CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 26-Jan-2012
Day Change Summary
Previous Current
25-Jan-2012 26-Jan-2012 Change Change % Previous Week
Open 1.5539 1.5629 0.0090 0.6% 1.5290
High 1.5625 1.5695 0.0070 0.4% 1.5551
Low 1.5525 1.5629 0.0104 0.7% 1.5290
Close 1.5625 1.5675 0.0050 0.3% 1.5518
Range 0.0100 0.0066 -0.0034 -34.0% 0.0261
ATR 0.0087 0.0086 -0.0001 -1.4% 0.0000
Volume 15 16 1 6.7% 117
Daily Pivots for day following 26-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.5864 1.5836 1.5711
R3 1.5798 1.5770 1.5693
R2 1.5732 1.5732 1.5687
R1 1.5704 1.5704 1.5681 1.5718
PP 1.5666 1.5666 1.5666 1.5674
S1 1.5638 1.5638 1.5669 1.5652
S2 1.5600 1.5600 1.5663
S3 1.5534 1.5572 1.5657
S4 1.5468 1.5506 1.5639
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 1.5695 1.5439 0.0256 1.6% 0.0068 0.4% 92% True False 11
10 1.5695 1.5240 0.0455 2.9% 0.0075 0.5% 96% True False 35
20 1.5695 1.5240 0.0455 2.9% 0.0078 0.5% 96% True False 27
40 1.5740 1.5240 0.0500 3.2% 0.0049 0.3% 87% False False 18
60 1.6094 1.5240 0.0854 5.4% 0.0036 0.2% 51% False False 13
80 1.6094 1.5240 0.0854 5.4% 0.0027 0.2% 51% False False 10
100 1.6153 1.5240 0.0913 5.8% 0.0021 0.1% 48% False False 8
120 1.6514 1.5240 0.1274 8.1% 0.0018 0.1% 34% False False 7
Crabel Price Patterns
NR True
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5976
2.618 1.5868
1.618 1.5802
1.000 1.5761
0.618 1.5736
HIGH 1.5695
0.618 1.5670
0.500 1.5662
0.382 1.5654
LOW 1.5629
0.618 1.5588
1.000 1.5563
1.618 1.5522
2.618 1.5456
4.250 1.5349
Fisher Pivots for day following 26-Jan-2012
Pivot 1 day 3 day
R1 1.5671 1.5653
PP 1.5666 1.5632
S1 1.5662 1.5610

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

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