CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 1.5631 1.5566 -0.0065 -0.4% 1.5721
High 1.5637 1.5621 -0.0016 -0.1% 1.5773
Low 1.5541 1.5481 -0.0060 -0.4% 1.5553
Close 1.5554 1.5493 -0.0061 -0.4% 1.5582
Range 0.0096 0.0140 0.0044 45.8% 0.0220
ATR 0.0112 0.0114 0.0002 1.8% 0.0000
Volume 82,314 100,762 18,448 22.4% 486,697
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.5952 1.5862 1.5570
R3 1.5812 1.5722 1.5532
R2 1.5672 1.5672 1.5519
R1 1.5582 1.5582 1.5506 1.5557
PP 1.5532 1.5532 1.5532 1.5519
S1 1.5442 1.5442 1.5480 1.5417
S2 1.5392 1.5392 1.5467
S3 1.5252 1.5302 1.5455
S4 1.5112 1.5162 1.5416
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.6296 1.6159 1.5703
R3 1.6076 1.5939 1.5643
R2 1.5856 1.5856 1.5622
R1 1.5719 1.5719 1.5602 1.5678
PP 1.5636 1.5636 1.5636 1.5615
S1 1.5499 1.5499 1.5562 1.5458
S2 1.5416 1.5416 1.5542
S3 1.5196 1.5279 1.5522
S4 1.4976 1.5059 1.5461
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5647 1.5481 0.0166 1.1% 0.0091 0.6% 7% False True 85,867
10 1.5773 1.5470 0.0303 2.0% 0.0126 0.8% 8% False False 95,336
20 1.5773 1.5266 0.0507 3.3% 0.0124 0.8% 45% False False 57,291
40 1.6200 1.5266 0.0934 6.0% 0.0104 0.7% 24% False False 28,705
60 1.6276 1.5266 0.1010 6.5% 0.0092 0.6% 22% False False 19,163
80 1.6276 1.5266 0.1010 6.5% 0.0085 0.5% 22% False False 14,386
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 0.0033
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6216
2.618 1.5988
1.618 1.5848
1.000 1.5761
0.618 1.5708
HIGH 1.5621
0.618 1.5568
0.500 1.5551
0.382 1.5534
LOW 1.5481
0.618 1.5394
1.000 1.5341
1.618 1.5254
2.618 1.5114
4.250 1.4886
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 1.5551 1.5564
PP 1.5532 1.5540
S1 1.5512 1.5517

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

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