CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 01-May-2012
Day Change Summary
Previous Current
30-Apr-2012 01-May-2012 Change Change % Previous Week
Open 1.6248 1.6220 -0.0028 -0.2% 1.6093
High 1.6276 1.6220 -0.0056 -0.3% 1.6257
Low 1.6216 1.6184 -0.0032 -0.2% 1.6065
Close 1.6219 1.6207 -0.0012 -0.1% 1.6254
Range 0.0060 0.0036 -0.0024 -40.0% 0.0192
ATR 0.0076 0.0073 -0.0003 -3.8% 0.0000
Volume 119 22 -97 -81.5% 651
Daily Pivots for day following 01-May-2012
Classic Woodie Camarilla DeMark
R4 1.6312 1.6295 1.6227
R3 1.6276 1.6259 1.6217
R2 1.6240 1.6240 1.6214
R1 1.6223 1.6223 1.6210 1.6214
PP 1.6204 1.6204 1.6204 1.6199
S1 1.6187 1.6187 1.6204 1.6178
S2 1.6168 1.6168 1.6200
S3 1.6132 1.6151 1.6197
S4 1.6096 1.6115 1.6187
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.6768 1.6703 1.6360
R3 1.6576 1.6511 1.6307
R2 1.6384 1.6384 1.6289
R1 1.6319 1.6319 1.6272 1.6352
PP 1.6192 1.6192 1.6192 1.6208
S1 1.6127 1.6127 1.6236 1.6160
S2 1.6000 1.6000 1.6219
S3 1.5808 1.5935 1.6201
S4 1.5616 1.5743 1.6148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6276 1.6065 0.0211 1.3% 0.0071 0.4% 67% False False 87
10 1.6276 1.5926 0.0350 2.2% 0.0069 0.4% 80% False False 104
20 1.6276 1.5796 0.0480 3.0% 0.0065 0.4% 86% False False 79
40 1.6276 1.5611 0.0665 4.1% 0.0063 0.4% 90% False False 66
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6373
2.618 1.6314
1.618 1.6278
1.000 1.6256
0.618 1.6242
HIGH 1.6220
0.618 1.6206
0.500 1.6202
0.382 1.6198
LOW 1.6184
0.618 1.6162
1.000 1.6148
1.618 1.6126
2.618 1.6090
4.250 1.6031
Fisher Pivots for day following 01-May-2012
Pivot 1 day 3 day
R1 1.6205 1.6219
PP 1.6204 1.6215
S1 1.6202 1.6211

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

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