CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 14-May-2012
Day Change Summary
Previous Current
11-May-2012 14-May-2012 Change Change % Previous Week
Open 1.6115 1.6040 -0.0075 -0.5% 1.6111
High 1.6115 1.6095 -0.0020 -0.1% 1.6170
Low 1.6050 1.6040 -0.0010 -0.1% 1.6050
Close 1.6058 1.6092 0.0034 0.2% 1.6058
Range 0.0065 0.0055 -0.0010 -15.4% 0.0120
ATR 0.0072 0.0071 -0.0001 -1.7% 0.0000
Volume 59 46 -13 -22.0% 244
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 1.6241 1.6221 1.6122
R3 1.6186 1.6166 1.6107
R2 1.6131 1.6131 1.6102
R1 1.6111 1.6111 1.6097 1.6121
PP 1.6076 1.6076 1.6076 1.6081
S1 1.6056 1.6056 1.6087 1.6066
S2 1.6021 1.6021 1.6082
S3 1.5966 1.6001 1.6077
S4 1.5911 1.5946 1.6062
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.6453 1.6375 1.6124
R3 1.6333 1.6255 1.6091
R2 1.6213 1.6213 1.6080
R1 1.6135 1.6135 1.6069 1.6114
PP 1.6093 1.6093 1.6093 1.6082
S1 1.6015 1.6015 1.6047 1.5994
S2 1.5973 1.5973 1.6036
S3 1.5853 1.5895 1.6025
S4 1.5733 1.5775 1.5992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6164 1.6040 0.0124 0.8% 0.0065 0.4% 42% False True 49
10 1.6220 1.6040 0.0180 1.1% 0.0059 0.4% 29% False True 47
20 1.6276 1.5867 0.0409 2.5% 0.0066 0.4% 55% False False 76
40 1.6276 1.5760 0.0516 3.2% 0.0068 0.4% 64% False False 71
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6329
2.618 1.6239
1.618 1.6184
1.000 1.6150
0.618 1.6129
HIGH 1.6095
0.618 1.6074
0.500 1.6068
0.382 1.6061
LOW 1.6040
0.618 1.6006
1.000 1.5985
1.618 1.5951
2.618 1.5896
4.250 1.5806
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 1.6084 1.6102
PP 1.6076 1.6099
S1 1.6068 1.6095

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

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