CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 1.6082 1.5982 -0.0100 -0.6% 1.6159
High 1.6082 1.5982 -0.0100 -0.6% 1.6159
Low 1.6082 1.5982 -0.0100 -0.6% 1.6048
Close 1.6082 1.5982 -0.0100 -0.6% 1.6048
Range
ATR 0.0041 0.0045 0.0004 10.4% 0.0000
Volume 7 7 0 0.0% 17
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 1.5982 1.5982 1.5982
R3 1.5982 1.5982 1.5982
R2 1.5982 1.5982 1.5982
R1 1.5982 1.5982 1.5982 1.5982
PP 1.5982 1.5982 1.5982 1.5982
S1 1.5982 1.5982 1.5982 1.5982
S2 1.5982 1.5982 1.5982
S3 1.5982 1.5982 1.5982
S4 1.5982 1.5982 1.5982
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 1.6150 1.5982 0.0168 1.1% 0.0004 0.0% 0% False True 5
10 1.6172 1.5982 0.0190 1.2% 0.0003 0.0% 0% False True 3
20 1.6243 1.5982 0.0261 1.6% 0.0001 0.0% 0% False True 2
40 1.6243 1.5788 0.0455 2.8% 0.0002 0.0% 43% False False 7
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.5982
2.618 1.5982
1.618 1.5982
1.000 1.5982
0.618 1.5982
HIGH 1.5982
0.618 1.5982
0.500 1.5982
0.382 1.5982
LOW 1.5982
0.618 1.5982
1.000 1.5982
1.618 1.5982
2.618 1.5982
4.250 1.5982
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 1.5982 1.6032
PP 1.5982 1.6015
S1 1.5982 1.5999

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

View Archives - Comment on this page... - Back to Index of Symbols