CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 1.5858 1.5815 -0.0043 -0.3% 1.5696
High 1.5870 1.5828 -0.0042 -0.3% 1.5912
Low 1.5800 1.5790 -0.0010 -0.1% 1.5676
Close 1.5809 1.5797 -0.0012 -0.1% 1.5809
Range 0.0070 0.0038 -0.0032 -45.7% 0.0236
ATR 0.0096 0.0092 -0.0004 -4.3% 0.0000
Volume 97,385 44,896 -52,489 -53.9% 463,851
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.5919 1.5896 1.5818
R3 1.5881 1.5858 1.5807
R2 1.5843 1.5843 1.5804
R1 1.5820 1.5820 1.5800 1.5813
PP 1.5805 1.5805 1.5805 1.5801
S1 1.5782 1.5782 1.5794 1.5775
S2 1.5767 1.5767 1.5790
S3 1.5729 1.5744 1.5787
S4 1.5691 1.5706 1.5776
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.6507 1.6394 1.5939
R3 1.6271 1.6158 1.5874
R2 1.6035 1.6035 1.5852
R1 1.5922 1.5922 1.5831 1.5979
PP 1.5799 1.5799 1.5799 1.5827
S1 1.5686 1.5686 1.5787 1.5743
S2 1.5563 1.5563 1.5766
S3 1.5327 1.5450 1.5744
S4 1.5091 1.5214 1.5679
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5912 1.5705 0.0207 1.3% 0.0075 0.5% 44% False False 89,716
10 1.5912 1.5635 0.0277 1.8% 0.0071 0.4% 58% False False 84,889
20 1.5912 1.5488 0.0424 2.7% 0.0096 0.6% 73% False False 94,647
40 1.5912 1.5390 0.0522 3.3% 0.0104 0.7% 78% False False 92,368
60 1.5912 1.5319 0.0593 3.8% 0.0111 0.7% 81% False False 82,835
80 1.6180 1.5266 0.0914 5.8% 0.0106 0.7% 58% False False 62,178
100 1.6276 1.5266 0.1010 6.4% 0.0098 0.6% 53% False False 49,759
120 1.6276 1.5266 0.1010 6.4% 0.0093 0.6% 53% False False 41,475
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 82 trading days
Fibonacci Retracements and Extensions
4.250 1.5990
2.618 1.5927
1.618 1.5889
1.000 1.5866
0.618 1.5851
HIGH 1.5828
0.618 1.5813
0.500 1.5809
0.382 1.5805
LOW 1.5790
0.618 1.5767
1.000 1.5752
1.618 1.5729
2.618 1.5691
4.250 1.5629
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 1.5809 1.5851
PP 1.5805 1.5833
S1 1.5801 1.5815

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

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