CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 1.5472 1.5380 -0.0092 -0.6% 1.5787
High 1.5472 1.5399 -0.0073 -0.5% 1.5787
Low 1.5472 1.5380 -0.0092 -0.6% 1.5630
Close 1.5472 1.5399 -0.0073 -0.5% 1.5630
Range 0.0000 0.0019 0.0019 0.0157
ATR 0.0051 0.0054 0.0003 5.7% 0.0000
Volume 14 14 0 0.0% 66
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 1.5450 1.5443 1.5409
R3 1.5431 1.5424 1.5404
R2 1.5412 1.5412 1.5402
R1 1.5405 1.5405 1.5401 1.5409
PP 1.5393 1.5393 1.5393 1.5394
S1 1.5386 1.5386 1.5397 1.5390
S2 1.5374 1.5374 1.5396
S3 1.5355 1.5367 1.5394
S4 1.5336 1.5348 1.5389
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.6153 1.6049 1.5716
R3 1.5996 1.5892 1.5673
R2 1.5839 1.5839 1.5659
R1 1.5735 1.5735 1.5644 1.5709
PP 1.5682 1.5682 1.5682 1.5669
S1 1.5578 1.5578 1.5616 1.5552
S2 1.5525 1.5525 1.5601
S3 1.5368 1.5421 1.5587
S4 1.5211 1.5264 1.5544
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5636 1.5380 0.0256 1.7% 0.0004 0.0% 7% False True 14
10 1.5797 1.5380 0.0417 2.7% 0.0004 0.0% 5% False True 14
20 1.6159 1.5380 0.0779 5.1% 0.0006 0.0% 2% False True 9
40 1.6243 1.5380 0.0863 5.6% 0.0003 0.0% 2% False True 5
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 10 trading days
Fibonacci Retracements and Extensions
4.250 1.5480
2.618 1.5449
1.618 1.5430
1.000 1.5418
0.618 1.5411
HIGH 1.5399
0.618 1.5392
0.500 1.5390
0.382 1.5387
LOW 1.5380
0.618 1.5368
1.000 1.5361
1.618 1.5349
2.618 1.5330
4.250 1.5299
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 1.5396 1.5501
PP 1.5393 1.5467
S1 1.5390 1.5433

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

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