CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 1.5420 1.5475 0.0055 0.4% 1.5548
High 1.5427 1.5475 0.0048 0.3% 1.5623
Low 1.5414 1.5454 0.0040 0.3% 1.5363
Close 1.5414 1.5461 0.0047 0.3% 1.5399
Range 0.0013 0.0021 0.0008 61.5% 0.0260
ATR 0.0087 0.0085 -0.0002 -2.1% 0.0000
Volume 44 5 -39 -88.6% 29
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.5526 1.5515 1.5473
R3 1.5505 1.5494 1.5467
R2 1.5484 1.5484 1.5465
R1 1.5473 1.5473 1.5463 1.5468
PP 1.5463 1.5463 1.5463 1.5461
S1 1.5452 1.5452 1.5459 1.5447
S2 1.5442 1.5442 1.5457
S3 1.5421 1.5431 1.5455
S4 1.5400 1.5410 1.5449
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.6242 1.6080 1.5542
R3 1.5982 1.5820 1.5471
R2 1.5722 1.5722 1.5447
R1 1.5560 1.5560 1.5423 1.5511
PP 1.5462 1.5462 1.5462 1.5437
S1 1.5300 1.5300 1.5375 1.5251
S2 1.5202 1.5202 1.5351
S3 1.4942 1.5040 1.5328
S4 1.4682 1.4780 1.5256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5610 1.5363 0.0247 1.6% 0.0059 0.4% 40% False False 14
10 1.5643 1.5339 0.0304 2.0% 0.0065 0.4% 40% False False 20
20 1.5740 1.5339 0.0401 2.6% 0.0053 0.3% 30% False False 19
40 1.6025 1.5339 0.0686 4.4% 0.0030 0.2% 18% False False 11
60 1.6094 1.5339 0.0755 4.9% 0.0021 0.1% 16% False False 7
80 1.6094 1.5322 0.0772 5.0% 0.0015 0.1% 18% False False 6
100 1.6455 1.5322 0.1133 7.3% 0.0012 0.1% 12% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5564
2.618 1.5530
1.618 1.5509
1.000 1.5496
0.618 1.5488
HIGH 1.5475
0.618 1.5467
0.500 1.5465
0.382 1.5462
LOW 1.5454
0.618 1.5441
1.000 1.5433
1.618 1.5420
2.618 1.5399
4.250 1.5365
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 1.5465 1.5447
PP 1.5463 1.5433
S1 1.5462 1.5419

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

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