CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 1.5982 1.5845 -0.0137 -0.9% 1.6159
High 1.5982 1.5901 -0.0081 -0.5% 1.6159
Low 1.5982 1.5845 -0.0137 -0.9% 1.6048
Close 1.5982 1.5894 -0.0088 -0.6% 1.6048
Range 0.0000 0.0056 0.0056 0.0111
ATR 0.0045 0.0051 0.0007 14.6% 0.0000
Volume 7 3 -4 -57.1% 17
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 1.6048 1.6027 1.5925
R3 1.5992 1.5971 1.5909
R2 1.5936 1.5936 1.5904
R1 1.5915 1.5915 1.5899 1.5926
PP 1.5880 1.5880 1.5880 1.5885
S1 1.5859 1.5859 1.5889 1.5870
S2 1.5824 1.5824 1.5884
S3 1.5768 1.5803 1.5879
S4 1.5712 1.5747 1.5863
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 1.5845 0.0305 1.9% 0.0015 0.1% 16% False True 5
10 1.6159 1.5845 0.0314 2.0% 0.0008 0.1% 16% False True 3
20 1.6243 1.5845 0.0398 2.5% 0.0004 0.0% 12% False True 2
40 1.6243 1.5788 0.0455 2.9% 0.0003 0.0% 23% False False 6
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 0.0000
Widest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 1.6139
2.618 1.6048
1.618 1.5992
1.000 1.5957
0.618 1.5936
HIGH 1.5901
0.618 1.5880
0.500 1.5873
0.382 1.5866
LOW 1.5845
0.618 1.5810
1.000 1.5789
1.618 1.5754
2.618 1.5698
4.250 1.5607
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 1.5887 1.5964
PP 1.5880 1.5940
S1 1.5873 1.5917

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

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