CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 06-Jun-2012
Day Change Summary
Previous Current
05-Jun-2012 06-Jun-2012 Change Change % Previous Week
Open 1.5345 1.5420 0.0075 0.5% 1.5621
High 1.5370 1.5493 0.0123 0.8% 1.5621
Low 1.5345 1.5420 0.0075 0.5% 1.5335
Close 1.5364 1.5466 0.0102 0.7% 1.5367
Range 0.0025 0.0073 0.0048 192.0% 0.0286
ATR 0.0051 0.0057 0.0006 10.8% 0.0000
Volume 2 2 0 0.0% 62
Daily Pivots for day following 06-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.5679 1.5645 1.5506
R3 1.5606 1.5572 1.5486
R2 1.5533 1.5533 1.5479
R1 1.5499 1.5499 1.5473 1.5516
PP 1.5460 1.5460 1.5460 1.5468
S1 1.5426 1.5426 1.5459 1.5443
S2 1.5387 1.5387 1.5453
S3 1.5314 1.5353 1.5446
S4 1.5241 1.5280 1.5426
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 1.5493 1.5335 0.0158 1.0% 0.0040 0.3% 83% True False 8
10 1.5674 1.5335 0.0339 2.2% 0.0020 0.1% 39% False False 11
20 1.6150 1.5335 0.0815 5.3% 0.0015 0.1% 16% False False 10
40 1.6243 1.5335 0.0908 5.9% 0.0007 0.0% 14% False False 6
60 1.6243 1.5335 0.0908 5.9% 0.0006 0.0% 14% False False 11
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5803
2.618 1.5684
1.618 1.5611
1.000 1.5566
0.618 1.5538
HIGH 1.5493
0.618 1.5465
0.500 1.5457
0.382 1.5448
LOW 1.5420
0.618 1.5375
1.000 1.5347
1.618 1.5302
2.618 1.5229
4.250 1.5110
Fisher Pivots for day following 06-Jun-2012
Pivot 1 day 3 day
R1 1.5463 1.5450
PP 1.5460 1.5435
S1 1.5457 1.5419

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

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