CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 1.5380 1.5418 0.0038 0.2% 1.5621
High 1.5399 1.5418 0.0019 0.1% 1.5621
Low 1.5380 1.5335 -0.0045 -0.3% 1.5335
Close 1.5399 1.5367 -0.0032 -0.2% 1.5367
Range 0.0019 0.0083 0.0064 336.8% 0.0286
ATR 0.0054 0.0056 0.0002 3.8% 0.0000
Volume 14 20 6 42.9% 62
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.5622 1.5578 1.5413
R3 1.5539 1.5495 1.5390
R2 1.5456 1.5456 1.5382
R1 1.5412 1.5412 1.5375 1.5393
PP 1.5373 1.5373 1.5373 1.5364
S1 1.5329 1.5329 1.5359 1.5310
S2 1.5290 1.5290 1.5352
S3 1.5207 1.5246 1.5344
S4 1.5124 1.5163 1.5321
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.6299 1.6119 1.5524
R3 1.6013 1.5833 1.5446
R2 1.5727 1.5727 1.5419
R1 1.5547 1.5547 1.5393 1.5494
PP 1.5441 1.5441 1.5441 1.5415
S1 1.5261 1.5261 1.5341 1.5208
S2 1.5155 1.5155 1.5315
S3 1.4869 1.4975 1.5288
S4 1.4583 1.4689 1.5210
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5630 1.5335 0.0295 1.9% 0.0020 0.1% 11% False True 15
10 1.5787 1.5335 0.0452 2.9% 0.0010 0.1% 7% False True 14
20 1.6159 1.5335 0.0824 5.4% 0.0010 0.1% 4% False True 10
40 1.6243 1.5335 0.0908 5.9% 0.0005 0.0% 4% False True 6
60 1.6243 1.5335 0.0908 5.9% 0.0004 0.0% 4% False True 12
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 0.0000
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 1.5771
2.618 1.5635
1.618 1.5552
1.000 1.5501
0.618 1.5469
HIGH 1.5418
0.618 1.5386
0.500 1.5377
0.382 1.5367
LOW 1.5335
0.618 1.5284
1.000 1.5252
1.618 1.5201
2.618 1.5118
4.250 1.4982
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 1.5377 1.5404
PP 1.5373 1.5391
S1 1.5370 1.5379

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

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