CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 1.5737 1.5873 0.0136 0.9% 1.5862
High 1.5884 1.5873 -0.0011 -0.1% 1.5914
Low 1.5712 1.5805 0.0093 0.6% 1.5636
Close 1.5872 1.5806 -0.0066 -0.4% 1.5872
Range 0.0172 0.0068 -0.0104 -60.5% 0.0278
ATR 0.0102 0.0099 -0.0002 -2.4% 0.0000
Volume 210 482 272 129.5% 771
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.6032 1.5987 1.5843
R3 1.5964 1.5919 1.5825
R2 1.5896 1.5896 1.5818
R1 1.5851 1.5851 1.5812 1.5840
PP 1.5828 1.5828 1.5828 1.5822
S1 1.5783 1.5783 1.5800 1.5772
S2 1.5760 1.5760 1.5794
S3 1.5692 1.5715 1.5787
S4 1.5624 1.5647 1.5769
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.6641 1.6535 1.6025
R3 1.6363 1.6257 1.5948
R2 1.6085 1.6085 1.5923
R1 1.5979 1.5979 1.5897 1.6032
PP 1.5807 1.5807 1.5807 1.5834
S1 1.5701 1.5701 1.5847 1.5754
S2 1.5529 1.5529 1.5821
S3 1.5251 1.5423 1.5796
S4 1.4973 1.5145 1.5719
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5914 1.5636 0.0278 1.8% 0.0119 0.8% 61% False False 250
10 1.5914 1.5632 0.0282 1.8% 0.0103 0.7% 62% False False 199
20 1.5914 1.5632 0.0282 1.8% 0.0090 0.6% 62% False False 119
40 1.5914 1.5240 0.0674 4.3% 0.0084 0.5% 84% False False 73
60 1.5914 1.5240 0.0674 4.3% 0.0064 0.4% 84% False False 52
80 1.6077 1.5240 0.0837 5.3% 0.0050 0.3% 68% False False 40
100 1.6094 1.5240 0.0854 5.4% 0.0040 0.3% 66% False False 32
120 1.6094 1.5240 0.0854 5.4% 0.0034 0.2% 66% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6162
2.618 1.6051
1.618 1.5983
1.000 1.5941
0.618 1.5915
HIGH 1.5873
0.618 1.5847
0.500 1.5839
0.382 1.5831
LOW 1.5805
0.618 1.5763
1.000 1.5737
1.618 1.5695
2.618 1.5627
4.250 1.5516
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 1.5839 1.5793
PP 1.5828 1.5780
S1 1.5817 1.5768

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

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