CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 1.6128 1.6060 -0.0068 -0.4% 1.6213
High 1.6128 1.6060 -0.0068 -0.4% 1.6222
Low 1.6128 1.6060 -0.0068 -0.4% 1.6126
Close 1.6128 1.6060 -0.0068 -0.4% 1.6126
Range
ATR 0.0036 0.0039 0.0002 6.3% 0.0000
Volume 4 4 0 0.0% 20
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.6060 1.6060 1.6060
R3 1.6060 1.6060 1.6060
R2 1.6060 1.6060 1.6060
R1 1.6060 1.6060 1.6060 1.6060
PP 1.6060 1.6060 1.6060 1.6060
S1 1.6060 1.6060 1.6060 1.6060
S2 1.6060 1.6060 1.6060
S3 1.6060 1.6060 1.6060
S4 1.6060 1.6060 1.6060
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 1.6060 0.0162 1.0% 0.0000 0.0% 0% False True 4
10 1.6230 1.6060 0.0170 1.1% 0.0003 0.0% 0% False True 12
20 1.6230 1.5927 0.0303 1.9% 0.0001 0.0% 44% False False 29
40 1.6230 1.5622 0.0608 3.8% 0.0001 0.0% 72% 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 1.6060
2.618 1.6060
1.618 1.6060
1.000 1.6060
0.618 1.6060
HIGH 1.6060
0.618 1.6060
0.500 1.6060
0.382 1.6060
LOW 1.6060
0.618 1.6060
1.000 1.6060
1.618 1.6060
2.618 1.6060
4.250 1.6060
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 1.6060 1.6094
PP 1.6060 1.6083
S1 1.6060 1.6071

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

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