CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 1.5980 1.5895 -0.0085 -0.5% 1.6111
High 1.5980 1.5929 -0.0051 -0.3% 1.6170
Low 1.5887 1.5771 -0.0116 -0.7% 1.6050
Close 1.5903 1.5806 -0.0097 -0.6% 1.6058
Range 0.0093 0.0158 0.0065 69.9% 0.0120
ATR 0.0076 0.0082 0.0006 7.6% 0.0000
Volume 88 154 66 75.0% 244
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 1.6309 1.6216 1.5893
R3 1.6151 1.6058 1.5849
R2 1.5993 1.5993 1.5835
R1 1.5900 1.5900 1.5820 1.5868
PP 1.5835 1.5835 1.5835 1.5819
S1 1.5742 1.5742 1.5792 1.5710
S2 1.5677 1.5677 1.5777
S3 1.5519 1.5584 1.5763
S4 1.5361 1.5426 1.5719
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 1.6115 1.5771 0.0344 2.2% 0.0096 0.6% 10% False True 102
10 1.6180 1.5771 0.0409 2.6% 0.0079 0.5% 9% False True 73
20 1.6276 1.5771 0.0505 3.2% 0.0072 0.5% 7% False True 86
40 1.6276 1.5771 0.0505 3.2% 0.0074 0.5% 7% False True 80
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 0.0010
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 1.6601
2.618 1.6343
1.618 1.6185
1.000 1.6087
0.618 1.6027
HIGH 1.5929
0.618 1.5869
0.500 1.5850
0.382 1.5831
LOW 1.5771
0.618 1.5673
1.000 1.5613
1.618 1.5515
2.618 1.5357
4.250 1.5100
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 1.5850 1.5929
PP 1.5835 1.5888
S1 1.5821 1.5847

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

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