CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 1.6159 1.6135 -0.0024 -0.1% 1.6208
High 1.6159 1.6142 -0.0017 -0.1% 1.6208
Low 1.6159 1.6135 -0.0024 -0.1% 1.6121
Close 1.6159 1.6142 -0.0017 -0.1% 1.6121
Range 0.0000 0.0007 0.0007 0.0087
ATR 0.0041 0.0040 -0.0001 -3.0% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 1.6161 1.6158 1.6146
R3 1.6154 1.6151 1.6144
R2 1.6147 1.6147 1.6143
R1 1.6144 1.6144 1.6143 1.6146
PP 1.6140 1.6140 1.6140 1.6140
S1 1.6137 1.6137 1.6141 1.6139
S2 1.6133 1.6133 1.6141
S3 1.6126 1.6130 1.6140
S4 1.6119 1.6123 1.6138
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.6411 1.6353 1.6169
R3 1.6324 1.6266 1.6145
R2 1.6237 1.6237 1.6137
R1 1.6179 1.6179 1.6129 1.6165
PP 1.6150 1.6150 1.6150 1.6143
S1 1.6092 1.6092 1.6113 1.6078
S2 1.6063 1.6063 1.6105
S3 1.5976 1.6005 1.6097
S4 1.5889 1.5918 1.6073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6172 1.6121 0.0051 0.3% 0.0001 0.0% 41% False False 2
10 1.6243 1.6121 0.0122 0.8% 0.0001 0.0% 17% False False 2
20 1.6243 1.5826 0.0417 2.6% 0.0000 0.0% 76% False False 2
40 1.6243 1.5644 0.0599 3.7% 0.0001 0.0% 83% False False 11
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1.6172
2.618 1.6160
1.618 1.6153
1.000 1.6149
0.618 1.6146
HIGH 1.6142
0.618 1.6139
0.500 1.6139
0.382 1.6138
LOW 1.6135
0.618 1.6131
1.000 1.6128
1.618 1.6124
2.618 1.6117
4.250 1.6105
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 1.6141 1.6141
PP 1.6140 1.6141
S1 1.6139 1.6140

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

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