CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 06-Sep-2012
Day Change Summary
Previous Current
05-Sep-2012 06-Sep-2012 Change Change % Previous Week
Open 1.5897 1.5929 0.0032 0.2% 1.5792
High 1.5897 1.5929 0.0032 0.2% 1.5876
Low 1.5897 1.5929 0.0032 0.2% 1.5781
Close 1.5897 1.5929 0.0032 0.2% 1.5876
Range
ATR 0.0042 0.0041 -0.0001 -1.6% 0.0000
Volume 34 55 21 61.8% 20
Daily Pivots for day following 06-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.5929 1.5929 1.5929
R3 1.5929 1.5929 1.5929
R2 1.5929 1.5929 1.5929
R1 1.5929 1.5929 1.5929 1.5929
PP 1.5929 1.5929 1.5929 1.5929
S1 1.5929 1.5929 1.5929 1.5929
S2 1.5929 1.5929 1.5929
S3 1.5929 1.5929 1.5929
S4 1.5929 1.5929 1.5929
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.6129 1.6098 1.5928
R3 1.6034 1.6003 1.5902
R2 1.5939 1.5939 1.5893
R1 1.5908 1.5908 1.5885 1.5924
PP 1.5844 1.5844 1.5844 1.5852
S1 1.5813 1.5813 1.5867 1.5829
S2 1.5749 1.5749 1.5859
S3 1.5654 1.5718 1.5850
S4 1.5559 1.5623 1.5824
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5929 1.5781 0.0148 0.9% 0.0001 0.0% 100% True False 20
10 1.5929 1.5781 0.0148 0.9% 0.0001 0.0% 100% True False 12
20 1.5929 1.5626 0.0303 1.9% 0.0009 0.1% 100% True False 10
40 1.5929 1.5422 0.0507 3.2% 0.0005 0.0% 100% True False 13
60 1.5929 1.5422 0.0507 3.2% 0.0010 0.1% 100% True False 21
80 1.5972 1.5360 0.0612 3.8% 0.0009 0.1% 93% False False 17
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.5929
2.618 1.5929
1.618 1.5929
1.000 1.5929
0.618 1.5929
HIGH 1.5929
0.618 1.5929
0.500 1.5929
0.382 1.5929
LOW 1.5929
0.618 1.5929
1.000 1.5929
1.618 1.5929
2.618 1.5929
4.250 1.5929
Fisher Pivots for day following 06-Sep-2012
Pivot 1 day 3 day
R1 1.5929 1.5920
PP 1.5929 1.5910
S1 1.5929 1.5901

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

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