CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 1.5620 1.5537 -0.0083 -0.5% 1.5620
High 1.5623 1.5537 -0.0086 -0.6% 1.5743
Low 1.5540 1.5489 -0.0051 -0.3% 1.5552
Close 1.5550 1.5489 -0.0061 -0.4% 1.5578
Range 0.0083 0.0048 -0.0035 -42.2% 0.0191
ATR 0.0073 0.0072 -0.0001 -1.2% 0.0000
Volume 69 29 -40 -58.0% 481
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.5649 1.5617 1.5515
R3 1.5601 1.5569 1.5502
R2 1.5553 1.5553 1.5498
R1 1.5521 1.5521 1.5493 1.5513
PP 1.5505 1.5505 1.5505 1.5501
S1 1.5473 1.5473 1.5485 1.5465
S2 1.5457 1.5457 1.5480
S3 1.5409 1.5425 1.5476
S4 1.5361 1.5377 1.5463
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.6197 1.6079 1.5683
R3 1.6006 1.5888 1.5631
R2 1.5815 1.5815 1.5613
R1 1.5697 1.5697 1.5596 1.5661
PP 1.5624 1.5624 1.5624 1.5606
S1 1.5506 1.5506 1.5560 1.5470
S2 1.5433 1.5433 1.5543
S3 1.5242 1.5315 1.5525
S4 1.5051 1.5124 1.5473
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5633 1.5489 0.0144 0.9% 0.0051 0.3% 0% False True 35
10 1.5743 1.5489 0.0254 1.6% 0.0067 0.4% 0% False True 66
20 1.5743 1.5335 0.0408 2.6% 0.0056 0.4% 38% False False 36
40 1.6159 1.5335 0.0824 5.3% 0.0031 0.2% 19% False False 22
60 1.6243 1.5335 0.0908 5.9% 0.0021 0.1% 17% False False 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5741
2.618 1.5663
1.618 1.5615
1.000 1.5585
0.618 1.5567
HIGH 1.5537
0.618 1.5519
0.500 1.5513
0.382 1.5507
LOW 1.5489
0.618 1.5459
1.000 1.5441
1.618 1.5411
2.618 1.5363
4.250 1.5285
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 1.5513 1.5561
PP 1.5505 1.5537
S1 1.5497 1.5513

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

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