CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
11-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 1.5514 1.5472 -0.0042 -0.3% 1.5368
High 1.5581 1.5591 0.0010 0.1% 1.5633
Low 1.5459 1.5454 -0.0005 0.0% 1.5320
Close 1.5498 1.5569 0.0071 0.5% 1.5459
Range 0.0122 0.0137 0.0015 12.3% 0.0313
ATR 0.0119 0.0120 0.0001 1.1% 0.0000
Volume 95,202 121,434 26,232 27.6% 468,677
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.5949 1.5896 1.5644
R3 1.5812 1.5759 1.5607
R2 1.5675 1.5675 1.5594
R1 1.5622 1.5622 1.5582 1.5649
PP 1.5538 1.5538 1.5538 1.5551
S1 1.5485 1.5485 1.5556 1.5512
S2 1.5401 1.5401 1.5544
S3 1.5264 1.5348 1.5531
S4 1.5127 1.5211 1.5494
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.6410 1.6247 1.5631
R3 1.6097 1.5934 1.5545
R2 1.5784 1.5784 1.5516
R1 1.5621 1.5621 1.5488 1.5703
PP 1.5471 1.5471 1.5471 1.5511
S1 1.5308 1.5308 1.5430 1.5390
S2 1.5158 1.5158 1.5402
S3 1.4845 1.4995 1.5373
S4 1.4532 1.4682 1.5287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5633 1.5368 0.0265 1.7% 0.0149 1.0% 76% False False 110,571
10 1.5637 1.5267 0.0370 2.4% 0.0140 0.9% 82% False False 111,496
20 1.6111 1.5267 0.0844 5.4% 0.0123 0.8% 36% False False 115,178
40 1.6298 1.5267 0.1031 6.6% 0.0104 0.7% 29% False False 109,102
60 1.6298 1.5267 0.1031 6.6% 0.0104 0.7% 29% False False 102,408
80 1.6298 1.5267 0.1031 6.6% 0.0106 0.7% 29% False False 80,754
100 1.6298 1.5267 0.1031 6.6% 0.0100 0.6% 29% False False 64,613
120 1.6298 1.5240 0.1058 6.8% 0.0096 0.6% 31% False False 53,849
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 0.0027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6173
2.618 1.5950
1.618 1.5813
1.000 1.5728
0.618 1.5676
HIGH 1.5591
0.618 1.5539
0.500 1.5523
0.382 1.5506
LOW 1.5454
0.618 1.5369
1.000 1.5317
1.618 1.5232
2.618 1.5095
4.250 1.4872
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 1.5554 1.5545
PP 1.5538 1.5521
S1 1.5523 1.5497

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

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