CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 17-Jul-2012
Day Change Summary
Previous Current
16-Jul-2012 17-Jul-2012 Change Change % Previous Week
Open 1.5575 1.5630 0.0055 0.4% 1.5478
High 1.5653 1.5676 0.0023 0.1% 1.5580
Low 1.5515 1.5552 0.0037 0.2% 1.5390
Close 1.5625 1.5644 0.0019 0.1% 1.5564
Range 0.0138 0.0124 -0.0014 -10.1% 0.0190
ATR 0.0117 0.0117 0.0001 0.4% 0.0000
Volume 97,940 89,362 -8,578 -8.8% 430,835
Daily Pivots for day following 17-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.5996 1.5944 1.5712
R3 1.5872 1.5820 1.5678
R2 1.5748 1.5748 1.5667
R1 1.5696 1.5696 1.5655 1.5722
PP 1.5624 1.5624 1.5624 1.5637
S1 1.5572 1.5572 1.5633 1.5598
S2 1.5500 1.5500 1.5621
S3 1.5376 1.5448 1.5610
S4 1.5252 1.5324 1.5576
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 1.5676 1.5390 0.0286 1.8% 0.0129 0.8% 89% True False 95,441
10 1.5711 1.5390 0.0321 2.1% 0.0113 0.7% 79% False False 70,608
20 1.5773 1.5390 0.0383 2.4% 0.0116 0.7% 66% False False 84,300
40 1.5832 1.5266 0.0566 3.6% 0.0117 0.7% 67% False False 52,223
60 1.6276 1.5266 0.1010 6.5% 0.0102 0.7% 37% False False 34,847
80 1.6276 1.5266 0.1010 6.5% 0.0095 0.6% 37% False False 26,153
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 0.0027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6203
2.618 1.6001
1.618 1.5877
1.000 1.5800
0.618 1.5753
HIGH 1.5676
0.618 1.5629
0.500 1.5614
0.382 1.5599
LOW 1.5552
0.618 1.5475
1.000 1.5428
1.618 1.5351
2.618 1.5227
4.250 1.5025
Fisher Pivots for day following 17-Jul-2012
Pivot 1 day 3 day
R1 1.5634 1.5611
PP 1.5624 1.5577
S1 1.5614 1.5544

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

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