CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary
Previous Current
29-May-2012 30-May-2012 Change Change % Previous Week
Open 1.5681 1.5636 -0.0045 -0.3% 1.5809
High 1.5715 1.5637 -0.0078 -0.5% 1.5847
Low 1.5606 1.5473 -0.0133 -0.9% 1.5627
Close 1.5633 1.5484 -0.0149 -1.0% 1.5642
Range 0.0109 0.0164 0.0055 50.5% 0.0220
ATR 0.0096 0.0101 0.0005 5.0% 0.0000
Volume 126,910 112,221 -14,689 -11.6% 530,000
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 1.6023 1.5918 1.5574
R3 1.5859 1.5754 1.5529
R2 1.5695 1.5695 1.5514
R1 1.5590 1.5590 1.5499 1.5561
PP 1.5531 1.5531 1.5531 1.5517
S1 1.5426 1.5426 1.5469 1.5397
S2 1.5367 1.5367 1.5454
S3 1.5203 1.5262 1.5439
S4 1.5039 1.5098 1.5394
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 1.5773 1.5473 0.0300 1.9% 0.0108 0.7% 4% False True 113,256
10 1.6000 1.5473 0.0527 3.4% 0.0110 0.7% 2% False True 118,938
20 1.6235 1.5473 0.0762 4.9% 0.0096 0.6% 1% False True 111,070
40 1.6298 1.5473 0.0825 5.3% 0.0097 0.6% 1% False True 104,121
60 1.6298 1.5473 0.0825 5.3% 0.0102 0.7% 1% False True 90,850
80 1.6298 1.5473 0.0825 5.3% 0.0101 0.6% 1% False True 68,229
100 1.6298 1.5240 0.1058 6.8% 0.0095 0.6% 23% False False 54,589
120 1.6298 1.5240 0.1058 6.8% 0.0087 0.6% 23% False False 45,494
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 0.0024
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.6334
2.618 1.6066
1.618 1.5902
1.000 1.5801
0.618 1.5738
HIGH 1.5637
0.618 1.5574
0.500 1.5555
0.382 1.5536
LOW 1.5473
0.618 1.5372
1.000 1.5309
1.618 1.5208
2.618 1.5044
4.250 1.4776
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 1.5555 1.5594
PP 1.5531 1.5557
S1 1.5508 1.5521

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

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