CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 1.5591 1.5478 -0.0113 -0.7% 1.5858
High 1.5591 1.5478 -0.0113 -0.7% 1.5858
Low 1.5591 1.5478 -0.0113 -0.7% 1.5727
Close 1.5591 1.5478 -0.0113 -0.7% 1.5751
Range
ATR 0.0070 0.0073 0.0003 4.4% 0.0000
Volume
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.5478 1.5478 1.5478
R3 1.5478 1.5478 1.5478
R2 1.5478 1.5478 1.5478
R1 1.5478 1.5478 1.5478 1.5478
PP 1.5478 1.5478 1.5478 1.5478
S1 1.5478 1.5478 1.5478 1.5478
S2 1.5478 1.5478 1.5478
S3 1.5478 1.5478 1.5478
S4 1.5478 1.5478 1.5478
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 1.5751 1.5478 0.0273 1.8% 0.0000 0.0% 0% False True
10 1.6025 1.5478 0.0547 3.5% 0.0000 0.0% 0% False True
20 1.6094 1.5478 0.0616 4.0% 0.0001 0.0% 0% False True
40 1.6094 1.5350 0.0744 4.8% 0.0000 0.0% 17% False False 1
60 1.6186 1.5322 0.0864 5.6% 0.0000 0.0% 18% False False 1
80 1.6514 1.5322 0.1192 7.7% 0.0000 0.0% 13% 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 1.5478
2.618 1.5478
1.618 1.5478
1.000 1.5478
0.618 1.5478
HIGH 1.5478
0.618 1.5478
0.500 1.5478
0.382 1.5478
LOW 1.5478
0.618 1.5478
1.000 1.5478
1.618 1.5478
2.618 1.5478
4.250 1.5478
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 1.5478 1.5546
PP 1.5478 1.5523
S1 1.5478 1.5501

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

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