CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 1.5744 1.5727 -0.0017 -0.1% 1.6000
High 1.5744 1.5727 -0.0017 -0.1% 1.6077
Low 1.5744 1.5727 -0.0017 -0.1% 1.5869
Close 1.5744 1.5727 -0.0017 -0.1% 1.6025
Range
ATR 0.0077 0.0072 -0.0004 -5.6% 0.0000
Volume
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.5727 1.5727 1.5727
R3 1.5727 1.5727 1.5727
R2 1.5727 1.5727 1.5727
R1 1.5727 1.5727 1.5727 1.5727
PP 1.5727 1.5727 1.5727 1.5727
S1 1.5727 1.5727 1.5727 1.5727
S2 1.5727 1.5727 1.5727
S3 1.5727 1.5727 1.5727
S4 1.5727 1.5727 1.5727
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.6614 1.6528 1.6139
R3 1.6406 1.6320 1.6082
R2 1.6198 1.6198 1.6063
R1 1.6112 1.6112 1.6044 1.6155
PP 1.5990 1.5990 1.5990 1.6012
S1 1.5904 1.5904 1.6006 1.5947
S2 1.5782 1.5782 1.5987
S3 1.5574 1.5696 1.5968
S4 1.5366 1.5488 1.5911
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6025 1.5727 0.0298 1.9% 0.0000 0.0% 0% False True 1
10 1.6077 1.5727 0.0350 2.2% 0.0002 0.0% 0% False True 1
20 1.6094 1.5727 0.0367 2.3% 0.0001 0.0% 0% False True 1
40 1.6094 1.5350 0.0744 4.7% 0.0000 0.0% 51% False False 1
60 1.6352 1.5322 0.1030 6.5% 0.0000 0.0% 39% False False 1
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.5727
2.618 1.5727
1.618 1.5727
1.000 1.5727
0.618 1.5727
HIGH 1.5727
0.618 1.5727
0.500 1.5727
0.382 1.5727
LOW 1.5727
0.618 1.5727
1.000 1.5727
1.618 1.5727
2.618 1.5727
4.250 1.5727
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 1.5727 1.5763
PP 1.5727 1.5751
S1 1.5727 1.5739

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

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