 1.6115 1.5821 0.0294 1.8% 0.0072 0.4% 93% True False 62
20 1.6115 1.5788 0.0327 2.0% 0.0076 0.5% 93% True False 73
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6519
2.618 1.6364
1.618 1.6269
1.000 1.6210
0.618 1.6174
HIGH 1.6115
0.618 1.6079
0.500 1.6068
0.382 1.6056
LOW 1.6020
0.618 1.5961
1.000 1.5925
1.618 1.5866
2.618 1.5771
4.250 1.5616
Fisher Pivots for day following 20-Apr-2012
Pivot 1 day 3 day
R1 1.6085 1.6069
PP 1.6076 1.6045
S1 1.6068 1.6021

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

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