CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 1.5826 1.5865 0.0039 0.2% 1.5873
High 1.5866 1.5866 0.0000 0.0% 1.5971
Low 1.5777 1.5685 -0.0092 -0.6% 1.5790
Close 1.5858 1.5696 -0.0162 -1.0% 1.5820
Range 0.0089 0.0181 0.0092 103.4% 0.0181
ATR 0.0099 0.0105 0.0006 5.9% 0.0000
Volume 1,569 3,441 1,872 119.3% 3,990
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.6292 1.6175 1.5796
R3 1.6111 1.5994 1.5746
R2 1.5930 1.5930 1.5729
R1 1.5813 1.5813 1.5713 1.5781
PP 1.5749 1.5749 1.5749 1.5733
S1 1.5632 1.5632 1.5679 1.5600
S2 1.5568 1.5568 1.5663
S3 1.5387 1.5451 1.5646
S4 1.5206 1.5270 1.5596
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.6403 1.6293 1.5920
R3 1.6222 1.6112 1.5870
R2 1.6041 1.6041 1.5853
R1 1.5931 1.5931 1.5837 1.5896
PP 1.5860 1.5860 1.5860 1.5843
S1 1.5750 1.5750 1.5803 1.5715
S2 1.5679 1.5679 1.5787
S3 1.5498 1.5569 1.5770
S4 1.5317 1.5388 1.5720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5971 1.5685 0.0286 1.8% 0.0110 0.7% 4% False True 1,650
10 1.5971 1.5636 0.0335 2.1% 0.0110 0.7% 18% False False 958
20 1.5971 1.5632 0.0339 2.2% 0.0102 0.6% 19% False False 534
40 1.5971 1.5240 0.0731 4.7% 0.0087 0.6% 62% False False 283
60 1.5971 1.5240 0.0731 4.7% 0.0075 0.5% 62% False False 194
80 1.6025 1.5240 0.0785 5.0% 0.0058 0.4% 58% False False 146
100 1.6094 1.5240 0.0854 5.4% 0.0047 0.3% 53% False False 117
120 1.6094 1.5240 0.0854 5.4% 0.0039 0.2% 53% False False 98
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 152 trading days
Fibonacci Retracements and Extensions
4.250 1.6635
2.618 1.6340
1.618 1.6159
1.000 1.6047
0.618 1.5978
HIGH 1.5866
0.618 1.5797
0.500 1.5776
0.382 1.5754
LOW 1.5685
0.618 1.5573
1.000 1.5504
1.618 1.5392
2.618 1.5211
4.250 1.4916
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 1.5776 1.5818
PP 1.5749 1.5777
S1 1.5723 1.5737

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

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