CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 02-Oct-2012
Day Change Summary
Previous Current
01-Oct-2012 02-Oct-2012 Change Change % Previous Week
Open 1.6154 1.6127 -0.0027 -0.2% 1.6243
High 1.6171 1.6185 0.0014 0.1% 1.6269
Low 1.6105 1.6122 0.0017 0.1% 1.6109
Close 1.6127 1.6137 0.0010 0.1% 1.6136
Range 0.0066 0.0063 -0.0003 -4.5% 0.0160
ATR 0.0085 0.0083 -0.0002 -1.8% 0.0000
Volume 93,872 88,267 -5,605 -6.0% 549,382
Daily Pivots for day following 02-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.6337 1.6300 1.6172
R3 1.6274 1.6237 1.6154
R2 1.6211 1.6211 1.6149
R1 1.6174 1.6174 1.6143 1.6193
PP 1.6148 1.6148 1.6148 1.6157
S1 1.6111 1.6111 1.6131 1.6130
S2 1.6085 1.6085 1.6125
S3 1.6022 1.6048 1.6120
S4 1.5959 1.5985 1.6102
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6651 1.6554 1.6224
R3 1.6491 1.6394 1.6180
R2 1.6331 1.6331 1.6165
R1 1.6234 1.6234 1.6151 1.6203
PP 1.6171 1.6171 1.6171 1.6156
S1 1.6074 1.6074 1.6121 1.6043
S2 1.6011 1.6011 1.6107
S3 1.5851 1.5914 1.6092
S4 1.5691 1.5754 1.6048
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6269 1.6105 0.0164 1.0% 0.0090 0.6% 20% False False 111,178
10 1.6304 1.6105 0.0199 1.2% 0.0086 0.5% 16% False False 104,410
20 1.6304 1.5821 0.0483 3.0% 0.0084 0.5% 65% False False 77,975
40 1.6304 1.5578 0.0726 4.5% 0.0077 0.5% 77% False False 39,274
60 1.6304 1.5401 0.0903 5.6% 0.0083 0.5% 82% False False 26,205
80 1.6304 1.5401 0.0903 5.6% 0.0079 0.5% 82% False False 19,668
100 1.6304 1.5335 0.0969 6.0% 0.0067 0.4% 83% False False 15,736
120 1.6304 1.5335 0.0969 6.0% 0.0056 0.3% 83% False False 13,114
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.6453
2.618 1.6350
1.618 1.6287
1.000 1.6248
0.618 1.6224
HIGH 1.6185
0.618 1.6161
0.500 1.6154
0.382 1.6146
LOW 1.6122
0.618 1.6083
1.000 1.6059
1.618 1.6020
2.618 1.5957
4.250 1.5854
Fisher Pivots for day following 02-Oct-2012
Pivot 1 day 3 day
R1 1.6154 1.6187
PP 1.6148 1.6170
S1 1.6143 1.6154

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

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