CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 1.6086 1.5980 -0.0106 -0.7% 1.6111
High 1.6087 1.5980 -0.0107 -0.7% 1.6170
Low 1.5980 1.5887 -0.0093 -0.6% 1.6050
Close 1.5992 1.5903 -0.0089 -0.6% 1.6058
Range 0.0107 0.0093 -0.0014 -13.1% 0.0120
ATR 0.0074 0.0076 0.0002 3.0% 0.0000
Volume 165 88 -77 -46.7% 244
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 1.6202 1.6146 1.5954
R3 1.6109 1.6053 1.5929
R2 1.6016 1.6016 1.5920
R1 1.5960 1.5960 1.5912 1.5942
PP 1.5923 1.5923 1.5923 1.5914
S1 1.5867 1.5867 1.5894 1.5849
S2 1.5830 1.5830 1.5886
S3 1.5737 1.5774 1.5877
S4 1.5644 1.5681 1.5852
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 1.5887 0.0277 1.7% 0.0080 0.5% 6% False True 82
10 1.6200 1.5887 0.0313 2.0% 0.0068 0.4% 5% False True 60
20 1.6276 1.5887 0.0389 2.4% 0.0068 0.4% 4% False True 85
40 1.6276 1.5760 0.0516 3.2% 0.0071 0.4% 28% False False 76
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6375
2.618 1.6223
1.618 1.6130
1.000 1.6073
0.618 1.6037
HIGH 1.5980
0.618 1.5944
0.500 1.5934
0.382 1.5923
LOW 1.5887
0.618 1.5830
1.000 1.5794
1.618 1.5737
2.618 1.5644
4.250 1.5492
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 1.5934 1.5991
PP 1.5923 1.5962
S1 1.5913 1.5932

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

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