CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 1.6235 1.6215 -0.0020 -0.1% 1.6016
High 1.6266 1.6231 -0.0035 -0.2% 1.6250
Low 1.6179 1.6159 -0.0020 -0.1% 1.5955
Close 1.6224 1.6212 -0.0012 -0.1% 1.6216
Range 0.0087 0.0072 -0.0015 -17.2% 0.0295
ATR 0.0080 0.0080 -0.0001 -0.7% 0.0000
Volume 94,247 105,941 11,694 12.4% 313,275
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6417 1.6386 1.6252
R3 1.6345 1.6314 1.6232
R2 1.6273 1.6273 1.6225
R1 1.6242 1.6242 1.6219 1.6222
PP 1.6201 1.6201 1.6201 1.6190
S1 1.6170 1.6170 1.6205 1.6150
S2 1.6129 1.6129 1.6199
S3 1.6057 1.6098 1.6192
S4 1.5985 1.6026 1.6172
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.7025 1.6916 1.6378
R3 1.6730 1.6621 1.6297
R2 1.6435 1.6435 1.6270
R1 1.6326 1.6326 1.6243 1.6381
PP 1.6140 1.6140 1.6140 1.6168
S1 1.6031 1.6031 1.6189 1.6086
S2 1.5845 1.5845 1.6162
S3 1.5550 1.5736 1.6135
S4 1.5255 1.5441 1.6054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6268 1.6138 0.0130 0.8% 0.0077 0.5% 57% False False 100,945
10 1.6268 1.5918 0.0350 2.2% 0.0083 0.5% 84% False False 70,558
20 1.6268 1.5747 0.0521 3.2% 0.0077 0.5% 89% False False 36,303
40 1.6268 1.5479 0.0789 4.9% 0.0080 0.5% 93% False False 18,195
60 1.6268 1.5401 0.0867 5.3% 0.0082 0.5% 94% False False 12,149
80 1.6268 1.5335 0.0933 5.8% 0.0074 0.5% 94% False False 9,120
100 1.6268 1.5335 0.0933 5.8% 0.0060 0.4% 94% False False 7,297
120 1.6268 1.5335 0.0933 5.8% 0.0050 0.3% 94% False False 6,081
Crabel Price Patterns
NR True
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6537
2.618 1.6419
1.618 1.6347
1.000 1.6303
0.618 1.6275
HIGH 1.6231
0.618 1.6203
0.500 1.6195
0.382 1.6187
LOW 1.6159
0.618 1.6115
1.000 1.6087
1.618 1.6043
2.618 1.5971
4.250 1.5853
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 1.6206 1.6213
PP 1.6201 1.6212
S1 1.6195 1.6212

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

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