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 |
|
|
|
|
|
|
| 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 |
|