CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 1.6150 1.6048 -0.0102 -0.6% 1.6159
High 1.6150 1.6048 -0.0102 -0.6% 1.6159
Low 1.6131 1.6048 -0.0083 -0.5% 1.6048
Close 1.6131 1.6048 -0.0083 -0.5% 1.6048
Range 0.0019 0.0000 -0.0019 -100.0% 0.0111
ATR 0.0038 0.0041 0.0003 8.5% 0.0000
Volume 2 9 7 350.0% 17
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.6048 1.6048 1.6048
R3 1.6048 1.6048 1.6048
R2 1.6048 1.6048 1.6048
R1 1.6048 1.6048 1.6048 1.6048
PP 1.6048 1.6048 1.6048 1.6048
S1 1.6048 1.6048 1.6048 1.6048
S2 1.6048 1.6048 1.6048
S3 1.6048 1.6048 1.6048
S4 1.6048 1.6048 1.6048
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.6418 1.6344 1.6109
R3 1.6307 1.6233 1.6079
R2 1.6196 1.6196 1.6068
R1 1.6122 1.6122 1.6058 1.6104
PP 1.6085 1.6085 1.6085 1.6076
S1 1.6011 1.6011 1.6038 1.5993
S2 1.5974 1.5974 1.6028
S3 1.5863 1.5900 1.6017
S4 1.5752 1.5789 1.5987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6159 1.6048 0.0111 0.7% 0.0005 0.0% 0% False True 3
10 1.6208 1.6048 0.0160 1.0% 0.0003 0.0% 0% False True 2
20 1.6243 1.5878 0.0365 2.3% 0.0001 0.0% 47% False False 2
40 1.6243 1.5788 0.0455 2.8% 0.0002 0.0% 57% False False 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6048
2.618 1.6048
1.618 1.6048
1.000 1.6048
0.618 1.6048
HIGH 1.6048
0.618 1.6048
0.500 1.6048
0.382 1.6048
LOW 1.6048
0.618 1.6048
1.000 1.6048
1.618 1.6048
2.618 1.6048
4.250 1.6048
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 1.6048 1.6099
PP 1.6048 1.6082
S1 1.6048 1.6065

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

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