CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 25-Jul-2012
Day Change Summary
Previous Current
24-Jul-2012 25-Jul-2012 Change Change % Previous Week
Open 1.5503 1.5504 0.0001 0.0% 1.5575
High 1.5550 1.5550 0.0000 0.0% 1.5736
Low 1.5484 1.5456 -0.0028 -0.2% 1.5515
Close 1.5506 1.5507 0.0001 0.0% 1.5614
Range 0.0066 0.0094 0.0028 42.4% 0.0221
ATR 0.0112 0.0111 -0.0001 -1.1% 0.0000
Volume 98,538 138,271 39,733 40.3% 451,687
Daily Pivots for day following 25-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.5786 1.5741 1.5559
R3 1.5692 1.5647 1.5533
R2 1.5598 1.5598 1.5524
R1 1.5553 1.5553 1.5516 1.5576
PP 1.5504 1.5504 1.5504 1.5516
S1 1.5459 1.5459 1.5498 1.5482
S2 1.5410 1.5410 1.5490
S3 1.5316 1.5365 1.5481
S4 1.5222 1.5271 1.5455
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.6285 1.6170 1.5736
R3 1.6064 1.5949 1.5675
R2 1.5843 1.5843 1.5655
R1 1.5728 1.5728 1.5634 1.5786
PP 1.5622 1.5622 1.5622 1.5650
S1 1.5507 1.5507 1.5594 1.5565
S2 1.5401 1.5401 1.5573
S3 1.5180 1.5286 1.5553
S4 1.4959 1.5065 1.5492
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5736 1.5456 0.0280 1.8% 0.0101 0.7% 18% False True 106,909
10 1.5736 1.5390 0.0346 2.2% 0.0115 0.7% 34% False False 100,470
20 1.5736 1.5390 0.0346 2.2% 0.0113 0.7% 34% False False 87,094
40 1.5773 1.5266 0.0507 3.3% 0.0121 0.8% 48% False False 67,630
60 1.6220 1.5266 0.0954 6.2% 0.0105 0.7% 25% False False 45,119
80 1.6276 1.5266 0.1010 6.5% 0.0096 0.6% 24% False False 33,859
100 1.6276 1.5266 0.1010 6.5% 0.0088 0.6% 24% False False 27,098
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5950
2.618 1.5796
1.618 1.5702
1.000 1.5644
0.618 1.5608
HIGH 1.5550
0.618 1.5514
0.500 1.5503
0.382 1.5492
LOW 1.5456
0.618 1.5398
1.000 1.5362
1.618 1.5304
2.618 1.5210
4.250 1.5057
Fisher Pivots for day following 25-Jul-2012
Pivot 1 day 3 day
R1 1.5506 1.5535
PP 1.5504 1.5526
S1 1.5503 1.5516

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

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