CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 1.5671 1.5655 -0.0016 -0.1% 1.5613
High 1.5671 1.5655 -0.0016 -0.1% 1.5613
Low 1.5671 1.5655 -0.0016 -0.1% 1.5409
Close 1.5671 1.5655 -0.0016 -0.1% 1.5409
Range
ATR 0.0081 0.0076 -0.0005 -5.7% 0.0000
Volume 5 0 -5 -100.0% 0
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.5655 1.5655 1.5655
R3 1.5655 1.5655 1.5655
R2 1.5655 1.5655 1.5655
R1 1.5655 1.5655 1.5655 1.5655
PP 1.5655 1.5655 1.5655 1.5655
S1 1.5655 1.5655 1.5655 1.5655
S2 1.5655 1.5655 1.5655
S3 1.5655 1.5655 1.5655
S4 1.5655 1.5655 1.5655
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.6089 1.5953 1.5521
R3 1.5885 1.5749 1.5465
R2 1.5681 1.5681 1.5446
R1 1.5545 1.5545 1.5428 1.5511
PP 1.5477 1.5477 1.5477 1.5460
S1 1.5341 1.5341 1.5390 1.5307
S2 1.5273 1.5273 1.5372
S3 1.5069 1.5137 1.5353
S4 1.4865 1.4933 1.5297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5671 1.5409 0.0262 1.7% 0.0030 0.2% 94% False False 12
10 1.5751 1.5409 0.0342 2.2% 0.0015 0.1% 72% False False 6
20 1.6077 1.5409 0.0668 4.3% 0.0008 0.1% 37% False False 3
40 1.6094 1.5404 0.0690 4.4% 0.0004 0.0% 36% False False 2
60 1.6094 1.5322 0.0772 4.9% 0.0003 0.0% 43% False False 2
80 1.6514 1.5322 0.1192 7.6% 0.0002 0.0% 28% False False 2
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 1.5655
2.618 1.5655
1.618 1.5655
1.000 1.5655
0.618 1.5655
HIGH 1.5655
0.618 1.5655
0.500 1.5655
0.382 1.5655
LOW 1.5655
0.618 1.5655
1.000 1.5655
1.618 1.5655
2.618 1.5655
4.250 1.5655
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 1.5655 1.5645
PP 1.5655 1.5635
S1 1.5655 1.5625

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

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