CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 1.5643 1.5493 -0.0150 -1.0% 1.5502
High 1.5643 1.5493 -0.0150 -1.0% 1.5740
Low 1.5643 1.5413 -0.0230 -1.5% 1.5435
Close 1.5643 1.5425 -0.0218 -1.4% 1.5602
Range 0.0000 0.0080 0.0080 0.0305
ATR 0.0069 0.0081 0.0011 16.6% 0.0000
Volume 10 10 0 0.0% 141
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.5684 1.5634 1.5469
R3 1.5604 1.5554 1.5447
R2 1.5524 1.5524 1.5440
R1 1.5474 1.5474 1.5432 1.5459
PP 1.5444 1.5444 1.5444 1.5436
S1 1.5394 1.5394 1.5418 1.5379
S2 1.5364 1.5364 1.5410
S3 1.5284 1.5314 1.5403
S4 1.5204 1.5234 1.5381
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.6507 1.6360 1.5770
R3 1.6202 1.6055 1.5686
R2 1.5897 1.5897 1.5658
R1 1.5750 1.5750 1.5630 1.5824
PP 1.5592 1.5592 1.5592 1.5629
S1 1.5445 1.5445 1.5574 1.5519
S2 1.5287 1.5287 1.5546
S3 1.4982 1.5140 1.5518
S4 1.4677 1.4835 1.5434
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5740 1.5413 0.0327 2.1% 0.0039 0.3% 4% False True 22
10 1.5740 1.5400 0.0340 2.2% 0.0047 0.3% 7% False False 20
20 1.5740 1.5400 0.0340 2.2% 0.0025 0.2% 7% False False 10
40 1.6077 1.5400 0.0677 4.4% 0.0017 0.1% 4% False False 6
60 1.6094 1.5350 0.0744 4.8% 0.0011 0.1% 10% False False 5
80 1.6094 1.5322 0.0772 5.0% 0.0008 0.1% 13% False False 4
100 1.6514 1.5322 0.1192 7.7% 0.0007 0.0% 9% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5833
2.618 1.5702
1.618 1.5622
1.000 1.5573
0.618 1.5542
HIGH 1.5493
0.618 1.5462
0.500 1.5453
0.382 1.5444
LOW 1.5413
0.618 1.5364
1.000 1.5333
1.618 1.5284
2.618 1.5204
4.250 1.5073
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 1.5453 1.5528
PP 1.5444 1.5494
S1 1.5434 1.5459

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

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