CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 1.5453 1.5534 0.0081 0.5% 1.5376
High 1.5453 1.5534 0.0081 0.5% 1.5539
Low 1.5414 1.5482 0.0068 0.4% 1.5345
Close 1.5446 1.5482 0.0036 0.2% 1.5446
Range 0.0039 0.0052 0.0013 33.3% 0.0194
ATR 0.0063 0.0065 0.0002 2.9% 0.0000
Volume 7 5 -2 -28.6% 30
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.5655 1.5621 1.5511
R3 1.5603 1.5569 1.5496
R2 1.5551 1.5551 1.5492
R1 1.5517 1.5517 1.5487 1.5508
PP 1.5499 1.5499 1.5499 1.5495
S1 1.5465 1.5465 1.5477 1.5456
S2 1.5447 1.5447 1.5472
S3 1.5395 1.5413 1.5468
S4 1.5343 1.5361 1.5453
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.6025 1.5930 1.5553
R3 1.5831 1.5736 1.5499
R2 1.5637 1.5637 1.5482
R1 1.5542 1.5542 1.5464 1.5590
PP 1.5443 1.5443 1.5443 1.5467
S1 1.5348 1.5348 1.5428 1.5396
S2 1.5249 1.5249 1.5410
S3 1.5055 1.5154 1.5393
S4 1.4861 1.4960 1.5339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5539 1.5345 0.0194 1.3% 0.0051 0.3% 71% False False 6
10 1.5621 1.5335 0.0286 1.8% 0.0036 0.2% 51% False False 9
20 1.6082 1.5335 0.0747 4.8% 0.0022 0.1% 20% False False 10
40 1.6243 1.5335 0.0908 5.9% 0.0011 0.1% 16% False False 6
60 1.6243 1.5335 0.0908 5.9% 0.0008 0.1% 16% False False 9
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5755
2.618 1.5670
1.618 1.5618
1.000 1.5586
0.618 1.5566
HIGH 1.5534
0.618 1.5514
0.500 1.5508
0.382 1.5502
LOW 1.5482
0.618 1.5450
1.000 1.5430
1.618 1.5398
2.618 1.5346
4.250 1.5261
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 1.5508 1.5480
PP 1.5499 1.5478
S1 1.5491 1.5477

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

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