CME British Pound Future December 2012


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 1.5418 1.5376 -0.0042 -0.3% 1.5621
High 1.5418 1.5376 -0.0042 -0.3% 1.5621
Low 1.5335 1.5376 0.0041 0.3% 1.5335
Close 1.5367 1.5376 0.0009 0.1% 1.5367
Range 0.0083 0.0000 -0.0083 -100.0% 0.0286
ATR 0.0056 0.0053 -0.0003 -6.0% 0.0000
Volume 20 2 -18 -90.0% 62
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.5376 1.5376 1.5376
R3 1.5376 1.5376 1.5376
R2 1.5376 1.5376 1.5376
R1 1.5376 1.5376 1.5376 1.5376
PP 1.5376 1.5376 1.5376 1.5376
S1 1.5376 1.5376 1.5376 1.5376
S2 1.5376 1.5376 1.5376
S3 1.5376 1.5376 1.5376
S4 1.5376 1.5376 1.5376
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 1.5621 1.5335 0.0286 1.9% 0.0020 0.1% 14% False False 12
10 1.5787 1.5335 0.0452 2.9% 0.0010 0.1% 9% False False 13
20 1.6159 1.5335 0.0824 5.4% 0.0010 0.1% 5% False False 10
40 1.6243 1.5335 0.0908 5.9% 0.0005 0.0% 5% False False 6
60 1.6243 1.5335 0.0908 5.9% 0.0004 0.0% 5% False False 12
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5376
2.618 1.5376
1.618 1.5376
1.000 1.5376
0.618 1.5376
HIGH 1.5376
0.618 1.5376
0.500 1.5376
0.382 1.5376
LOW 1.5376
0.618 1.5376
1.000 1.5376
1.618 1.5376
2.618 1.5376
4.250 1.5376
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 1.5376 1.5377
PP 1.5376 1.5376
S1 1.5376 1.5376

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

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