CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 07-May-2012
Day Change Summary
Previous Current
04-May-2012 07-May-2012 Change Change % Previous Week
Open 1.6159 1.6111 -0.0048 -0.3% 1.6248
High 1.6180 1.6170 -0.0010 -0.1% 1.6276
Low 1.6132 1.6111 -0.0021 -0.1% 1.6132
Close 1.6132 1.6170 0.0038 0.2% 1.6132
Range 0.0048 0.0059 0.0011 22.9% 0.0144
ATR 0.0070 0.0069 -0.0001 -1.1% 0.0000
Volume 37 43 6 16.2% 303
Daily Pivots for day following 07-May-2012
Classic Woodie Camarilla DeMark
R4 1.6327 1.6308 1.6202
R3 1.6268 1.6249 1.6186
R2 1.6209 1.6209 1.6181
R1 1.6190 1.6190 1.6175 1.6200
PP 1.6150 1.6150 1.6150 1.6155
S1 1.6131 1.6131 1.6165 1.6141
S2 1.6091 1.6091 1.6159
S3 1.6032 1.6072 1.6154
S4 1.5973 1.6013 1.6138
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 1.6220 1.6111 0.0109 0.7% 0.0052 0.3% 54% False True 45
10 1.6276 1.6065 0.0211 1.3% 0.0061 0.4% 50% False False 80
20 1.6276 1.5821 0.0455 2.8% 0.0067 0.4% 77% False False 79
40 1.6276 1.5622 0.0654 4.0% 0.0068 0.4% 84% False False 69
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6421
2.618 1.6324
1.618 1.6265
1.000 1.6229
0.618 1.6206
HIGH 1.6170
0.618 1.6147
0.500 1.6141
0.382 1.6134
LOW 1.6111
0.618 1.6075
1.000 1.6052
1.618 1.6016
2.618 1.5957
4.250 1.5860
Fisher Pivots for day following 07-May-2012
Pivot 1 day 3 day
R1 1.6160 1.6165
PP 1.6150 1.6160
S1 1.6141 1.6156

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

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