CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 1.5420 1.5480 0.0060 0.4% 1.5621
High 1.5493 1.5539 0.0046 0.3% 1.5621
Low 1.5420 1.5472 0.0052 0.3% 1.5335
Close 1.5466 1.5539 0.0073 0.5% 1.5367
Range 0.0073 0.0067 -0.0006 -8.2% 0.0286
ATR 0.0057 0.0058 0.0001 2.0% 0.0000
Volume 2 17 15 750.0% 62
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.5718 1.5695 1.5576
R3 1.5651 1.5628 1.5557
R2 1.5584 1.5584 1.5551
R1 1.5561 1.5561 1.5545 1.5573
PP 1.5517 1.5517 1.5517 1.5522
S1 1.5494 1.5494 1.5533 1.5506
S2 1.5450 1.5450 1.5527
S3 1.5383 1.5427 1.5521
S4 1.5316 1.5360 1.5502
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 1.5539 1.5335 0.0204 1.3% 0.0050 0.3% 100% True False 8
10 1.5636 1.5335 0.0301 1.9% 0.0027 0.2% 68% False False 11
20 1.6150 1.5335 0.0815 5.2% 0.0018 0.1% 25% False False 10
40 1.6243 1.5335 0.0908 5.8% 0.0009 0.1% 22% False False 6
60 1.6243 1.5335 0.0908 5.8% 0.0007 0.0% 22% False False 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5824
2.618 1.5714
1.618 1.5647
1.000 1.5606
0.618 1.5580
HIGH 1.5539
0.618 1.5513
0.500 1.5506
0.382 1.5498
LOW 1.5472
0.618 1.5431
1.000 1.5405
1.618 1.5364
2.618 1.5297
4.250 1.5187
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 1.5528 1.5507
PP 1.5517 1.5474
S1 1.5506 1.5442

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

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