CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 1.6111 1.6158 0.0047 0.3% 1.6248
High 1.6170 1.6159 -0.0011 -0.1% 1.6276
Low 1.6111 1.6110 -0.0001 0.0% 1.6132
Close 1.6170 1.6152 -0.0018 -0.1% 1.6132
Range 0.0059 0.0049 -0.0010 -16.9% 0.0144
ATR 0.0069 0.0068 -0.0001 -0.9% 0.0000
Volume 43 13 -30 -69.8% 303
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 1.6287 1.6269 1.6179
R3 1.6238 1.6220 1.6165
R2 1.6189 1.6189 1.6161
R1 1.6171 1.6171 1.6156 1.6156
PP 1.6140 1.6140 1.6140 1.6133
S1 1.6122 1.6122 1.6148 1.6107
S2 1.6091 1.6091 1.6143
S3 1.6042 1.6073 1.6139
S4 1.5993 1.6024 1.6125
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 1.6210 1.6110 0.0100 0.6% 0.0055 0.3% 42% False True 43
10 1.6276 1.6065 0.0211 1.3% 0.0063 0.4% 41% False False 65
20 1.6276 1.5821 0.0455 2.8% 0.0067 0.4% 73% False False 78
40 1.6276 1.5622 0.0654 4.0% 0.0069 0.4% 81% False False 69
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6367
2.618 1.6287
1.618 1.6238
1.000 1.6208
0.618 1.6189
HIGH 1.6159
0.618 1.6140
0.500 1.6135
0.382 1.6129
LOW 1.6110
0.618 1.6080
1.000 1.6061
1.618 1.6031
2.618 1.5982
4.250 1.5902
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 1.6146 1.6150
PP 1.6140 1.6147
S1 1.6135 1.6145

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

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