CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 1.5515 1.5534 0.0019 0.1% 1.5376
High 1.5515 1.5534 0.0019 0.1% 1.5539
Low 1.5515 1.5521 0.0006 0.0% 1.5345
Close 1.5515 1.5522 0.0007 0.0% 1.5446
Range 0.0000 0.0013 0.0013 0.0194
ATR 0.0066 0.0062 -0.0003 -5.1% 0.0000
Volume 6 6 0 0.0% 30
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.5565 1.5556 1.5529
R3 1.5552 1.5543 1.5526
R2 1.5539 1.5539 1.5524
R1 1.5530 1.5530 1.5523 1.5528
PP 1.5526 1.5526 1.5526 1.5525
S1 1.5517 1.5517 1.5521 1.5515
S2 1.5513 1.5513 1.5520
S3 1.5500 1.5504 1.5518
S4 1.5487 1.5491 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% 0.0042 0.3% 68% False False 5
10 1.5574 1.5335 0.0239 1.5% 0.0046 0.3% 78% False False 6
20 1.5797 1.5335 0.0462 3.0% 0.0025 0.2% 40% False False 10
40 1.6243 1.5335 0.0908 5.8% 0.0014 0.1% 21% False False 6
60 1.6243 1.5335 0.0908 5.8% 0.0010 0.1% 21% False False 8
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 1.5589
2.618 1.5568
1.618 1.5555
1.000 1.5547
0.618 1.5542
HIGH 1.5534
0.618 1.5529
0.500 1.5528
0.382 1.5526
LOW 1.5521
0.618 1.5513
1.000 1.5508
1.618 1.5500
2.618 1.5487
4.250 1.5466
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 1.5528 1.5522
PP 1.5526 1.5521
S1 1.5524 1.5521

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

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