CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 1.5830 1.5783 -0.0047 -0.3% 1.5815
High 1.5874 1.5890 0.0016 0.1% 1.5890
Low 1.5769 1.5778 0.0009 0.1% 1.5752
Close 1.5786 1.5882 0.0096 0.6% 1.5882
Range 0.0105 0.0112 0.0007 6.7% 0.0138
ATR 0.0090 0.0091 0.0002 1.8% 0.0000
Volume 64,059 106,877 42,818 66.8% 369,537
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.6186 1.6146 1.5944
R3 1.6074 1.6034 1.5913
R2 1.5962 1.5962 1.5903
R1 1.5922 1.5922 1.5892 1.5942
PP 1.5850 1.5850 1.5850 1.5860
S1 1.5810 1.5810 1.5872 1.5830
S2 1.5738 1.5738 1.5861
S3 1.5626 1.5698 1.5851
S4 1.5514 1.5586 1.5820
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.6255 1.6207 1.5958
R3 1.6117 1.6069 1.5920
R2 1.5979 1.5979 1.5907
R1 1.5931 1.5931 1.5895 1.5955
PP 1.5841 1.5841 1.5841 1.5854
S1 1.5793 1.5793 1.5869 1.5817
S2 1.5703 1.5703 1.5857
S3 1.5565 1.5655 1.5844
S4 1.5427 1.5517 1.5806
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5890 1.5752 0.0138 0.9% 0.0078 0.5% 94% True False 73,907
10 1.5912 1.5676 0.0236 1.5% 0.0077 0.5% 87% False False 83,338
20 1.5912 1.5545 0.0367 2.3% 0.0084 0.5% 92% False False 85,846
40 1.5912 1.5390 0.0522 3.3% 0.0102 0.6% 94% False False 95,679
60 1.5912 1.5390 0.0522 3.3% 0.0110 0.7% 94% False False 88,052
80 1.6164 1.5266 0.0898 5.7% 0.0108 0.7% 69% False False 66,234
100 1.6276 1.5266 0.1010 6.4% 0.0100 0.6% 61% False False 53,004
120 1.6276 1.5266 0.1010 6.4% 0.0096 0.6% 61% False False 44,180
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.6366
2.618 1.6183
1.618 1.6071
1.000 1.6002
0.618 1.5959
HIGH 1.5890
0.618 1.5847
0.500 1.5834
0.382 1.5821
LOW 1.5778
0.618 1.5709
1.000 1.5666
1.618 1.5597
2.618 1.5485
4.250 1.5302
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 1.5866 1.5865
PP 1.5850 1.5847
S1 1.5834 1.5830

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

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