CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 18-May-2012
Day Change Summary
Previous Current
17-May-2012 18-May-2012 Change Change % Previous Week
Open 1.5780 1.5784 0.0004 0.0% 1.6082
High 1.5797 1.5784 -0.0013 -0.1% 1.6082
Low 1.5780 1.5784 0.0004 0.0% 1.5780
Close 1.5797 1.5784 -0.0013 -0.1% 1.5784
Range 0.0017 0.0000 -0.0017 -100.0% 0.0302
ATR 0.0056 0.0053 -0.0003 -5.5% 0.0000
Volume 22 14 -8 -36.4% 53
Daily Pivots for day following 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.5784 1.5784 1.5784
R3 1.5784 1.5784 1.5784
R2 1.5784 1.5784 1.5784
R1 1.5784 1.5784 1.5784 1.5784
PP 1.5784 1.5784 1.5784 1.5784
S1 1.5784 1.5784 1.5784 1.5784
S2 1.5784 1.5784 1.5784
S3 1.5784 1.5784 1.5784
S4 1.5784 1.5784 1.5784
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.6788 1.6588 1.5950
R3 1.6486 1.6286 1.5867
R2 1.6184 1.6184 1.5839
R1 1.5984 1.5984 1.5812 1.5933
PP 1.5882 1.5882 1.5882 1.5857
S1 1.5682 1.5682 1.5756 1.5631
S2 1.5580 1.5580 1.5729
S3 1.5278 1.5380 1.5701
S4 1.4976 1.5078 1.5618
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% 1% False False 10
10 1.6159 1.5780 0.0379 2.4% 0.0010 0.1% 1% False False 7
20 1.6243 1.5780 0.0463 2.9% 0.0005 0.0% 1% False False 4
40 1.6243 1.5780 0.0463 2.9% 0.0004 0.0% 1% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5784
2.618 1.5784
1.618 1.5784
1.000 1.5784
0.618 1.5784
HIGH 1.5784
0.618 1.5784
0.500 1.5784
0.382 1.5784
LOW 1.5784
0.618 1.5784
1.000 1.5784
1.618 1.5784
2.618 1.5784
4.250 1.5784
Fisher Pivots for day following 18-May-2012
Pivot 1 day 3 day
R1 1.5784 1.5841
PP 1.5784 1.5822
S1 1.5784 1.5803

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

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