CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 1.5790 1.5818 0.0028 0.2% 1.6040
High 1.5832 1.5820 -0.0012 -0.1% 1.6095
Low 1.5772 1.5747 -0.0025 -0.2% 1.5738
Close 1.5796 1.5765 -0.0031 -0.2% 1.5793
Range 0.0060 0.0073 0.0013 21.7% 0.0357
ATR 0.0081 0.0081 -0.0001 -0.7% 0.0000
Volume 195 68 -127 -65.1% 675
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 1.5996 1.5954 1.5805
R3 1.5923 1.5881 1.5785
R2 1.5850 1.5850 1.5778
R1 1.5808 1.5808 1.5772 1.5793
PP 1.5777 1.5777 1.5777 1.5770
S1 1.5735 1.5735 1.5758 1.5720
S2 1.5704 1.5704 1.5752
S3 1.5631 1.5662 1.5745
S4 1.5558 1.5589 1.5725
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 1.5980 1.5738 0.0242 1.5% 0.0095 0.6% 11% False False 145
10 1.6164 1.5738 0.0426 2.7% 0.0086 0.5% 6% False False 112
20 1.6276 1.5738 0.0538 3.4% 0.0075 0.5% 5% False False 89
40 1.6276 1.5738 0.0538 3.4% 0.0072 0.5% 5% False False 86
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6130
2.618 1.6011
1.618 1.5938
1.000 1.5893
0.618 1.5865
HIGH 1.5820
0.618 1.5792
0.500 1.5784
0.382 1.5775
LOW 1.5747
0.618 1.5702
1.000 1.5674
1.618 1.5629
2.618 1.5556
4.250 1.5437
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 1.5784 1.5785
PP 1.5777 1.5778
S1 1.5771 1.5772

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

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