CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 18-Jun-2012
Day Change Summary
Previous Current
15-Jun-2012 18-Jun-2012 Change Change % Previous Week
Open 1.5549 1.5721 0.0172 1.1% 1.5525
High 1.5747 1.5733 -0.0014 -0.1% 1.5747
Low 1.5470 1.5631 0.0161 1.0% 1.5448
Close 1.5676 1.5663 -0.0013 -0.1% 1.5676
Range 0.0277 0.0102 -0.0175 -63.2% 0.0299
ATR 0.0119 0.0118 -0.0001 -1.0% 0.0000
Volume 118,746 90,312 -28,434 -23.9% 286,541
Daily Pivots for day following 18-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.5982 1.5924 1.5719
R3 1.5880 1.5822 1.5691
R2 1.5778 1.5778 1.5682
R1 1.5720 1.5720 1.5672 1.5698
PP 1.5676 1.5676 1.5676 1.5665
S1 1.5618 1.5618 1.5654 1.5596
S2 1.5574 1.5574 1.5644
S3 1.5472 1.5516 1.5635
S4 1.5370 1.5414 1.5607
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.6521 1.6397 1.5840
R3 1.6222 1.6098 1.5758
R2 1.5923 1.5923 1.5731
R1 1.5799 1.5799 1.5703 1.5861
PP 1.5624 1.5624 1.5624 1.5655
S1 1.5500 1.5500 1.5649 1.5562
S2 1.5325 1.5325 1.5621
S3 1.5026 1.5201 1.5594
S4 1.4727 1.4902 1.5512
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5747 1.5448 0.0299 1.9% 0.0141 0.9% 72% False False 72,455
10 1.5747 1.5319 0.0428 2.7% 0.0137 0.9% 80% False False 39,898
20 1.5832 1.5266 0.0566 3.6% 0.0118 0.8% 70% False False 20,146
40 1.6276 1.5266 0.1010 6.4% 0.0095 0.6% 39% False False 10,120
60 1.6276 1.5266 0.1010 6.4% 0.0089 0.6% 39% False False 6,771
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6167
2.618 1.6000
1.618 1.5898
1.000 1.5835
0.618 1.5796
HIGH 1.5733
0.618 1.5694
0.500 1.5682
0.382 1.5670
LOW 1.5631
0.618 1.5568
1.000 1.5529
1.618 1.5466
2.618 1.5364
4.250 1.5198
Fisher Pivots for day following 18-Jun-2012
Pivot 1 day 3 day
R1 1.5682 1.5644
PP 1.5676 1.5625
S1 1.5669 1.5607

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

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