CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 16-Jul-2012
Day Change Summary
Previous Current
13-Jul-2012 16-Jul-2012 Change Change % Previous Week
Open 1.5428 1.5575 0.0147 1.0% 1.5478
High 1.5580 1.5653 0.0073 0.5% 1.5580
Low 1.5411 1.5515 0.0104 0.7% 1.5390
Close 1.5564 1.5625 0.0061 0.4% 1.5564
Range 0.0169 0.0138 -0.0031 -18.3% 0.0190
ATR 0.0115 0.0117 0.0002 1.4% 0.0000
Volume 106,176 97,940 -8,236 -7.8% 430,835
Daily Pivots for day following 16-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.6012 1.5956 1.5701
R3 1.5874 1.5818 1.5663
R2 1.5736 1.5736 1.5650
R1 1.5680 1.5680 1.5638 1.5708
PP 1.5598 1.5598 1.5598 1.5612
S1 1.5542 1.5542 1.5612 1.5570
S2 1.5460 1.5460 1.5600
S3 1.5322 1.5404 1.5587
S4 1.5184 1.5266 1.5549
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.6081 1.6013 1.5669
R3 1.5891 1.5823 1.5616
R2 1.5701 1.5701 1.5599
R1 1.5633 1.5633 1.5581 1.5667
PP 1.5511 1.5511 1.5511 1.5529
S1 1.5443 1.5443 1.5547 1.5477
S2 1.5321 1.5321 1.5529
S3 1.5131 1.5253 1.5512
S4 1.4941 1.5063 1.5460
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5653 1.5390 0.0263 1.7% 0.0119 0.8% 89% True False 93,534
10 1.5720 1.5390 0.0330 2.1% 0.0109 0.7% 71% False False 72,097
20 1.5773 1.5390 0.0383 2.5% 0.0115 0.7% 61% False False 84,348
40 1.5832 1.5266 0.0566 3.6% 0.0116 0.7% 63% False False 49,995
60 1.6276 1.5266 0.1010 6.5% 0.0102 0.6% 36% False False 33,358
80 1.6276 1.5266 0.1010 6.5% 0.0095 0.6% 36% False False 25,037
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6240
2.618 1.6014
1.618 1.5876
1.000 1.5791
0.618 1.5738
HIGH 1.5653
0.618 1.5600
0.500 1.5584
0.382 1.5568
LOW 1.5515
0.618 1.5430
1.000 1.5377
1.618 1.5292
2.618 1.5154
4.250 1.4929
Fisher Pivots for day following 16-Jul-2012
Pivot 1 day 3 day
R1 1.5611 1.5591
PP 1.5598 1.5556
S1 1.5584 1.5522

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

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