CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 1.5679 1.5672 -0.0007 0.0% 1.5638
High 1.5736 1.5700 -0.0036 -0.2% 1.5700
Low 1.5663 1.5658 -0.0005 0.0% 1.5545
Close 1.5689 1.5686 -0.0003 0.0% 1.5671
Range 0.0073 0.0042 -0.0031 -42.5% 0.0155
ATR 0.0113 0.0108 -0.0005 -4.5% 0.0000
Volume 75,850 74,063 -1,787 -2.4% 467,425
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.5807 1.5789 1.5709
R3 1.5765 1.5747 1.5698
R2 1.5723 1.5723 1.5694
R1 1.5705 1.5705 1.5690 1.5714
PP 1.5681 1.5681 1.5681 1.5686
S1 1.5663 1.5663 1.5682 1.5672
S2 1.5639 1.5639 1.5678
S3 1.5597 1.5621 1.5674
S4 1.5555 1.5579 1.5663
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.6104 1.6042 1.5756
R3 1.5949 1.5887 1.5714
R2 1.5794 1.5794 1.5699
R1 1.5732 1.5732 1.5685 1.5763
PP 1.5639 1.5639 1.5639 1.5654
S1 1.5577 1.5577 1.5657 1.5608
S2 1.5484 1.5484 1.5643
S3 1.5329 1.5422 1.5628
S4 1.5174 1.5267 1.5586
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5736 1.5575 0.0161 1.0% 0.0077 0.5% 69% False False 86,520
10 1.5736 1.5488 0.0248 1.6% 0.0106 0.7% 80% False False 97,520
20 1.5767 1.5456 0.0311 2.0% 0.0113 0.7% 74% False False 105,142
40 1.5773 1.5390 0.0383 2.4% 0.0113 0.7% 77% False False 94,255
60 1.5820 1.5266 0.0554 3.5% 0.0116 0.7% 76% False False 71,236
80 1.6276 1.5266 0.1010 6.4% 0.0105 0.7% 42% False False 53,450
100 1.6276 1.5266 0.1010 6.4% 0.0098 0.6% 42% False False 42,776
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0032
Narrowest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 1.5879
2.618 1.5810
1.618 1.5768
1.000 1.5742
0.618 1.5726
HIGH 1.5700
0.618 1.5684
0.500 1.5679
0.382 1.5674
LOW 1.5658
0.618 1.5632
1.000 1.5616
1.618 1.5590
2.618 1.5548
4.250 1.5480
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 1.5684 1.5696
PP 1.5681 1.5692
S1 1.5679 1.5689

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

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