CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 17-Apr-2012
Day Change Summary
Previous Current
16-Apr-2012 17-Apr-2012 Change Change % Previous Week
Open 1.5821 1.5867 0.0046 0.3% 1.5853
High 1.5890 1.5955 0.0065 0.4% 1.5959
Low 1.5821 1.5867 0.0046 0.3% 1.5826
Close 1.5889 1.5934 0.0045 0.3% 1.5836
Range 0.0069 0.0088 0.0019 27.5% 0.0133
ATR 0.0079 0.0080 0.0001 0.8% 0.0000
Volume 93 32 -61 -65.6% 246
Daily Pivots for day following 17-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.6183 1.6146 1.5982
R3 1.6095 1.6058 1.5958
R2 1.6007 1.6007 1.5950
R1 1.5970 1.5970 1.5942 1.5989
PP 1.5919 1.5919 1.5919 1.5928
S1 1.5882 1.5882 1.5926 1.5901
S2 1.5831 1.5831 1.5918
S3 1.5743 1.5794 1.5910
S4 1.5655 1.5706 1.5886
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.6273 1.6187 1.5909
R3 1.6140 1.6054 1.5873
R2 1.6007 1.6007 1.5860
R1 1.5921 1.5921 1.5848 1.5898
PP 1.5874 1.5874 1.5874 1.5862
S1 1.5788 1.5788 1.5824 1.5765
S2 1.5741 1.5741 1.5812
S3 1.5608 1.5655 1.5799
S4 1.5475 1.5522 1.5763
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5959 1.5821 0.0138 0.9% 0.0073 0.5% 82% False False 60
10 1.5959 1.5796 0.0163 1.0% 0.0062 0.4% 85% False False 53
20 1.6028 1.5760 0.0268 1.7% 0.0071 0.4% 65% False False 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6329
2.618 1.6185
1.618 1.6097
1.000 1.6043
0.618 1.6009
HIGH 1.5955
0.618 1.5921
0.500 1.5911
0.382 1.5901
LOW 1.5867
0.618 1.5813
1.000 1.5779
1.618 1.5725
2.618 1.5637
4.250 1.5493
Fisher Pivots for day following 17-Apr-2012
Pivot 1 day 3 day
R1 1.5926 1.5919
PP 1.5919 1.5903
S1 1.5911 1.5888

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

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