CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 21-Mar-2012
Day Change Summary
Previous Current
20-Mar-2012 21-Mar-2012 Change Change % Previous Week
Open 1.5882 1.5852 -0.0030 -0.2% 1.5657
High 1.5889 1.5914 0.0025 0.2% 1.5852
Low 1.5821 1.5807 -0.0014 -0.1% 1.5591
Close 1.5859 1.5849 -0.0010 -0.1% 1.5823
Range 0.0068 0.0107 0.0039 57.4% 0.0261
ATR 0.0106 0.0106 0.0000 0.1% 0.0000
Volume 66,789 89,261 22,472 33.6% 282,005
Daily Pivots for day following 21-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.6178 1.6120 1.5908
R3 1.6071 1.6013 1.5878
R2 1.5964 1.5964 1.5869
R1 1.5906 1.5906 1.5859 1.5882
PP 1.5857 1.5857 1.5857 1.5844
S1 1.5799 1.5799 1.5839 1.5775
S2 1.5750 1.5750 1.5829
S3 1.5643 1.5692 1.5820
S4 1.5536 1.5585 1.5790
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.6538 1.6442 1.5967
R3 1.6277 1.6181 1.5895
R2 1.6016 1.6016 1.5871
R1 1.5920 1.5920 1.5847 1.5968
PP 1.5755 1.5755 1.5755 1.5780
S1 1.5659 1.5659 1.5799 1.5707
S2 1.5494 1.5494 1.5775
S3 1.5233 1.5398 1.5751
S4 1.4972 1.5137 1.5679
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5914 1.5624 0.0290 1.8% 0.0108 0.7% 78% True False 75,593
10 1.5914 1.5591 0.0323 2.0% 0.0113 0.7% 80% True False 53,464
20 1.5971 1.5591 0.0380 2.4% 0.0108 0.7% 68% False False 27,349
40 1.5971 1.5525 0.0446 2.8% 0.0097 0.6% 73% False False 13,715
60 1.5971 1.5240 0.0731 4.6% 0.0088 0.6% 83% False False 9,152
80 1.5971 1.5240 0.0731 4.6% 0.0073 0.5% 83% False False 6,867
100 1.6094 1.5240 0.0854 5.4% 0.0059 0.4% 71% False False 5,493
120 1.6094 1.5240 0.0854 5.4% 0.0049 0.3% 71% False False 4,578
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6369
2.618 1.6194
1.618 1.6087
1.000 1.6021
0.618 1.5980
HIGH 1.5914
0.618 1.5873
0.500 1.5861
0.382 1.5848
LOW 1.5807
0.618 1.5741
1.000 1.5700
1.618 1.5634
2.618 1.5527
4.250 1.5352
Fisher Pivots for day following 21-Mar-2012
Pivot 1 day 3 day
R1 1.5861 1.5861
PP 1.5857 1.5857
S1 1.5853 1.5853

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

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