CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 1.5845 1.5780 -0.0065 -0.4% 1.6159
High 1.5901 1.5797 -0.0104 -0.7% 1.6159
Low 1.5845 1.5780 -0.0065 -0.4% 1.6048
Close 1.5894 1.5797 -0.0097 -0.6% 1.6048
Range 0.0056 0.0017 -0.0039 -69.6% 0.0111
ATR 0.0051 0.0056 0.0004 8.7% 0.0000
Volume 3 22 19 633.3% 17
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 1.5842 1.5837 1.5806
R3 1.5825 1.5820 1.5802
R2 1.5808 1.5808 1.5800
R1 1.5803 1.5803 1.5799 1.5806
PP 1.5791 1.5791 1.5791 1.5793
S1 1.5786 1.5786 1.5795 1.5789
S2 1.5774 1.5774 1.5794
S3 1.5757 1.5769 1.5792
S4 1.5740 1.5752 1.5788
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 1.6082 1.5780 0.0302 1.9% 0.0015 0.1% 6% False True 9
10 1.6159 1.5780 0.0379 2.4% 0.0010 0.1% 4% False True 5
20 1.6243 1.5780 0.0463 2.9% 0.0005 0.0% 4% False True 3
40 1.6243 1.5780 0.0463 2.9% 0.0004 0.0% 4% False True 6
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 1.5869
2.618 1.5842
1.618 1.5825
1.000 1.5814
0.618 1.5808
HIGH 1.5797
0.618 1.5791
0.500 1.5789
0.382 1.5786
LOW 1.5780
0.618 1.5769
1.000 1.5763
1.618 1.5752
2.618 1.5735
4.250 1.5708
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 1.5794 1.5881
PP 1.5791 1.5853
S1 1.5789 1.5825

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

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