CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 24-Apr-2012
Day Change Summary
Previous Current
23-Apr-2012 24-Apr-2012 Change Change % Previous Week
Open 1.6093 1.6112 0.0019 0.1% 1.5821
High 1.6124 1.6140 0.0016 0.1% 1.6115
Low 1.6067 1.6112 0.0045 0.3% 1.5821
Close 1.6109 1.6121 0.0012 0.1% 1.6093
Range 0.0057 0.0028 -0.0029 -50.9% 0.0294
ATR 0.0079 0.0075 -0.0003 -4.3% 0.0000
Volume 194 161 -33 -17.0% 381
Daily Pivots for day following 24-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.6208 1.6193 1.6136
R3 1.6180 1.6165 1.6129
R2 1.6152 1.6152 1.6126
R1 1.6137 1.6137 1.6124 1.6145
PP 1.6124 1.6124 1.6124 1.6128
S1 1.6109 1.6109 1.6118 1.6117
S2 1.6096 1.6096 1.6116
S3 1.6068 1.6081 1.6113
S4 1.6040 1.6053 1.6106
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 1.6140 1.5926 0.0214 1.3% 0.0066 0.4% 91% True False 122
10 1.6140 1.5821 0.0319 2.0% 0.0070 0.4% 94% True False 91
20 1.6140 1.5796 0.0344 2.1% 0.0070 0.4% 94% True False 84
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.6259
2.618 1.6213
1.618 1.6185
1.000 1.6168
0.618 1.6157
HIGH 1.6140
0.618 1.6129
0.500 1.6126
0.382 1.6123
LOW 1.6112
0.618 1.6095
1.000 1.6084
1.618 1.6067
2.618 1.6039
4.250 1.5993
Fisher Pivots for day following 24-Apr-2012
Pivot 1 day 3 day
R1 1.6126 1.6107
PP 1.6124 1.6094
S1 1.6123 1.6080

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

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