CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 1.5818 1.5749 -0.0069 -0.4% 1.6040
High 1.5820 1.5750 -0.0070 -0.4% 1.6095
Low 1.5747 1.5674 -0.0073 -0.5% 1.5738
Close 1.5765 1.5680 -0.0085 -0.5% 1.5793
Range 0.0073 0.0076 0.0003 4.1% 0.0357
ATR 0.0081 0.0081 0.0001 0.9% 0.0000
Volume 68 104 36 52.9% 675
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 1.5929 1.5881 1.5722
R3 1.5853 1.5805 1.5701
R2 1.5777 1.5777 1.5694
R1 1.5729 1.5729 1.5687 1.5715
PP 1.5701 1.5701 1.5701 1.5695
S1 1.5653 1.5653 1.5673 1.5639
S2 1.5625 1.5625 1.5666
S3 1.5549 1.5577 1.5659
S4 1.5473 1.5501 1.5638
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 1.5929 1.5674 0.0255 1.6% 0.0092 0.6% 2% False True 148
10 1.6164 1.5674 0.0490 3.1% 0.0086 0.5% 1% False True 115
20 1.6276 1.5674 0.0602 3.8% 0.0071 0.5% 1% False True 93
40 1.6276 1.5674 0.0602 3.8% 0.0071 0.5% 1% False True 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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6073
2.618 1.5949
1.618 1.5873
1.000 1.5826
0.618 1.5797
HIGH 1.5750
0.618 1.5721
0.500 1.5712
0.382 1.5703
LOW 1.5674
0.618 1.5627
1.000 1.5598
1.618 1.5551
2.618 1.5475
4.250 1.5351
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 1.5712 1.5753
PP 1.5701 1.5729
S1 1.5691 1.5704

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

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