CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 1.6040 1.6086 0.0046 0.3% 1.6111
High 1.6095 1.6087 -0.0008 0.0% 1.6170
Low 1.6040 1.5980 -0.0060 -0.4% 1.6050
Close 1.6092 1.5992 -0.0100 -0.6% 1.6058
Range 0.0055 0.0107 0.0052 94.5% 0.0120
ATR 0.0071 0.0074 0.0003 4.1% 0.0000
Volume 46 165 119 258.7% 244
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 1.6341 1.6273 1.6051
R3 1.6234 1.6166 1.6021
R2 1.6127 1.6127 1.6012
R1 1.6059 1.6059 1.6002 1.6040
PP 1.6020 1.6020 1.6020 1.6010
S1 1.5952 1.5952 1.5982 1.5933
S2 1.5913 1.5913 1.5972
S3 1.5806 1.5845 1.5963
S4 1.5699 1.5738 1.5933
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 1.5980 0.0184 1.2% 0.0076 0.5% 7% False True 79
10 1.6210 1.5980 0.0230 1.4% 0.0066 0.4% 5% False True 61
20 1.6276 1.5926 0.0350 2.2% 0.0067 0.4% 19% False False 83
40 1.6276 1.5760 0.0516 3.2% 0.0069 0.4% 45% False False 75
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 0.0007
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.6542
2.618 1.6367
1.618 1.6260
1.000 1.6194
0.618 1.6153
HIGH 1.6087
0.618 1.6046
0.500 1.6034
0.382 1.6021
LOW 1.5980
0.618 1.5914
1.000 1.5873
1.618 1.5807
2.618 1.5700
4.250 1.5525
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 1.6034 1.6048
PP 1.6020 1.6029
S1 1.6006 1.6011

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

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