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 |
|
|
|
|
|
|
| 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 |
|