CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 1.6153 1.5889 -0.0264 -1.6% 1.6352
High 1.6153 1.5889 -0.0264 -1.6% 1.6352
Low 1.6153 1.5889 -0.0264 -1.6% 1.6122
Close 1.6153 1.5889 -0.0264 -1.6% 1.6153
Range
ATR 0.0067 0.0081 0.0014 21.1% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.5889 1.5889 1.5889
R3 1.5889 1.5889 1.5889
R2 1.5889 1.5889 1.5889
R1 1.5889 1.5889 1.5889 1.5889
PP 1.5889 1.5889 1.5889 1.5889
S1 1.5889 1.5889 1.5889 1.5889
S2 1.5889 1.5889 1.5889
S3 1.5889 1.5889 1.5889
S4 1.5889 1.5889 1.5889
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.6899 1.6756 1.6280
R3 1.6669 1.6526 1.6216
R2 1.6439 1.6439 1.6195
R1 1.6296 1.6296 1.6174 1.6253
PP 1.6209 1.6209 1.6209 1.6187
S1 1.6066 1.6066 1.6132 1.6023
S2 1.5979 1.5979 1.6111
S3 1.5749 1.5836 1.6090
S4 1.5519 1.5606 1.6027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6254 1.5889 0.0365 2.3% 0.0000 0.0% 0% False True 2
10 1.6450 1.5889 0.0561 3.5% 0.0000 0.0% 0% False True 2
20 1.6514 1.5889 0.0625 3.9% 0.0000 0.0% 0% False True 2
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 1.5889
2.618 1.5889
1.618 1.5889
1.000 1.5889
0.618 1.5889
HIGH 1.5889
0.618 1.5889
0.500 1.5889
0.382 1.5889
LOW 1.5889
0.618 1.5889
1.000 1.5889
1.618 1.5889
2.618 1.5889
4.250 1.5889
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 1.5889 1.6021
PP 1.5889 1.5977
S1 1.5889 1.5933

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

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