CME British Pound Future June 2012


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Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 04-Jun-2012 Change Change % Previous Week
Open 1.5404 1.5368 -0.0036 -0.2% 1.5681
High 1.5434 1.5415 -0.0019 -0.1% 1.5715
Low 1.5267 1.5341 0.0074 0.5% 1.5267
Close 1.5372 1.5382 0.0010 0.1% 1.5372
Range 0.0167 0.0074 -0.0093 -55.7% 0.0448
ATR 0.0110 0.0107 -0.0003 -2.3% 0.0000
Volume 170,631 62,603 -108,028 -63.3% 556,565
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.5601 1.5566 1.5423
R3 1.5527 1.5492 1.5402
R2 1.5453 1.5453 1.5396
R1 1.5418 1.5418 1.5389 1.5436
PP 1.5379 1.5379 1.5379 1.5388
S1 1.5344 1.5344 1.5375 1.5362
S2 1.5305 1.5305 1.5368
S3 1.5231 1.5270 1.5362
S4 1.5157 1.5196 1.5341
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.6795 1.6532 1.5618
R3 1.6347 1.6084 1.5495
R2 1.5899 1.5899 1.5454
R1 1.5636 1.5636 1.5413 1.5544
PP 1.5451 1.5451 1.5451 1.5405
S1 1.5188 1.5188 1.5331 1.5096
S2 1.5003 1.5003 1.5290
S3 1.4555 1.4740 1.5249
S4 1.4107 1.4292 1.5126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5715 1.5267 0.0448 2.9% 0.0136 0.9% 26% False False 123,833
10 1.5847 1.5267 0.0580 3.8% 0.0112 0.7% 20% False False 114,916
20 1.6195 1.5267 0.0928 6.0% 0.0107 0.7% 12% False False 115,722
40 1.6298 1.5267 0.1031 6.7% 0.0098 0.6% 11% False False 106,452
60 1.6298 1.5267 0.1031 6.7% 0.0103 0.7% 11% False False 97,009
80 1.6298 1.5267 0.1031 6.7% 0.0102 0.7% 11% False False 72,977
100 1.6298 1.5240 0.1058 6.9% 0.0098 0.6% 13% False False 58,389
120 1.6298 1.5240 0.1058 6.9% 0.0090 0.6% 13% False False 48,660
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5730
2.618 1.5609
1.618 1.5535
1.000 1.5489
0.618 1.5461
HIGH 1.5415
0.618 1.5387
0.500 1.5378
0.382 1.5369
LOW 1.5341
0.618 1.5295
1.000 1.5267
1.618 1.5221
2.618 1.5147
4.250 1.5027
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 1.5381 1.5396
PP 1.5379 1.5391
S1 1.5378 1.5387

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

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