CME British Pound Future December 2012

Trading Metrics calculated at close of trading on 21-Sep-2012

Day Change Summary
	Previous	Current
	20-Sep-2012	21-Sep-2012	Change	Change %	Previous Week
Open	1.6215	1.6212	-0.0003	0.0%	1.6223
High	1.6231	1.6304	0.0073	0.4%	1.6304
Low	1.6159	1.6208	0.0049	0.3%	1.6159
Close	1.6212	1.6241	0.0029	0.2%	1.6241
Range	0.0072	0.0096	0.0024	33.3%	0.0145
ATR	0.0080	0.0081	0.0001	1.5%	0.0000
Volume	105,941	112,399	6,458	6.1%	486,748

Daily Pivots for day following 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6539	1.6486	1.6294
R3	1.6443	1.6390	1.6267
R2	1.6347	1.6347	1.6259
R1	1.6294	1.6294	1.6250	1.6321
PP	1.6251	1.6251	1.6251	1.6264
S1	1.6198	1.6198	1.6232	1.6225
S2	1.6155	1.6155	1.6223
S3	1.6059	1.6102	1.6215
S4	1.5963	1.6006	1.6188

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6670	1.6600	1.6321
R3	1.6525	1.6455	1.6281
R2	1.6380	1.6380	1.6268
R1	1.6310	1.6310	1.6254	1.6345
PP	1.6235	1.6235	1.6235	1.6252
S1	1.6165	1.6165	1.6228	1.6200
S2	1.6090	1.6090	1.6214
S3	1.5945	1.6020	1.6201
S4	1.5800	1.5875	1.6161

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6304	1.6159	0.0145	0.9%	0.0074	0.5%	57%	True	False	97,349
10	1.6304	1.5955	0.0349	2.1%	0.0081	0.5%	82%	True	False	80,002
20	1.6304	1.5747	0.0557	3.4%	0.0080	0.5%	89%	True	False	41,920
40	1.6304	1.5490	0.0814	5.0%	0.0077	0.5%	92%	True	False	20,998
60	1.6304	1.5401	0.0903	5.6%	0.0082	0.5%	93%	True	False	14,021
80	1.6304	1.5335	0.0969	6.0%	0.0075	0.5%	93%	True	False	10,525
100	1.6304	1.5335	0.0969	6.0%	0.0061	0.4%	93%	True	False	8,421
120	1.6304	1.5335	0.0969	6.0%	0.0051	0.3%	93%	True	False	7,018

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.6712
2.618	1.6555
1.618	1.6459
1.000	1.6400
0.618	1.6363
HIGH	1.6304
0.618	1.6267
0.500	1.6256
0.382	1.6245
LOW	1.6208
0.618	1.6149
1.000	1.6112
1.618	1.6053
2.618	1.5957
4.250	1.5800

Fisher Pivots for day following 21-Sep-2012
Pivot	1 day	3 day
R1	1.6256	1.6238
PP	1.6251	1.6235
S1	1.6246	1.6232

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols