CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary
Previous Current
18-May-2012 21-May-2012 Change Change % Previous Week
Open 1.5766 1.5790 0.0024 0.2% 1.6040
High 1.5831 1.5832 0.0001 0.0% 1.6095
Low 1.5738 1.5772 0.0034 0.2% 1.5738
Close 1.5793 1.5796 0.0003 0.0% 1.5793
Range 0.0093 0.0060 -0.0033 -35.5% 0.0357
ATR 0.0083 0.0081 -0.0002 -2.0% 0.0000
Volume 222 195 -27 -12.2% 675
Daily Pivots for day following 21-May-2012
Classic Woodie Camarilla DeMark
R4 1.5980 1.5948 1.5829
R3 1.5920 1.5888 1.5813
R2 1.5860 1.5860 1.5807
R1 1.5828 1.5828 1.5802 1.5844
PP 1.5800 1.5800 1.5800 1.5808
S1 1.5768 1.5768 1.5791 1.5784
S2 1.5740 1.5740 1.5785
S3 1.5680 1.5708 1.5780
S4 1.5620 1.5648 1.5763
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 1.6087 1.5738 0.0349 2.2% 0.0102 0.6% 17% False False 164
10 1.6164 1.5738 0.0426 2.7% 0.0084 0.5% 14% False False 107
20 1.6276 1.5738 0.0538 3.4% 0.0072 0.5% 11% False False 93
40 1.6276 1.5738 0.0538 3.4% 0.0072 0.5% 11% False False 87
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6087
2.618 1.5989
1.618 1.5929
1.000 1.5892
0.618 1.5869
HIGH 1.5832
0.618 1.5809
0.500 1.5802
0.382 1.5795
LOW 1.5772
0.618 1.5735
1.000 1.5712
1.618 1.5675
2.618 1.5615
4.250 1.5517
Fisher Pivots for day following 21-May-2012
Pivot 1 day 3 day
R1 1.5802 1.5834
PP 1.5800 1.5821
S1 1.5798 1.5809

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

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