CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 1.5467 1.5515 0.0048 0.3% 1.5376
High 1.5574 1.5515 -0.0059 -0.4% 1.5539
Low 1.5467 1.5515 0.0048 0.3% 1.5345
Close 1.5556 1.5515 -0.0041 -0.3% 1.5446
Range 0.0107 0.0000 -0.0107 -100.0% 0.0194
ATR 0.0068 0.0066 -0.0002 -2.8% 0.0000
Volume 2 6 4 200.0% 30
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.5515 1.5515 1.5515
R3 1.5515 1.5515 1.5515
R2 1.5515 1.5515 1.5515
R1 1.5515 1.5515 1.5515 1.5515
PP 1.5515 1.5515 1.5515 1.5515
S1 1.5515 1.5515 1.5515 1.5515
S2 1.5515 1.5515 1.5515
S3 1.5515 1.5515 1.5515
S4 1.5515 1.5515 1.5515
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 1.5574 1.5414 0.0160 1.0% 0.0053 0.3% 63% False False 7
10 1.5574 1.5335 0.0239 1.5% 0.0047 0.3% 75% False False 7
20 1.5901 1.5335 0.0566 3.6% 0.0027 0.2% 32% False False 10
40 1.6243 1.5335 0.0908 5.9% 0.0014 0.1% 20% False False 6
60 1.6243 1.5335 0.0908 5.9% 0.0010 0.1% 20% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.5515
2.618 1.5515
1.618 1.5515
1.000 1.5515
0.618 1.5515
HIGH 1.5515
0.618 1.5515
0.500 1.5515
0.382 1.5515
LOW 1.5515
0.618 1.5515
1.000 1.5515
1.618 1.5515
2.618 1.5515
4.250 1.5515
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 1.5515 1.5521
PP 1.5515 1.5519
S1 1.5515 1.5517

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

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