CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 1.5751 1.5613 -0.0138 -0.9% 1.5858
High 1.5751 1.5613 -0.0138 -0.9% 1.5858
Low 1.5751 1.5613 -0.0138 -0.9% 1.5727
Close 1.5751 1.5613 -0.0138 -0.9% 1.5751
Range
ATR 0.0069 0.0074 0.0005 7.2% 0.0000
Volume
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.5613 1.5613 1.5613
R3 1.5613 1.5613 1.5613
R2 1.5613 1.5613 1.5613
R1 1.5613 1.5613 1.5613 1.5613
PP 1.5613 1.5613 1.5613 1.5613
S1 1.5613 1.5613 1.5613 1.5613
S2 1.5613 1.5613 1.5613
S3 1.5613 1.5613 1.5613
S4 1.5613 1.5613 1.5613
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.6172 1.6092 1.5823
R3 1.6041 1.5961 1.5787
R2 1.5910 1.5910 1.5775
R1 1.5830 1.5830 1.5763 1.5805
PP 1.5779 1.5779 1.5779 1.5766
S1 1.5699 1.5699 1.5739 1.5674
S2 1.5648 1.5648 1.5727
S3 1.5517 1.5568 1.5715
S4 1.5386 1.5437 1.5679
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5798 1.5613 0.0185 1.2% 0.0000 0.0% 0% False True
10 1.6077 1.5613 0.0464 3.0% 0.0000 0.0% 0% False True 1
20 1.6094 1.5613 0.0481 3.1% 0.0001 0.0% 0% False True 1
40 1.6094 1.5350 0.0744 4.8% 0.0000 0.0% 35% False False 1
60 1.6352 1.5322 0.1030 6.6% 0.0000 0.0% 28% False False 1
80 1.6514 1.5322 0.1192 7.6% 0.0000 0.0% 24% False False 1
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 1.5613
2.618 1.5613
1.618 1.5613
1.000 1.5613
0.618 1.5613
HIGH 1.5613
0.618 1.5613
0.500 1.5613
0.382 1.5613
LOW 1.5613
0.618 1.5613
1.000 1.5613
1.618 1.5613
2.618 1.5613
4.250 1.5613
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 1.5613 1.5682
PP 1.5613 1.5659
S1 1.5613 1.5636

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

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