CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 1.6069 1.6107 0.0038 0.2% 1.5878
High 1.6132 1.6174 0.0042 0.3% 1.6035
Low 1.6064 1.6069 0.0005 0.0% 1.5825
Close 1.6103 1.6154 0.0051 0.3% 1.6005
Range 0.0068 0.0105 0.0037 54.4% 0.0210
ATR 0.0087 0.0088 0.0001 1.5% 0.0000
Volume 150,271 133,916 -16,355 -10.9% 451,724
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6447 1.6406 1.6212
R3 1.6342 1.6301 1.6183
R2 1.6237 1.6237 1.6173
R1 1.6196 1.6196 1.6164 1.6217
PP 1.6132 1.6132 1.6132 1.6143
S1 1.6091 1.6091 1.6144 1.6112
S2 1.6027 1.6027 1.6135
S3 1.5922 1.5986 1.6125
S4 1.5817 1.5881 1.6096
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 1.6174 1.5922 0.0252 1.6% 0.0089 0.5% 92% True False 125,292
10 1.6174 1.5769 0.0405 2.5% 0.0089 0.6% 95% True False 111,873
20 1.6174 1.5635 0.0539 3.3% 0.0081 0.5% 96% True False 98,571
40 1.6174 1.5456 0.0718 4.4% 0.0097 0.6% 97% True False 101,857
60 1.6174 1.5390 0.0784 4.9% 0.0102 0.6% 97% True False 95,694
80 1.6174 1.5266 0.0908 5.6% 0.0107 0.7% 98% True False 78,070
100 1.6276 1.5266 0.1010 6.3% 0.0100 0.6% 88% False False 62,474
120 1.6276 1.5266 0.1010 6.3% 0.0095 0.6% 88% False False 52,075
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0021
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6620
2.618 1.6449
1.618 1.6344
1.000 1.6279
0.618 1.6239
HIGH 1.6174
0.618 1.6134
0.500 1.6122
0.382 1.6109
LOW 1.6069
0.618 1.6004
1.000 1.5964
1.618 1.5899
2.618 1.5794
4.250 1.5623
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 1.6143 1.6129
PP 1.6132 1.6105
S1 1.6122 1.6080

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

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