CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 29-Aug-2012
Day Change Summary
Previous Current
28-Aug-2012 29-Aug-2012 Change Change % Previous Week
Open 1.5788 1.5823 0.0035 0.2% 1.5696
High 1.5836 1.5854 0.0018 0.1% 1.5912
Low 1.5752 1.5802 0.0050 0.3% 1.5676
Close 1.5820 1.5835 0.0015 0.1% 1.5809
Range 0.0084 0.0052 -0.0032 -38.1% 0.0236
ATR 0.0091 0.0088 -0.0003 -3.1% 0.0000
Volume 84,659 69,046 -15,613 -18.4% 463,851
Daily Pivots for day following 29-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.5986 1.5963 1.5864
R3 1.5934 1.5911 1.5849
R2 1.5882 1.5882 1.5845
R1 1.5859 1.5859 1.5840 1.5871
PP 1.5830 1.5830 1.5830 1.5836
S1 1.5807 1.5807 1.5830 1.5819
S2 1.5778 1.5778 1.5825
S3 1.5726 1.5755 1.5821
S4 1.5674 1.5703 1.5806
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 1.5752 0.0160 1.0% 0.0060 0.4% 52% False False 78,310
10 1.5912 1.5635 0.0277 1.7% 0.0073 0.5% 72% False False 85,268
20 1.5912 1.5488 0.0424 2.7% 0.0089 0.6% 82% False False 91,394
40 1.5912 1.5390 0.0522 3.3% 0.0104 0.7% 85% False False 93,597
60 1.5912 1.5363 0.0549 3.5% 0.0111 0.7% 86% False False 85,334
80 1.6164 1.5266 0.0898 5.7% 0.0107 0.7% 63% False False 64,099
100 1.6276 1.5266 0.1010 6.4% 0.0099 0.6% 56% False False 51,295
120 1.6276 1.5266 0.1010 6.4% 0.0094 0.6% 56% False False 42,755
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6075
2.618 1.5990
1.618 1.5938
1.000 1.5906
0.618 1.5886
HIGH 1.5854
0.618 1.5834
0.500 1.5828
0.382 1.5822
LOW 1.5802
0.618 1.5770
1.000 1.5750
1.618 1.5718
2.618 1.5666
4.250 1.5581
Fisher Pivots for day following 29-Aug-2012
Pivot 1 day 3 day
R1 1.5833 1.5824
PP 1.5830 1.5814
S1 1.5828 1.5803

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

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