CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 09-Jul-2012
Day Change Summary
Previous Current
06-Jul-2012 09-Jul-2012 Change Change % Previous Week
Open 1.5518 1.5478 -0.0040 -0.3% 1.5692
High 1.5549 1.5536 -0.0013 -0.1% 1.5720
Low 1.5458 1.5468 0.0010 0.1% 1.5458
Close 1.5472 1.5516 0.0044 0.3% 1.5472
Range 0.0091 0.0068 -0.0023 -25.3% 0.0262
ATR 0.0118 0.0114 -0.0004 -3.0% 0.0000
Volume 87,273 61,105 -26,168 -30.0% 192,198
Daily Pivots for day following 09-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.5711 1.5681 1.5553
R3 1.5643 1.5613 1.5535
R2 1.5575 1.5575 1.5528
R1 1.5545 1.5545 1.5522 1.5560
PP 1.5507 1.5507 1.5507 1.5514
S1 1.5477 1.5477 1.5510 1.5492
S2 1.5439 1.5439 1.5504
S3 1.5371 1.5409 1.5497
S4 1.5303 1.5341 1.5479
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.6336 1.6166 1.5616
R3 1.6074 1.5904 1.5544
R2 1.5812 1.5812 1.5520
R1 1.5642 1.5642 1.5496 1.5596
PP 1.5550 1.5550 1.5550 1.5527
S1 1.5380 1.5380 1.5448 1.5334
S2 1.5288 1.5288 1.5424
S3 1.5026 1.5118 1.5400
S4 1.4764 1.4856 1.5328
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5720 1.5458 0.0262 1.7% 0.0098 0.6% 22% False False 50,660
10 1.5720 1.5458 0.0262 1.7% 0.0109 0.7% 22% False False 73,260
20 1.5773 1.5448 0.0325 2.1% 0.0121 0.8% 21% False False 75,291
40 1.6115 1.5266 0.0849 5.5% 0.0113 0.7% 29% False False 38,316
60 1.6276 1.5266 0.1010 6.5% 0.0099 0.6% 25% False False 25,571
80 1.6276 1.5266 0.1010 6.5% 0.0092 0.6% 25% False False 19,194
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5825
2.618 1.5714
1.618 1.5646
1.000 1.5604
0.618 1.5578
HIGH 1.5536
0.618 1.5510
0.500 1.5502
0.382 1.5494
LOW 1.5468
0.618 1.5426
1.000 1.5400
1.618 1.5358
2.618 1.5290
4.250 1.5179
Fisher Pivots for day following 09-Jul-2012
Pivot 1 day 3 day
R1 1.5511 1.5576
PP 1.5507 1.5556
S1 1.5502 1.5536

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

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