CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 20-Aug-2012
Day Change Summary
Previous Current
17-Aug-2012 20-Aug-2012 Change Change % Previous Week
Open 1.5735 1.5696 -0.0039 -0.2% 1.5676
High 1.5738 1.5717 -0.0021 -0.1% 1.5744
Low 1.5673 1.5676 0.0003 0.0% 1.5635
Close 1.5690 1.5708 0.0018 0.1% 1.5690
Range 0.0065 0.0041 -0.0024 -36.9% 0.0109
ATR 0.0105 0.0100 -0.0005 -4.4% 0.0000
Volume 82,385 60,165 -22,220 -27.0% 416,121
Daily Pivots for day following 20-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.5823 1.5807 1.5731
R3 1.5782 1.5766 1.5719
R2 1.5741 1.5741 1.5716
R1 1.5725 1.5725 1.5712 1.5733
PP 1.5700 1.5700 1.5700 1.5705
S1 1.5684 1.5684 1.5704 1.5692
S2 1.5659 1.5659 1.5700
S3 1.5618 1.5643 1.5697
S4 1.5577 1.5602 1.5685
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.6017 1.5962 1.5750
R3 1.5908 1.5853 1.5720
R2 1.5799 1.5799 1.5710
R1 1.5744 1.5744 1.5700 1.5772
PP 1.5690 1.5690 1.5690 1.5703
S1 1.5635 1.5635 1.5680 1.5663
S2 1.5581 1.5581 1.5670
S3 1.5472 1.5526 1.5660
S4 1.5363 1.5417 1.5630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5744 1.5635 0.0109 0.7% 0.0066 0.4% 67% False False 80,063
10 1.5744 1.5562 0.0182 1.2% 0.0083 0.5% 80% False False 86,066
20 1.5767 1.5456 0.0311 2.0% 0.0106 0.7% 81% False False 102,776
40 1.5767 1.5390 0.0377 2.4% 0.0109 0.7% 84% False False 93,136
60 1.5773 1.5266 0.0507 3.2% 0.0116 0.7% 87% False False 75,403
80 1.6276 1.5266 0.1010 6.4% 0.0105 0.7% 44% False False 56,576
100 1.6276 1.5266 0.1010 6.4% 0.0098 0.6% 44% False False 45,277
120 1.6276 1.5266 0.1010 6.4% 0.0090 0.6% 44% False False 37,738
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 True
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0029
Narrowest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 1.5891
2.618 1.5824
1.618 1.5783
1.000 1.5758
0.618 1.5742
HIGH 1.5717
0.618 1.5701
0.500 1.5697
0.382 1.5692
LOW 1.5676
0.618 1.5651
1.000 1.5635
1.618 1.5610
2.618 1.5569
4.250 1.5502
Fisher Pivots for day following 20-Aug-2012
Pivot 1 day 3 day
R1 1.5704 1.5702
PP 1.5700 1.5696
S1 1.5697 1.5690

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

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