CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 1.5552 1.5475 -0.0077 -0.5% 1.5616
High 1.5552 1.5475 -0.0077 -0.5% 1.5668
Low 1.5552 1.5450 -0.0102 -0.7% 1.5577
Close 1.5552 1.5466 -0.0086 -0.6% 1.5633
Range 0.0000 0.0025 0.0025 0.0091
ATR 0.0069 0.0072 0.0002 3.3% 0.0000
Volume
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.5539 1.5527 1.5480
R3 1.5514 1.5502 1.5473
R2 1.5489 1.5489 1.5471
R1 1.5477 1.5477 1.5468 1.5471
PP 1.5464 1.5464 1.5464 1.5460
S1 1.5452 1.5452 1.5464 1.5446
S2 1.5439 1.5439 1.5461
S3 1.5414 1.5427 1.5459
S4 1.5389 1.5402 1.5452
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.5899 1.5857 1.5683
R3 1.5808 1.5766 1.5658
R2 1.5717 1.5717 1.5650
R1 1.5675 1.5675 1.5641 1.5696
PP 1.5626 1.5626 1.5626 1.5637
S1 1.5584 1.5584 1.5625 1.5605
S2 1.5535 1.5535 1.5616
S3 1.5444 1.5493 1.5608
S4 1.5353 1.5402 1.5583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5668 1.5450 0.0218 1.4% 0.0005 0.0% 7% False True
10 1.5671 1.5450 0.0221 1.4% 0.0003 0.0% 7% False True
20 1.5798 1.5409 0.0389 2.5% 0.0009 0.1% 15% False False 3
40 1.6094 1.5409 0.0685 4.4% 0.0005 0.0% 8% False False 2
60 1.6094 1.5322 0.0772 5.0% 0.0003 0.0% 19% False False 2
80 1.6450 1.5322 0.1128 7.3% 0.0002 0.0% 13% False False 2
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 11 trading days
Fibonacci Retracements and Extensions
4.250 1.5581
2.618 1.5540
1.618 1.5515
1.000 1.5500
0.618 1.5490
HIGH 1.5475
0.618 1.5465
0.500 1.5463
0.382 1.5460
LOW 1.5450
0.618 1.5435
1.000 1.5425
1.618 1.5410
2.618 1.5385
4.250 1.5344
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 1.5465 1.5542
PP 1.5464 1.5516
S1 1.5463 1.5491

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

View Archives - Comment on this page... - Back to Index of Symbols