CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 30-Apr-2012
Day Change Summary
Previous Current
27-Apr-2012 30-Apr-2012 Change Change % Previous Week
Open 1.6176 1.6266 0.0090 0.6% 1.6117
High 1.6276 1.6298 0.0022 0.1% 1.6276
Low 1.6149 1.6217 0.0068 0.4% 1.6071
Close 1.6264 1.6229 -0.0035 -0.2% 1.6264
Range 0.0127 0.0081 -0.0046 -36.2% 0.0205
ATR 0.0100 0.0098 -0.0001 -1.3% 0.0000
Volume 105,229 97,901 -7,328 -7.0% 502,756
Daily Pivots for day following 30-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.6491 1.6441 1.6274
R3 1.6410 1.6360 1.6251
R2 1.6329 1.6329 1.6244
R1 1.6279 1.6279 1.6236 1.6264
PP 1.6248 1.6248 1.6248 1.6240
S1 1.6198 1.6198 1.6222 1.6183
S2 1.6167 1.6167 1.6214
S3 1.6086 1.6117 1.6207
S4 1.6005 1.6036 1.6184
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.6819 1.6746 1.6377
R3 1.6614 1.6541 1.6320
R2 1.6409 1.6409 1.6302
R1 1.6336 1.6336 1.6283 1.6373
PP 1.6204 1.6204 1.6204 1.6222
S1 1.6131 1.6131 1.6245 1.6168
S2 1.5999 1.5999 1.6226
S3 1.5794 1.5926 1.6208
S4 1.5589 1.5721 1.6151
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6298 1.6077 0.0221 1.4% 0.0087 0.5% 69% True False 101,518
10 1.6298 1.5857 0.0441 2.7% 0.0094 0.6% 84% True False 106,765
20 1.6298 1.5797 0.0501 3.1% 0.0098 0.6% 86% True False 98,042
40 1.6298 1.5591 0.0707 4.4% 0.0105 0.6% 90% True False 78,973
60 1.6298 1.5591 0.0707 4.4% 0.0102 0.6% 90% True False 52,744
80 1.6298 1.5240 0.1058 6.5% 0.0095 0.6% 93% True False 39,565
100 1.6298 1.5240 0.1058 6.5% 0.0084 0.5% 93% True False 31,655
120 1.6298 1.5240 0.1058 6.5% 0.0072 0.4% 93% True False 26,380
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6642
2.618 1.6510
1.618 1.6429
1.000 1.6379
0.618 1.6348
HIGH 1.6298
0.618 1.6267
0.500 1.6258
0.382 1.6248
LOW 1.6217
0.618 1.6167
1.000 1.6136
1.618 1.6086
2.618 1.6005
4.250 1.5873
Fisher Pivots for day following 30-Apr-2012
Pivot 1 day 3 day
R1 1.6258 1.6227
PP 1.6248 1.6225
S1 1.6239 1.6224

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

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