CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 1.5404 1.5524 0.0120 0.8% 1.5436
High 1.5404 1.5524 0.0120 0.8% 1.5524
Low 1.5404 1.5524 0.0120 0.8% 1.5350
Close 1.5404 1.5524 0.0120 0.8% 1.5524
Range
ATR 0.0076 0.0079 0.0003 4.1% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.5524 1.5524 1.5524
R3 1.5524 1.5524 1.5524
R2 1.5524 1.5524 1.5524
R1 1.5524 1.5524 1.5524 1.5524
PP 1.5524 1.5524 1.5524 1.5524
S1 1.5524 1.5524 1.5524 1.5524
S2 1.5524 1.5524 1.5524
S3 1.5524 1.5524 1.5524
S4 1.5524 1.5524 1.5524
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.5988 1.5930 1.5620
R3 1.5814 1.5756 1.5572
R2 1.5640 1.5640 1.5556
R1 1.5582 1.5582 1.5540 1.5611
PP 1.5466 1.5466 1.5466 1.5481
S1 1.5408 1.5408 1.5508 1.5437
S2 1.5292 1.5292 1.5492
S3 1.5118 1.5234 1.5476
S4 1.4944 1.5060 1.5428
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5524 1.5350 0.0174 1.1% 0.0000 0.0% 100% True False 2
10 1.5621 1.5350 0.0271 1.7% 0.0000 0.0% 64% False False 2
20 1.5778 1.5322 0.0456 2.9% 0.0000 0.0% 44% False False 2
40 1.6514 1.5322 0.1192 7.7% 0.0000 0.0% 17% False False 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 1.5524
2.618 1.5524
1.618 1.5524
1.000 1.5524
0.618 1.5524
HIGH 1.5524
0.618 1.5524
0.500 1.5524
0.382 1.5524
LOW 1.5524
0.618 1.5524
1.000 1.5524
1.618 1.5524
2.618 1.5524
4.250 1.5524
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 1.5524 1.5504
PP 1.5524 1.5484
S1 1.5524 1.5464

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

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