CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 17-Feb-2012
Day Change Summary
Previous Current
16-Feb-2012 17-Feb-2012 Change Change % Previous Week
Open 1.5670 1.5782 0.0112 0.7% 1.5775
High 1.5800 1.5846 0.0046 0.3% 1.5846
Low 1.5654 1.5779 0.0125 0.8% 1.5632
Close 1.5785 1.5825 0.0040 0.3% 1.5825
Range 0.0146 0.0067 -0.0079 -54.1% 0.0214
ATR 0.0092 0.0090 -0.0002 -1.9% 0.0000
Volume 109 267 158 145.0% 746
Daily Pivots for day following 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.6018 1.5988 1.5862
R3 1.5951 1.5921 1.5843
R2 1.5884 1.5884 1.5837
R1 1.5854 1.5854 1.5831 1.5869
PP 1.5817 1.5817 1.5817 1.5824
S1 1.5787 1.5787 1.5819 1.5802
S2 1.5750 1.5750 1.5813
S3 1.5683 1.5720 1.5807
S4 1.5616 1.5653 1.5788
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.6410 1.6331 1.5943
R3 1.6196 1.6117 1.5884
R2 1.5982 1.5982 1.5864
R1 1.5903 1.5903 1.5845 1.5943
PP 1.5768 1.5768 1.5768 1.5787
S1 1.5689 1.5689 1.5805 1.5729
S2 1.5554 1.5554 1.5786
S3 1.5340 1.5475 1.5766
S4 1.5126 1.5261 1.5707
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5846 1.5632 0.0214 1.4% 0.0086 0.5% 90% True False 149
10 1.5895 1.5632 0.0263 1.7% 0.0088 0.6% 73% False False 98
20 1.5895 1.5505 0.0390 2.5% 0.0076 0.5% 82% False False 60
40 1.5895 1.5240 0.0655 4.1% 0.0074 0.5% 89% False False 45
60 1.5895 1.5240 0.0655 4.1% 0.0057 0.4% 89% False False 32
80 1.6094 1.5240 0.0854 5.4% 0.0043 0.3% 69% False False 24
100 1.6094 1.5240 0.0854 5.4% 0.0034 0.2% 69% False False 20
120 1.6352 1.5240 0.1112 7.0% 0.0029 0.2% 53% False False 17
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6131
2.618 1.6021
1.618 1.5954
1.000 1.5913
0.618 1.5887
HIGH 1.5846
0.618 1.5820
0.500 1.5813
0.382 1.5805
LOW 1.5779
0.618 1.5738
1.000 1.5712
1.618 1.5671
2.618 1.5604
4.250 1.5494
Fisher Pivots for day following 17-Feb-2012
Pivot 1 day 3 day
R1 1.5821 1.5800
PP 1.5817 1.5775
S1 1.5813 1.5750

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

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