CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 02-Oct-2012
Day Change Summary
Previous Current
01-Oct-2012 02-Oct-2012 Change Change % Previous Week
Open 1.6117 1.6128 0.0011 0.1% 1.6213
High 1.6117 1.6128 0.0011 0.1% 1.6222
Low 1.6117 1.6128 0.0011 0.1% 1.6126
Close 1.6117 1.6128 0.0011 0.1% 1.6126
Range
ATR 0.0038 0.0036 -0.0002 -5.1% 0.0000
Volume 4 4 0 0.0% 20
Daily Pivots for day following 02-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.6128 1.6128 1.6128
R3 1.6128 1.6128 1.6128
R2 1.6128 1.6128 1.6128
R1 1.6128 1.6128 1.6128 1.6128
PP 1.6128 1.6128 1.6128 1.6128
S1 1.6128 1.6128 1.6128 1.6128
S2 1.6128 1.6128 1.6128
S3 1.6128 1.6128 1.6128
S4 1.6128 1.6128 1.6128
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6446 1.6382 1.6179
R3 1.6350 1.6286 1.6152
R2 1.6254 1.6254 1.6144
R1 1.6190 1.6190 1.6135 1.6174
PP 1.6158 1.6158 1.6158 1.6150
S1 1.6094 1.6094 1.6117 1.6078
S2 1.6062 1.6062 1.6108
S3 1.5966 1.5998 1.6100
S4 1.5870 1.5902 1.6073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6222 1.6117 0.0105 0.7% 0.0000 0.0% 10% False False 4
10 1.6230 1.6117 0.0113 0.7% 0.0003 0.0% 10% False False 16
20 1.6230 1.5894 0.0336 2.1% 0.0001 0.0% 70% False False 31
40 1.6230 1.5622 0.0608 3.8% 0.0001 0.0% 83% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.6128
2.618 1.6128
1.618 1.6128
1.000 1.6128
0.618 1.6128
HIGH 1.6128
0.618 1.6128
0.500 1.6128
0.382 1.6128
LOW 1.6128
0.618 1.6128
1.000 1.6128
1.618 1.6128
2.618 1.6128
4.250 1.6128
Fisher Pivots for day following 02-Oct-2012
Pivot 1 day 3 day
R1 1.6128 1.6126
PP 1.6128 1.6124
S1 1.6128 1.6123

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

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