CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 1.5368 1.5381 0.0013 0.1% 1.5681
High 1.5415 1.5407 -0.0008 -0.1% 1.5715
Low 1.5341 1.5320 -0.0021 -0.1% 1.5267
Close 1.5382 1.5368 -0.0014 -0.1% 1.5372
Range 0.0074 0.0087 0.0013 17.6% 0.0448
ATR 0.0107 0.0106 -0.0001 -1.4% 0.0000
Volume 62,603 69,855 7,252 11.6% 556,565
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.5626 1.5584 1.5416
R3 1.5539 1.5497 1.5392
R2 1.5452 1.5452 1.5384
R1 1.5410 1.5410 1.5376 1.5388
PP 1.5365 1.5365 1.5365 1.5354
S1 1.5323 1.5323 1.5360 1.5301
S2 1.5278 1.5278 1.5352
S3 1.5191 1.5236 1.5344
S4 1.5104 1.5149 1.5320
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 1.5637 1.5267 0.0370 2.4% 0.0132 0.9% 27% False False 112,422
10 1.5847 1.5267 0.0580 3.8% 0.0114 0.7% 17% False False 112,003
20 1.6195 1.5267 0.0928 6.0% 0.0107 0.7% 11% False False 115,307
40 1.6298 1.5267 0.1031 6.7% 0.0098 0.6% 10% False False 107,316
60 1.6298 1.5267 0.1031 6.7% 0.0101 0.7% 10% False False 97,894
80 1.6298 1.5267 0.1031 6.7% 0.0102 0.7% 10% False False 73,850
100 1.6298 1.5240 0.1058 6.9% 0.0097 0.6% 12% False False 59,087
120 1.6298 1.5240 0.1058 6.9% 0.0091 0.6% 12% False False 49,243
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5777
2.618 1.5635
1.618 1.5548
1.000 1.5494
0.618 1.5461
HIGH 1.5407
0.618 1.5374
0.500 1.5364
0.382 1.5353
LOW 1.5320
0.618 1.5266
1.000 1.5233
1.618 1.5179
2.618 1.5092
4.250 1.4950
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 1.5367 1.5362
PP 1.5365 1.5356
S1 1.5364 1.5351

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

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