CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 10-May-2012
Day Change Summary
Previous Current
09-May-2012 10-May-2012 Change Change % Previous Week
Open 1.6130 1.6127 -0.0003 0.0% 1.6248
High 1.6132 1.6164 0.0032 0.2% 1.6276
Low 1.6057 1.6084 0.0027 0.2% 1.6132
Close 1.6132 1.6142 0.0010 0.1% 1.6132
Range 0.0075 0.0080 0.0005 6.7% 0.0144
ATR 0.0070 0.0071 0.0001 1.0% 0.0000
Volume 74 55 -19 -25.7% 303
Daily Pivots for day following 10-May-2012
Classic Woodie Camarilla DeMark
R4 1.6370 1.6336 1.6186
R3 1.6290 1.6256 1.6164
R2 1.6210 1.6210 1.6157
R1 1.6176 1.6176 1.6149 1.6193
PP 1.6130 1.6130 1.6130 1.6139
S1 1.6096 1.6096 1.6135 1.6113
S2 1.6050 1.6050 1.6127
S3 1.5970 1.6016 1.6120
S4 1.5890 1.5936 1.6098
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.6612 1.6516 1.6211
R3 1.6468 1.6372 1.6172
R2 1.6324 1.6324 1.6158
R1 1.6228 1.6228 1.6145 1.6204
PP 1.6180 1.6180 1.6180 1.6168
S1 1.6084 1.6084 1.6119 1.6060
S2 1.6036 1.6036 1.6106
S3 1.5892 1.5940 1.6092
S4 1.5748 1.5796 1.6053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6180 1.6057 0.0123 0.8% 0.0062 0.4% 69% False False 44
10 1.6276 1.6057 0.0219 1.4% 0.0062 0.4% 39% False False 58
20 1.6276 1.5821 0.0455 2.8% 0.0070 0.4% 71% False False 83
40 1.6276 1.5684 0.0592 3.7% 0.0071 0.4% 77% False False 72
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 9 trading days
Fibonacci Retracements and Extensions
4.250 1.6504
2.618 1.6373
1.618 1.6293
1.000 1.6244
0.618 1.6213
HIGH 1.6164
0.618 1.6133
0.500 1.6124
0.382 1.6115
LOW 1.6084
0.618 1.6035
1.000 1.6004
1.618 1.5955
2.618 1.5875
4.250 1.5744
Fisher Pivots for day following 10-May-2012
Pivot 1 day 3 day
R1 1.6136 1.6132
PP 1.6130 1.6121
S1 1.6124 1.6111

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

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