CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 04-May-2012
Day Change Summary
Previous Current
03-May-2012 04-May-2012 Change Change % Previous Week
Open 1.6195 1.6176 -0.0019 -0.1% 1.6266
High 1.6212 1.6198 -0.0014 -0.1% 1.6298
Low 1.6155 1.6137 -0.0018 -0.1% 1.6137
Close 1.6178 1.6141 -0.0037 -0.2% 1.6141
Range 0.0057 0.0061 0.0004 7.0% 0.0161
ATR 0.0092 0.0090 -0.0002 -2.4% 0.0000
Volume 87,159 98,264 11,105 12.7% 457,173
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.6342 1.6302 1.6175
R3 1.6281 1.6241 1.6158
R2 1.6220 1.6220 1.6152
R1 1.6180 1.6180 1.6147 1.6170
PP 1.6159 1.6159 1.6159 1.6153
S1 1.6119 1.6119 1.6135 1.6109
S2 1.6098 1.6098 1.6130
S3 1.6037 1.6058 1.6124
S4 1.5976 1.5997 1.6107
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.6675 1.6569 1.6230
R3 1.6514 1.6408 1.6185
R2 1.6353 1.6353 1.6171
R1 1.6247 1.6247 1.6156 1.6220
PP 1.6192 1.6192 1.6192 1.6178
S1 1.6086 1.6086 1.6126 1.6059
S2 1.6031 1.6031 1.6111
S3 1.5870 1.5925 1.6097
S4 1.5709 1.5764 1.6052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6298 1.6137 0.0161 1.0% 0.0068 0.4% 2% False True 91,434
10 1.6298 1.6071 0.0227 1.4% 0.0075 0.5% 31% False False 95,992
20 1.6298 1.5802 0.0496 3.1% 0.0090 0.6% 68% False False 97,182
40 1.6298 1.5591 0.0707 4.4% 0.0101 0.6% 78% False False 87,653
60 1.6298 1.5591 0.0707 4.4% 0.0100 0.6% 78% False False 58,729
80 1.6298 1.5240 0.1058 6.6% 0.0096 0.6% 85% False False 44,056
100 1.6298 1.5240 0.1058 6.6% 0.0087 0.5% 85% False False 35,248
120 1.6298 1.5240 0.1058 6.6% 0.0074 0.5% 85% False False 29,374
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6457
2.618 1.6358
1.618 1.6297
1.000 1.6259
0.618 1.6236
HIGH 1.6198
0.618 1.6175
0.500 1.6168
0.382 1.6160
LOW 1.6137
0.618 1.6099
1.000 1.6076
1.618 1.6038
2.618 1.5977
4.250 1.5878
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 1.6168 1.6186
PP 1.6159 1.6171
S1 1.6150 1.6156

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

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