CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 1.5809 1.5823 0.0014 0.1% 1.6066
High 1.5840 1.5847 0.0007 0.0% 1.6121
Low 1.5777 1.5739 -0.0038 -0.2% 1.5730
Close 1.5804 1.5773 -0.0031 -0.2% 1.5801
Range 0.0063 0.0108 0.0045 71.4% 0.0391
ATR 0.0096 0.0097 0.0001 0.9% 0.0000
Volume 98,993 103,856 4,863 4.9% 642,431
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 1.6110 1.6050 1.5832
R3 1.6002 1.5942 1.5803
R2 1.5894 1.5894 1.5793
R1 1.5834 1.5834 1.5783 1.5810
PP 1.5786 1.5786 1.5786 1.5775
S1 1.5726 1.5726 1.5763 1.5702
S2 1.5678 1.5678 1.5753
S3 1.5570 1.5618 1.5743
S4 1.5462 1.5510 1.5714
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.7057 1.6820 1.6016
R3 1.6666 1.6429 1.5909
R2 1.6275 1.6275 1.5873
R1 1.6038 1.6038 1.5837 1.5961
PP 1.5884 1.5884 1.5884 1.5846
S1 1.5647 1.5647 1.5765 1.5570
S2 1.5493 1.5493 1.5729
S3 1.5102 1.5256 1.5693
S4 1.4711 1.4865 1.5586
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6000 1.5730 0.0270 1.7% 0.0112 0.7% 16% False False 124,620
10 1.6180 1.5730 0.0450 2.9% 0.0103 0.7% 10% False False 118,982
20 1.6298 1.5730 0.0568 3.6% 0.0092 0.6% 8% False False 107,330
40 1.6298 1.5730 0.0568 3.6% 0.0095 0.6% 8% False False 102,223
60 1.6298 1.5591 0.0707 4.5% 0.0101 0.6% 26% False False 81,497
80 1.6298 1.5591 0.0707 4.5% 0.0098 0.6% 26% False False 61,152
100 1.6298 1.5240 0.1058 6.7% 0.0094 0.6% 50% False False 48,927
120 1.6298 1.5240 0.1058 6.7% 0.0082 0.5% 50% False False 40,775
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6306
2.618 1.6130
1.618 1.6022
1.000 1.5955
0.618 1.5914
HIGH 1.5847
0.618 1.5806
0.500 1.5793
0.382 1.5780
LOW 1.5739
0.618 1.5672
1.000 1.5631
1.618 1.5564
2.618 1.5456
4.250 1.5280
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 1.5793 1.5789
PP 1.5786 1.5783
S1 1.5780 1.5778

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

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