CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 1.5513 1.5638 0.0125 0.8% 1.5732
High 1.5657 1.5665 0.0008 0.1% 1.5739
Low 1.5501 1.5545 0.0044 0.3% 1.5488
Close 1.5643 1.5608 -0.0035 -0.2% 1.5643
Range 0.0156 0.0120 -0.0036 -23.1% 0.0251
ATR 0.0125 0.0124 0.0000 -0.3% 0.0000
Volume 107,389 83,042 -24,347 -22.7% 576,905
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.5966 1.5907 1.5674
R3 1.5846 1.5787 1.5641
R2 1.5726 1.5726 1.5630
R1 1.5667 1.5667 1.5619 1.5637
PP 1.5606 1.5606 1.5606 1.5591
S1 1.5547 1.5547 1.5597 1.5517
S2 1.5486 1.5486 1.5586
S3 1.5366 1.5427 1.5575
S4 1.5246 1.5307 1.5542
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.6376 1.6261 1.5781
R3 1.6125 1.6010 1.5712
R2 1.5874 1.5874 1.5689
R1 1.5759 1.5759 1.5666 1.5691
PP 1.5623 1.5623 1.5623 1.5590
S1 1.5508 1.5508 1.5620 1.5440
S2 1.5372 1.5372 1.5597
S3 1.5121 1.5257 1.5574
S4 1.4870 1.5006 1.5505
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5729 1.5488 0.0241 1.5% 0.0143 0.9% 50% False False 116,741
10 1.5767 1.5456 0.0311 2.0% 0.0130 0.8% 49% False False 119,485
20 1.5767 1.5390 0.0377 2.4% 0.0123 0.8% 58% False False 106,609
40 1.5773 1.5390 0.0383 2.5% 0.0122 0.8% 57% False False 90,950
60 1.6115 1.5266 0.0849 5.4% 0.0116 0.7% 40% False False 61,080
80 1.6276 1.5266 0.1010 6.5% 0.0105 0.7% 34% False False 45,831
100 1.6276 1.5266 0.1010 6.5% 0.0098 0.6% 34% False False 36,677
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6175
2.618 1.5979
1.618 1.5859
1.000 1.5785
0.618 1.5739
HIGH 1.5665
0.618 1.5619
0.500 1.5605
0.382 1.5591
LOW 1.5545
0.618 1.5471
1.000 1.5425
1.618 1.5351
2.618 1.5231
4.250 1.5035
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 1.5607 1.5598
PP 1.5606 1.5587
S1 1.5605 1.5577

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

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