CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 29-May-2012
Day Change Summary
Previous Current
25-May-2012 29-May-2012 Change Change % Previous Week
Open 1.5667 1.5681 0.0014 0.1% 1.5809
High 1.5698 1.5715 0.0017 0.1% 1.5847
Low 1.5627 1.5606 -0.0021 -0.1% 1.5627
Close 1.5642 1.5633 -0.0009 -0.1% 1.5642
Range 0.0071 0.0109 0.0038 53.5% 0.0220
ATR 0.0095 0.0096 0.0001 1.0% 0.0000
Volume 87,160 126,910 39,750 45.6% 530,000
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 1.5978 1.5915 1.5693
R3 1.5869 1.5806 1.5663
R2 1.5760 1.5760 1.5653
R1 1.5697 1.5697 1.5643 1.5674
PP 1.5651 1.5651 1.5651 1.5640
S1 1.5588 1.5588 1.5623 1.5565
S2 1.5542 1.5542 1.5613
S3 1.5433 1.5479 1.5603
S4 1.5324 1.5370 1.5573
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.6365 1.6224 1.5763
R3 1.6145 1.6004 1.5703
R2 1.5925 1.5925 1.5682
R1 1.5784 1.5784 1.5662 1.5745
PP 1.5705 1.5705 1.5705 1.5686
S1 1.5564 1.5564 1.5622 1.5525
S2 1.5485 1.5485 1.5602
S3 1.5265 1.5344 1.5582
S4 1.5045 1.5124 1.5521
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5847 1.5606 0.0241 1.5% 0.0097 0.6% 11% False True 111,583
10 1.6111 1.5606 0.0505 3.2% 0.0106 0.7% 5% False True 118,859
20 1.6244 1.5606 0.0638 4.1% 0.0091 0.6% 4% False True 109,073
40 1.6298 1.5606 0.0692 4.4% 0.0095 0.6% 4% False True 103,557
60 1.6298 1.5591 0.0707 4.5% 0.0100 0.6% 6% False False 89,006
80 1.6298 1.5591 0.0707 4.5% 0.0099 0.6% 6% False False 66,826
100 1.6298 1.5240 0.1058 6.8% 0.0095 0.6% 37% False False 53,467
120 1.6298 1.5240 0.1058 6.8% 0.0086 0.5% 37% False False 44,558
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.6178
2.618 1.6000
1.618 1.5891
1.000 1.5824
0.618 1.5782
HIGH 1.5715
0.618 1.5673
0.500 1.5661
0.382 1.5648
LOW 1.5606
0.618 1.5539
1.000 1.5497
1.618 1.5430
2.618 1.5321
4.250 1.5143
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 1.5661 1.5666
PP 1.5651 1.5655
S1 1.5642 1.5644

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

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