CME British Pound Future June 2012

Trading Metrics calculated at close of trading on 11-Apr-2012

Day Change Summary
	Previous	Current
	10-Apr-2012	11-Apr-2012	Change	Change %	Previous Week
Open	1.5892	1.5858	-0.0034	-0.2%	1.6002
High	1.5925	1.5933	0.0008	0.1%	1.6056
Low	1.5802	1.5845	0.0043	0.3%	1.5797
Close	1.5853	1.5896	0.0043	0.3%	1.5823
Range	0.0123	0.0088	-0.0035	-28.5%	0.0259
ATR	0.0107	0.0106	-0.0001	-1.3%	0.0000
Volume	107,459	99,756	-7,703	-7.2%	376,487

Daily Pivots for day following 11-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6155	1.6114	1.5944
R3	1.6067	1.6026	1.5920
R2	1.5979	1.5979	1.5912
R1	1.5938	1.5938	1.5904	1.5959
PP	1.5891	1.5891	1.5891	1.5902
S1	1.5850	1.5850	1.5888	1.5871
S2	1.5803	1.5803	1.5880
S3	1.5715	1.5762	1.5872
S4	1.5627	1.5674	1.5848

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6669	1.6505	1.5965
R3	1.6410	1.6246	1.5894
R2	1.6151	1.6151	1.5870
R1	1.5987	1.5987	1.5847	1.5940
PP	1.5892	1.5892	1.5892	1.5868
S1	1.5728	1.5728	1.5799	1.5681
S2	1.5633	1.5633	1.5776
S3	1.5374	1.5469	1.5752
S4	1.5115	1.5210	1.5681

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5933	1.5797	0.0136	0.9%	0.0096	0.6%	73%	True	False	84,507
10	1.6056	1.5797	0.0259	1.6%	0.0105	0.7%	38%	False	False	93,672
20	1.6056	1.5624	0.0432	2.7%	0.0107	0.7%	63%	False	False	85,790
40	1.6056	1.5591	0.0465	2.9%	0.0108	0.7%	66%	False	False	45,561
60	1.6056	1.5290	0.0766	4.8%	0.0096	0.6%	79%	False	False	30,386
80	1.6056	1.5240	0.0816	5.1%	0.0089	0.6%	80%	False	False	22,796
100	1.6056	1.5240	0.0816	5.1%	0.0074	0.5%	80%	False	False	18,238
120	1.6094	1.5240	0.0854	5.4%	0.0061	0.4%	77%	False	False	15,198

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	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6307
2.618	1.6163
1.618	1.6075
1.000	1.6021
0.618	1.5987
HIGH	1.5933
0.618	1.5899
0.500	1.5889
0.382	1.5879
LOW	1.5845
0.618	1.5791
1.000	1.5757
1.618	1.5703
2.618	1.5615
4.250	1.5471

Fisher Pivots for day following 11-Apr-2012
Pivot	1 day	3 day
R1	1.5894	1.5887
PP	1.5891	1.5877
S1	1.5889	1.5868

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols