CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary
Previous Current
18-Jun-2012 19-Jun-2012 Change Change % Previous Week
Open 1.5620 1.5628 0.0008 0.1% 1.5534
High 1.5660 1.5743 0.0083 0.5% 1.5704
Low 1.5620 1.5628 0.0008 0.1% 1.5467
Close 1.5660 1.5724 0.0064 0.4% 1.5673
Range 0.0040 0.0115 0.0075 187.5% 0.0237
ATR 0.0070 0.0073 0.0003 4.7% 0.0000
Volume 4 1 -3 -75.0% 31
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.6043 1.5999 1.5787
R3 1.5928 1.5884 1.5756
R2 1.5813 1.5813 1.5745
R1 1.5769 1.5769 1.5735 1.5791
PP 1.5698 1.5698 1.5698 1.5710
S1 1.5654 1.5654 1.5713 1.5676
S2 1.5583 1.5583 1.5703
S3 1.5468 1.5539 1.5692
S4 1.5353 1.5424 1.5661
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 1.5743 1.5515 0.0228 1.5% 0.0054 0.3% 92% True False 5
10 1.5743 1.5414 0.0329 2.1% 0.0061 0.4% 94% True False 6
20 1.5756 1.5335 0.0421 2.7% 0.0037 0.2% 92% False False 9
40 1.6243 1.5335 0.0908 5.8% 0.0021 0.1% 43% False False 7
60 1.6243 1.5335 0.0908 5.8% 0.0015 0.1% 43% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 73 trading days
Fibonacci Retracements and Extensions
4.250 1.6232
2.618 1.6044
1.618 1.5929
1.000 1.5858
0.618 1.5814
HIGH 1.5743
0.618 1.5699
0.500 1.5686
0.382 1.5672
LOW 1.5628
0.618 1.5557
1.000 1.5513
1.618 1.5442
2.618 1.5327
4.250 1.5139
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 1.5711 1.5707
PP 1.5698 1.5689
S1 1.5686 1.5672

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

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