CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 1.5467 1.5565 0.0098 0.6% 1.5355
High 1.5584 1.5592 0.0008 0.1% 1.5593
Low 1.5448 1.5496 0.0048 0.3% 1.5319
Close 1.5562 1.5521 -0.0041 -0.3% 1.5452
Range 0.0136 0.0096 -0.0040 -29.4% 0.0274
ATR 0.0109 0.0108 -0.0001 -0.9% 0.0000
Volume 35,334 57,105 21,771 61.6% 22,832
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.5824 1.5769 1.5574
R3 1.5728 1.5673 1.5547
R2 1.5632 1.5632 1.5539
R1 1.5577 1.5577 1.5530 1.5557
PP 1.5536 1.5536 1.5536 1.5526
S1 1.5481 1.5481 1.5512 1.5461
S2 1.5440 1.5440 1.5503
S3 1.5344 1.5385 1.5495
S4 1.5248 1.5289 1.5468
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.6277 1.6138 1.5603
R3 1.6003 1.5864 1.5527
R2 1.5729 1.5729 1.5502
R1 1.5590 1.5590 1.5477 1.5660
PP 1.5455 1.5455 1.5455 1.5489
S1 1.5316 1.5316 1.5427 1.5386
S2 1.5181 1.5181 1.5402
S3 1.4907 1.5042 1.5377
S4 1.4633 1.4768 1.5301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5593 1.5397 0.0196 1.3% 0.0133 0.9% 63% False False 24,680
10 1.5593 1.5266 0.0327 2.1% 0.0129 0.8% 78% False False 13,201
20 1.5980 1.5266 0.0714 4.6% 0.0112 0.7% 36% False False 6,677
40 1.6276 1.5266 0.1010 6.5% 0.0090 0.6% 25% False False 3,380
60 1.6276 1.5266 0.1010 6.5% 0.0083 0.5% 25% False False 2,276
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 0.0031
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6000
2.618 1.5843
1.618 1.5747
1.000 1.5688
0.618 1.5651
HIGH 1.5592
0.618 1.5555
0.500 1.5544
0.382 1.5533
LOW 1.5496
0.618 1.5437
1.000 1.5400
1.618 1.5341
2.618 1.5245
4.250 1.5088
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 1.5544 1.5521
PP 1.5536 1.5520
S1 1.5529 1.5520

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

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