CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 04-May-2012
Day Change Summary
Previous Current
03-May-2012 04-May-2012 Change Change % Previous Week
Open 1.6159 1.6159 0.0000 0.0% 1.6248
High 1.6200 1.6180 -0.0020 -0.1% 1.6276
Low 1.6153 1.6132 -0.0021 -0.1% 1.6132
Close 1.6169 1.6132 -0.0037 -0.2% 1.6132
Range 0.0047 0.0048 0.0001 2.1% 0.0144
ATR 0.0071 0.0070 -0.0002 -2.3% 0.0000
Volume 25 37 12 48.0% 303
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.6292 1.6260 1.6158
R3 1.6244 1.6212 1.6145
R2 1.6196 1.6196 1.6141
R1 1.6164 1.6164 1.6136 1.6156
PP 1.6148 1.6148 1.6148 1.6144
S1 1.6116 1.6116 1.6128 1.6108
S2 1.6100 1.6100 1.6123
S3 1.6052 1.6068 1.6119
S4 1.6004 1.6020 1.6106
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.6612 1.6516 1.6211
R3 1.6468 1.6372 1.6172
R2 1.6324 1.6324 1.6158
R1 1.6228 1.6228 1.6145 1.6204
PP 1.6180 1.6180 1.6180 1.6168
S1 1.6084 1.6084 1.6119 1.6060
S2 1.6036 1.6036 1.6106
S3 1.5892 1.5940 1.6092
S4 1.5748 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 1.6276 1.6132 0.0144 0.9% 0.0053 0.3% 0% False True 60
10 1.6276 1.6065 0.0211 1.3% 0.0061 0.4% 32% False False 95
20 1.6276 1.5821 0.0455 2.8% 0.0066 0.4% 68% False False 79
40 1.6276 1.5611 0.0665 4.1% 0.0067 0.4% 78% False False 68
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6384
2.618 1.6306
1.618 1.6258
1.000 1.6228
0.618 1.6210
HIGH 1.6180
0.618 1.6162
0.500 1.6156
0.382 1.6150
LOW 1.6132
0.618 1.6102
1.000 1.6084
1.618 1.6054
2.618 1.6006
4.250 1.5928
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 1.6156 1.6171
PP 1.6148 1.6158
S1 1.6140 1.6145

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

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