CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 09-May-2012
Day Change Summary
Previous Current
08-May-2012 09-May-2012 Change Change % Previous Week
Open 1.6158 1.6130 -0.0028 -0.2% 1.6248
High 1.6159 1.6132 -0.0027 -0.2% 1.6276
Low 1.6110 1.6057 -0.0053 -0.3% 1.6132
Close 1.6152 1.6132 -0.0020 -0.1% 1.6132
Range 0.0049 0.0075 0.0026 53.1% 0.0144
ATR 0.0068 0.0070 0.0002 2.8% 0.0000
Volume 13 74 61 469.2% 303
Daily Pivots for day following 09-May-2012
Classic Woodie Camarilla DeMark
R4 1.6332 1.6307 1.6173
R3 1.6257 1.6232 1.6153
R2 1.6182 1.6182 1.6146
R1 1.6157 1.6157 1.6139 1.6170
PP 1.6107 1.6107 1.6107 1.6113
S1 1.6082 1.6082 1.6125 1.6095
S2 1.6032 1.6032 1.6118
S3 1.5957 1.6007 1.6111
S4 1.5882 1.5932 1.6091
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 1.6200 1.6057 0.0143 0.9% 0.0056 0.3% 52% False True 38
10 1.6276 1.6057 0.0219 1.4% 0.0057 0.4% 34% False True 70
20 1.6276 1.5821 0.0455 2.8% 0.0068 0.4% 68% False False 81
40 1.6276 1.5622 0.0654 4.1% 0.0071 0.4% 78% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.6451
2.618 1.6328
1.618 1.6253
1.000 1.6207
0.618 1.6178
HIGH 1.6132
0.618 1.6103
0.500 1.6095
0.382 1.6086
LOW 1.6057
0.618 1.6011
1.000 1.5982
1.618 1.5936
2.618 1.5861
4.250 1.5738
Fisher Pivots for day following 09-May-2012
Pivot 1 day 3 day
R1 1.6120 1.6126
PP 1.6107 1.6120
S1 1.6095 1.6114

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

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