CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 27-Sep-2012
Day Change Summary
Previous Current
26-Sep-2012 27-Sep-2012 Change Change % Previous Week
Open 1.6141 1.6222 0.0081 0.5% 1.6215
High 1.6141 1.6222 0.0081 0.5% 1.6230
Low 1.6141 1.6222 0.0081 0.5% 1.6201
Close 1.6141 1.6222 0.0081 0.5% 1.6230
Range
ATR 0.0033 0.0036 0.0003 10.6% 0.0000
Volume 4 4 0 0.0% 230
Daily Pivots for day following 27-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6222 1.6222 1.6222
R3 1.6222 1.6222 1.6222
R2 1.6222 1.6222 1.6222
R1 1.6222 1.6222 1.6222 1.6222
PP 1.6222 1.6222 1.6222 1.6222
S1 1.6222 1.6222 1.6222 1.6222
S2 1.6222 1.6222 1.6222
S3 1.6222 1.6222 1.6222
S4 1.6222 1.6222 1.6222
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6307 1.6298 1.6246
R3 1.6278 1.6269 1.6238
R2 1.6249 1.6249 1.6235
R1 1.6240 1.6240 1.6233 1.6245
PP 1.6220 1.6220 1.6220 1.6223
S1 1.6211 1.6211 1.6227 1.6216
S2 1.6191 1.6191 1.6225
S3 1.6162 1.6182 1.6222
S4 1.6133 1.6153 1.6214
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6230 1.6141 0.0089 0.5% 0.0005 0.0% 91% False False 12
10 1.6230 1.6141 0.0089 0.5% 0.0003 0.0% 91% False False 29
20 1.6230 1.5779 0.0451 2.8% 0.0001 0.0% 98% False False 37
40 1.6230 1.5500 0.0730 4.5% 0.0001 0.0% 99% False False 29
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 1.6222
2.618 1.6222
1.618 1.6222
1.000 1.6222
0.618 1.6222
HIGH 1.6222
0.618 1.6222
0.500 1.6222
0.382 1.6222
LOW 1.6222
0.618 1.6222
1.000 1.6222
1.618 1.6222
2.618 1.6222
4.250 1.6222
Fisher Pivots for day following 27-Sep-2012
Pivot 1 day 3 day
R1 1.6222 1.6209
PP 1.6222 1.6195
S1 1.6222 1.6182

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

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