CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 18-May-2012
Day Change Summary
Previous Current
17-May-2012 18-May-2012 Change Change % Previous Week
Open 1.5895 1.5766 -0.0129 -0.8% 1.6040
High 1.5929 1.5831 -0.0098 -0.6% 1.6095
Low 1.5771 1.5738 -0.0033 -0.2% 1.5738
Close 1.5806 1.5793 -0.0013 -0.1% 1.5793
Range 0.0158 0.0093 -0.0065 -41.1% 0.0357
ATR 0.0082 0.0083 0.0001 0.9% 0.0000
Volume 154 222 68 44.2% 675
Daily Pivots for day following 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.6066 1.6023 1.5844
R3 1.5973 1.5930 1.5819
R2 1.5880 1.5880 1.5810
R1 1.5837 1.5837 1.5802 1.5859
PP 1.5787 1.5787 1.5787 1.5798
S1 1.5744 1.5744 1.5784 1.5766
S2 1.5694 1.5694 1.5776
S3 1.5601 1.5651 1.5767
S4 1.5508 1.5558 1.5742
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.6946 1.6727 1.5989
R3 1.6589 1.6370 1.5891
R2 1.6232 1.6232 1.5858
R1 1.6013 1.6013 1.5826 1.5944
PP 1.5875 1.5875 1.5875 1.5841
S1 1.5656 1.5656 1.5760 1.5587
S2 1.5518 1.5518 1.5728
S3 1.5161 1.5299 1.5695
S4 1.4804 1.4942 1.5597
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6095 1.5738 0.0357 2.3% 0.0101 0.6% 15% False True 135
10 1.6170 1.5738 0.0432 2.7% 0.0083 0.5% 13% False True 91
20 1.6276 1.5738 0.0538 3.4% 0.0072 0.5% 10% False True 93
40 1.6276 1.5738 0.0538 3.4% 0.0074 0.5% 10% False True 83
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6226
2.618 1.6074
1.618 1.5981
1.000 1.5924
0.618 1.5888
HIGH 1.5831
0.618 1.5795
0.500 1.5785
0.382 1.5774
LOW 1.5738
0.618 1.5681
1.000 1.5645
1.618 1.5588
2.618 1.5495
4.250 1.5343
Fisher Pivots for day following 18-May-2012
Pivot 1 day 3 day
R1 1.5790 1.5859
PP 1.5787 1.5837
S1 1.5785 1.5815

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

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