CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 1.6089 1.6039 -0.0050 -0.3% 1.6011
High 1.6089 1.6039 -0.0050 -0.3% 1.6029
Low 1.6089 1.6039 -0.0050 -0.3% 1.6008
Close 1.6089 1.6039 -0.0050 -0.3% 1.6014
Range
ATR 0.0031 0.0032 0.0001 4.6% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.6039 1.6039 1.6039
R3 1.6039 1.6039 1.6039
R2 1.6039 1.6039 1.6039
R1 1.6039 1.6039 1.6039 1.6039
PP 1.6039 1.6039 1.6039 1.6039
S1 1.6039 1.6039 1.6039 1.6039
S2 1.6039 1.6039 1.6039
S3 1.6039 1.6039 1.6039
S4 1.6039 1.6039 1.6039
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.6080 1.6068 1.6026
R3 1.6059 1.6047 1.6020
R2 1.6038 1.6038 1.6018
R1 1.6026 1.6026 1.6016 1.6032
PP 1.6017 1.6017 1.6017 1.6020
S1 1.6005 1.6005 1.6012 1.6011
S2 1.5996 1.5996 1.6010
S3 1.5975 1.5984 1.6008
S4 1.5954 1.5963 1.6002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6097 1.6014 0.0083 0.5% 0.0005 0.0% 30% False False 2
10 1.6097 1.6008 0.0089 0.6% 0.0003 0.0% 35% False False 2
20 1.6097 1.5843 0.0254 1.6% 0.0001 0.0% 77% False False 2
40 1.6137 1.5843 0.0294 1.8% 0.0001 0.0% 67% False False 1
60 1.6230 1.5843 0.0387 2.4% 0.0001 0.0% 51% False False 7
80 1.6230 1.5675 0.0555 3.5% 0.0001 0.0% 66% False False 15
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.6039
2.618 1.6039
1.618 1.6039
1.000 1.6039
0.618 1.6039
HIGH 1.6039
0.618 1.6039
0.500 1.6039
0.382 1.6039
LOW 1.6039
0.618 1.6039
1.000 1.6039
1.618 1.6039
2.618 1.6039
4.250 1.6039
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 1.6039 1.6068
PP 1.6039 1.6058
S1 1.6039 1.6049

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

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