CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 1.5534 1.5600 0.0066 0.4% 1.5534
High 1.5534 1.5704 0.0170 1.1% 1.5704
Low 1.5521 1.5600 0.0079 0.5% 1.5467
Close 1.5522 1.5673 0.0151 1.0% 1.5673
Range 0.0013 0.0104 0.0091 700.0% 0.0237
ATR 0.0062 0.0071 0.0009 13.7% 0.0000
Volume 6 12 6 100.0% 31
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.5971 1.5926 1.5730
R3 1.5867 1.5822 1.5702
R2 1.5763 1.5763 1.5692
R1 1.5718 1.5718 1.5683 1.5741
PP 1.5659 1.5659 1.5659 1.5670
S1 1.5614 1.5614 1.5663 1.5637
S2 1.5555 1.5555 1.5654
S3 1.5451 1.5510 1.5644
S4 1.5347 1.5406 1.5616
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.6326 1.6236 1.5803
R3 1.6089 1.5999 1.5738
R2 1.5852 1.5852 1.5716
R1 1.5762 1.5762 1.5695 1.5807
PP 1.5615 1.5615 1.5615 1.5637
S1 1.5525 1.5525 1.5651 1.5570
S2 1.5378 1.5378 1.5630
S3 1.5141 1.5288 1.5608
S4 1.4904 1.5051 1.5543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5704 1.5467 0.0237 1.5% 0.0055 0.4% 87% True False 6
10 1.5704 1.5345 0.0359 2.3% 0.0048 0.3% 91% True False 6
20 1.5787 1.5335 0.0452 2.9% 0.0029 0.2% 75% False False 10
40 1.6243 1.5335 0.0908 5.8% 0.0017 0.1% 37% False False 7
60 1.6243 1.5335 0.0908 5.8% 0.0012 0.1% 37% False False 7
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6146
2.618 1.5976
1.618 1.5872
1.000 1.5808
0.618 1.5768
HIGH 1.5704
0.618 1.5664
0.500 1.5652
0.382 1.5640
LOW 1.5600
0.618 1.5536
1.000 1.5496
1.618 1.5432
2.618 1.5328
4.250 1.5158
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 1.5666 1.5652
PP 1.5659 1.5631
S1 1.5652 1.5610

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

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