CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 28-Sep-2012
Day Change Summary
Previous Current
27-Sep-2012 28-Sep-2012 Change Change % Previous Week
Open 1.6190 1.6255 0.0065 0.4% 1.6185
High 1.6227 1.6255 0.0028 0.2% 1.6255
Low 1.6170 1.6114 -0.0056 -0.3% 1.6114
Close 1.6227 1.6131 -0.0096 -0.6% 1.6131
Range 0.0057 0.0141 0.0084 147.4% 0.0141
ATR 0.0053 0.0059 0.0006 11.9% 0.0000
Volume 48 21 -27 -56.3% 234
Daily Pivots for day following 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6590 1.6501 1.6209
R3 1.6449 1.6360 1.6170
R2 1.6308 1.6308 1.6157
R1 1.6219 1.6219 1.6144 1.6193
PP 1.6167 1.6167 1.6167 1.6154
S1 1.6078 1.6078 1.6118 1.6052
S2 1.6026 1.6026 1.6105
S3 1.5885 1.5937 1.6092
S4 1.5744 1.5796 1.6053
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6590 1.6501 1.6209
R3 1.6449 1.6360 1.6170
R2 1.6308 1.6308 1.6157
R1 1.6219 1.6219 1.6144 1.6193
PP 1.6167 1.6167 1.6167 1.6154
S1 1.6078 1.6078 1.6118 1.6052
S2 1.6026 1.6026 1.6105
S3 1.5885 1.5937 1.6092
S4 1.5744 1.5796 1.6053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6255 1.6114 0.0141 0.9% 0.0074 0.5% 12% True True 46
10 1.6281 1.6114 0.0167 1.0% 0.0053 0.3% 10% False True 32
20 1.6281 1.5873 0.0408 2.5% 0.0034 0.2% 63% False False 28
40 1.6281 1.5607 0.0674 4.2% 0.0021 0.1% 78% False False 17
60 1.6281 1.5422 0.0859 5.3% 0.0014 0.1% 83% False False 26
80 1.6281 1.5422 0.0859 5.3% 0.0016 0.1% 83% False False 22
100 1.6281 1.5360 0.0921 5.7% 0.0014 0.1% 84% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 1.6854
2.618 1.6624
1.618 1.6483
1.000 1.6396
0.618 1.6342
HIGH 1.6255
0.618 1.6201
0.500 1.6185
0.382 1.6168
LOW 1.6114
0.618 1.6027
1.000 1.5973
1.618 1.5886
2.618 1.5745
4.250 1.5515
Fisher Pivots for day following 28-Sep-2012
Pivot 1 day 3 day
R1 1.6185 1.6185
PP 1.6167 1.6167
S1 1.6149 1.6149

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

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