CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 1.5995 1.5910 -0.0085 -0.5% 1.6150
High 1.6000 1.5931 -0.0069 -0.4% 1.6195
Low 1.5884 1.5761 -0.0123 -0.8% 1.6057
Close 1.5911 1.5814 -0.0097 -0.6% 1.6067
Range 0.0116 0.0170 0.0054 46.6% 0.0138
ATR 0.0093 0.0098 0.0006 5.9% 0.0000
Volume 152,548 149,269 -3,279 -2.1% 522,849
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 1.6345 1.6250 1.5908
R3 1.6175 1.6080 1.5861
R2 1.6005 1.6005 1.5845
R1 1.5910 1.5910 1.5830 1.5873
PP 1.5835 1.5835 1.5835 1.5817
S1 1.5740 1.5740 1.5798 1.5703
S2 1.5665 1.5665 1.5783
S3 1.5495 1.5570 1.5767
S4 1.5325 1.5400 1.5721
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.6520 1.6432 1.6143
R3 1.6382 1.6294 1.6105
R2 1.6244 1.6244 1.6092
R1 1.6156 1.6156 1.6080 1.6131
PP 1.6106 1.6106 1.6106 1.6094
S1 1.6018 1.6018 1.6054 1.5993
S2 1.5968 1.5968 1.6042
S3 1.5830 1.5880 1.6029
S4 1.5692 1.5742 1.5991
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6140 1.5761 0.0379 2.4% 0.0114 0.7% 14% False True 125,118
10 1.6198 1.5761 0.0437 2.8% 0.0098 0.6% 12% False True 114,511
20 1.6298 1.5761 0.0537 3.4% 0.0089 0.6% 10% False True 105,975
40 1.6298 1.5761 0.0537 3.4% 0.0098 0.6% 10% False True 100,560
60 1.6298 1.5591 0.0707 4.5% 0.0101 0.6% 32% False False 76,156
80 1.6298 1.5525 0.0773 4.9% 0.0098 0.6% 37% False False 57,137
100 1.6298 1.5240 0.1058 6.7% 0.0092 0.6% 54% False False 45,715
120 1.6298 1.5240 0.1058 6.7% 0.0081 0.5% 54% False False 38,098
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 1.6654
2.618 1.6376
1.618 1.6206
1.000 1.6101
0.618 1.6036
HIGH 1.5931
0.618 1.5866
0.500 1.5846
0.382 1.5826
LOW 1.5761
0.618 1.5656
1.000 1.5591
1.618 1.5486
2.618 1.5316
4.250 1.5039
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 1.5846 1.5936
PP 1.5835 1.5895
S1 1.5825 1.5855

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

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