CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 26-Apr-2012
Day Change Summary
Previous Current
25-Apr-2012 26-Apr-2012 Change Change % Previous Week
Open 1.6150 1.6156 0.0006 0.0% 1.5821
High 1.6204 1.6182 -0.0022 -0.1% 1.6115
Low 1.6065 1.6156 0.0091 0.6% 1.5821
Close 1.6165 1.6182 0.0017 0.1% 1.6093
Range 0.0139 0.0026 -0.0113 -81.3% 0.0294
ATR 0.0080 0.0076 -0.0004 -4.8% 0.0000
Volume 22 175 153 695.5% 381
Daily Pivots for day following 26-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.6251 1.6243 1.6196
R3 1.6225 1.6217 1.6189
R2 1.6199 1.6199 1.6187
R1 1.6191 1.6191 1.6184 1.6195
PP 1.6173 1.6173 1.6173 1.6176
S1 1.6165 1.6165 1.6180 1.6169
S2 1.6147 1.6147 1.6177
S3 1.6121 1.6139 1.6175
S4 1.6095 1.6113 1.6168
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.6892 1.6786 1.6255
R3 1.6598 1.6492 1.6174
R2 1.6304 1.6304 1.6147
R1 1.6198 1.6198 1.6120 1.6251
PP 1.6010 1.6010 1.6010 1.6036
S1 1.5904 1.5904 1.6066 1.5957
S2 1.5716 1.5716 1.6039
S3 1.5422 1.5610 1.6012
S4 1.5128 1.5316 1.5931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6204 1.6020 0.0184 1.1% 0.0069 0.4% 88% False False 124
10 1.6204 1.5821 0.0383 2.4% 0.0077 0.5% 94% False False 107
20 1.6204 1.5796 0.0408 2.5% 0.0068 0.4% 95% False False 82
40 1.6204 1.5611 0.0593 3.7% 0.0058 0.4% 96% False False 61
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.6293
2.618 1.6250
1.618 1.6224
1.000 1.6208
0.618 1.6198
HIGH 1.6182
0.618 1.6172
0.500 1.6169
0.382 1.6166
LOW 1.6156
0.618 1.6140
1.000 1.6130
1.618 1.6114
2.618 1.6088
4.250 1.6046
Fisher Pivots for day following 26-Apr-2012
Pivot 1 day 3 day
R1 1.6178 1.6166
PP 1.6173 1.6150
S1 1.6169 1.6135

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

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