CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 25-May-2012
Day Change Summary
Previous Current
24-May-2012 25-May-2012 Change Change % Previous Week
Open 1.5682 1.5654 -0.0028 -0.2% 1.5790
High 1.5718 1.5675 -0.0043 -0.3% 1.5832
Low 1.5632 1.5626 -0.0006 0.0% 1.5626
Close 1.5642 1.5634 -0.0008 -0.1% 1.5634
Range 0.0086 0.0049 -0.0037 -43.0% 0.0206
ATR 0.0082 0.0079 -0.0002 -2.9% 0.0000
Volume 212 133 -79 -37.3% 712
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.5792 1.5762 1.5661
R3 1.5743 1.5713 1.5647
R2 1.5694 1.5694 1.5643
R1 1.5664 1.5664 1.5638 1.5655
PP 1.5645 1.5645 1.5645 1.5640
S1 1.5615 1.5615 1.5630 1.5606
S2 1.5596 1.5596 1.5625
S3 1.5547 1.5566 1.5621
S4 1.5498 1.5517 1.5607
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.6315 1.6181 1.5747
R3 1.6109 1.5975 1.5691
R2 1.5903 1.5903 1.5672
R1 1.5769 1.5769 1.5653 1.5733
PP 1.5697 1.5697 1.5697 1.5680
S1 1.5563 1.5563 1.5615 1.5527
S2 1.5491 1.5491 1.5596
S3 1.5285 1.5357 1.5577
S4 1.5079 1.5151 1.5521
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5832 1.5626 0.0206 1.3% 0.0069 0.4% 4% False True 142
10 1.6095 1.5626 0.0469 3.0% 0.0085 0.5% 2% False True 138
20 1.6276 1.5626 0.0650 4.2% 0.0072 0.5% 1% False True 96
40 1.6276 1.5626 0.0650 4.2% 0.0071 0.5% 1% False True 90
60 1.6276 1.5611 0.0665 4.3% 0.0064 0.4% 3% False False 74
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0014
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.5883
2.618 1.5803
1.618 1.5754
1.000 1.5724
0.618 1.5705
HIGH 1.5675
0.618 1.5656
0.500 1.5651
0.382 1.5645
LOW 1.5626
0.618 1.5596
1.000 1.5577
1.618 1.5547
2.618 1.5498
4.250 1.5418
Fisher Pivots for day following 25-May-2012
Pivot 1 day 3 day
R1 1.5651 1.5688
PP 1.5645 1.5670
S1 1.5640 1.5652

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

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