CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 1.5417 1.5439 0.0022 0.1% 1.5290
High 1.5452 1.5551 0.0099 0.6% 1.5551
Low 1.5417 1.5439 0.0022 0.1% 1.5290
Close 1.5445 1.5518 0.0073 0.5% 1.5518
Range 0.0035 0.0112 0.0077 220.0% 0.0261
ATR 0.0091 0.0093 0.0001 1.6% 0.0000
Volume 25 11 -14 -56.0% 117
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.5839 1.5790 1.5580
R3 1.5727 1.5678 1.5549
R2 1.5615 1.5615 1.5539
R1 1.5566 1.5566 1.5528 1.5591
PP 1.5503 1.5503 1.5503 1.5515
S1 1.5454 1.5454 1.5508 1.5479
S2 1.5391 1.5391 1.5497
S3 1.5279 1.5342 1.5487
S4 1.5167 1.5230 1.5456
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.6236 1.6138 1.5662
R3 1.5975 1.5877 1.5590
R2 1.5714 1.5714 1.5566
R1 1.5616 1.5616 1.5542 1.5665
PP 1.5453 1.5453 1.5453 1.5478
S1 1.5355 1.5355 1.5494 1.5404
S2 1.5192 1.5192 1.5470
S3 1.4931 1.5094 1.5446
S4 1.4670 1.4833 1.5374
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5551 1.5240 0.0311 2.0% 0.0091 0.6% 89% True False 49
10 1.5551 1.5240 0.0311 2.0% 0.0079 0.5% 89% True False 36
20 1.5740 1.5240 0.0500 3.2% 0.0072 0.5% 56% False False 30
40 1.5740 1.5240 0.0500 3.2% 0.0047 0.3% 56% False False 18
60 1.6094 1.5240 0.0854 5.5% 0.0032 0.2% 33% False False 12
80 1.6094 1.5240 0.0854 5.5% 0.0024 0.2% 33% False False 10
100 1.6352 1.5240 0.1112 7.2% 0.0019 0.1% 25% False False 8
120 1.6514 1.5240 0.1274 8.2% 0.0016 0.1% 22% False False 7
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 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6027
2.618 1.5844
1.618 1.5732
1.000 1.5663
0.618 1.5620
HIGH 1.5551
0.618 1.5508
0.500 1.5495
0.382 1.5482
LOW 1.5439
0.618 1.5370
1.000 1.5327
1.618 1.5258
2.618 1.5146
4.250 1.4963
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 1.5510 1.5492
PP 1.5503 1.5466
S1 1.5495 1.5440

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

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