CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 1.5902 1.5935 0.0033 0.2% 1.5878
High 1.5942 1.6035 0.0093 0.6% 1.6035
Low 1.5881 1.5922 0.0041 0.3% 1.5825
Close 1.5936 1.6005 0.0069 0.4% 1.6005
Range 0.0061 0.0113 0.0052 85.2% 0.0210
ATR 0.0088 0.0090 0.0002 2.0% 0.0000
Volume 105,697 130,389 24,692 23.4% 451,724
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6326 1.6279 1.6067
R3 1.6213 1.6166 1.6036
R2 1.6100 1.6100 1.6026
R1 1.6053 1.6053 1.6015 1.6077
PP 1.5987 1.5987 1.5987 1.5999
S1 1.5940 1.5940 1.5995 1.5964
S2 1.5874 1.5874 1.5984
S3 1.5761 1.5827 1.5974
S4 1.5648 1.5714 1.5943
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6585 1.6505 1.6121
R3 1.6375 1.6295 1.6063
R2 1.6165 1.6165 1.6044
R1 1.6085 1.6085 1.6024 1.6125
PP 1.5955 1.5955 1.5955 1.5975
S1 1.5875 1.5875 1.5986 1.5915
S2 1.5745 1.5745 1.5967
S3 1.5535 1.5665 1.5947
S4 1.5325 1.5455 1.5890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6035 1.5778 0.0257 1.6% 0.0091 0.6% 88% True False 111,720
10 1.6035 1.5752 0.0283 1.8% 0.0081 0.5% 89% True False 91,864
20 1.6035 1.5575 0.0460 2.9% 0.0080 0.5% 93% True False 91,102
40 1.6035 1.5411 0.0624 3.9% 0.0102 0.6% 95% True False 98,856
60 1.6035 1.5390 0.0645 4.0% 0.0107 0.7% 95% True False 93,610
80 1.6035 1.5266 0.0769 4.8% 0.0108 0.7% 96% True False 71,877
100 1.6276 1.5266 0.1010 6.3% 0.0100 0.6% 73% False False 57,518
120 1.6276 1.5266 0.1010 6.3% 0.0095 0.6% 73% False False 47,943
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 False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.6515
2.618 1.6331
1.618 1.6218
1.000 1.6148
0.618 1.6105
HIGH 1.6035
0.618 1.5992
0.500 1.5979
0.382 1.5965
LOW 1.5922
0.618 1.5852
1.000 1.5809
1.618 1.5739
2.618 1.5626
4.250 1.5442
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 1.5996 1.5980
PP 1.5987 1.5955
S1 1.5979 1.5930

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

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