CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 12-Apr-2012
Day Change Summary
Previous Current
11-Apr-2012 12-Apr-2012 Change Change % Previous Week
Open 1.5858 1.5907 0.0049 0.3% 1.6002
High 1.5933 1.5979 0.0046 0.3% 1.6056
Low 1.5845 1.5896 0.0051 0.3% 1.5797
Close 1.5896 1.5965 0.0069 0.4% 1.5823
Range 0.0088 0.0083 -0.0005 -5.7% 0.0259
ATR 0.0106 0.0104 -0.0002 -1.6% 0.0000
Volume 99,756 81,799 -17,957 -18.0% 376,487
Daily Pivots for day following 12-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.6196 1.6163 1.6011
R3 1.6113 1.6080 1.5988
R2 1.6030 1.6030 1.5980
R1 1.5997 1.5997 1.5973 1.6014
PP 1.5947 1.5947 1.5947 1.5955
S1 1.5914 1.5914 1.5957 1.5931
S2 1.5864 1.5864 1.5950
S3 1.5781 1.5831 1.5942
S4 1.5698 1.5748 1.5919
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 1.5979 1.5797 0.0182 1.1% 0.0096 0.6% 92% True False 82,562
10 1.6056 1.5797 0.0259 1.6% 0.0101 0.6% 65% False False 90,784
20 1.6056 1.5624 0.0432 2.7% 0.0106 0.7% 79% False False 86,709
40 1.6056 1.5591 0.0465 2.9% 0.0107 0.7% 80% False False 47,605
60 1.6056 1.5329 0.0727 4.6% 0.0097 0.6% 87% False False 31,748
80 1.6056 1.5240 0.0816 5.1% 0.0090 0.6% 89% False False 23,818
100 1.6056 1.5240 0.0816 5.1% 0.0074 0.5% 89% False False 19,056
120 1.6094 1.5240 0.0854 5.3% 0.0062 0.4% 85% False False 15,880
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 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6332
2.618 1.6196
1.618 1.6113
1.000 1.6062
0.618 1.6030
HIGH 1.5979
0.618 1.5947
0.500 1.5938
0.382 1.5928
LOW 1.5896
0.618 1.5845
1.000 1.5813
1.618 1.5762
2.618 1.5679
4.250 1.5543
Fisher Pivots for day following 12-Apr-2012
Pivot 1 day 3 day
R1 1.5956 1.5940
PP 1.5947 1.5915
S1 1.5938 1.5891

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

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