CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 1.5528 1.5579 0.0051 0.3% 1.5613
High 1.5528 1.5579 0.0051 0.3% 1.5613
Low 1.5467 1.5579 0.0112 0.7% 1.5409
Close 1.5467 1.5579 0.0112 0.7% 1.5409
Range 0.0061 0.0000 -0.0061 -100.0% 0.0204
ATR 0.0078 0.0080 0.0002 3.2% 0.0000
Volume 53 3 -50 -94.3% 0
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.5579 1.5579 1.5579
R3 1.5579 1.5579 1.5579
R2 1.5579 1.5579 1.5579
R1 1.5579 1.5579 1.5579 1.5579
PP 1.5579 1.5579 1.5579 1.5579
S1 1.5579 1.5579 1.5579 1.5579
S2 1.5579 1.5579 1.5579
S3 1.5579 1.5579 1.5579
S4 1.5579 1.5579 1.5579
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.6089 1.5953 1.5521
R3 1.5885 1.5749 1.5465
R2 1.5681 1.5681 1.5446
R1 1.5545 1.5545 1.5428 1.5511
PP 1.5477 1.5477 1.5477 1.5460
S1 1.5341 1.5341 1.5390 1.5307
S2 1.5273 1.5273 1.5372
S3 1.5069 1.5137 1.5353
S4 1.4865 1.4933 1.5297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5591 1.5409 0.0182 1.2% 0.0030 0.2% 93% False False 11
10 1.5798 1.5409 0.0389 2.5% 0.0015 0.1% 44% False False 5
20 1.6077 1.5409 0.0668 4.3% 0.0008 0.1% 25% False False 3
40 1.6094 1.5350 0.0744 4.8% 0.0004 0.0% 31% False False 2
60 1.6094 1.5322 0.0772 5.0% 0.0003 0.0% 33% False False 2
80 1.6514 1.5322 0.1192 7.7% 0.0002 0.0% 22% False False 2
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5579
2.618 1.5579
1.618 1.5579
1.000 1.5579
0.618 1.5579
HIGH 1.5579
0.618 1.5579
0.500 1.5579
0.382 1.5579
LOW 1.5579
0.618 1.5579
1.000 1.5579
1.618 1.5579
2.618 1.5579
4.250 1.5579
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 1.5579 1.5551
PP 1.5579 1.5522
S1 1.5579 1.5494

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

View Archives - Comment on this page... - Back to Index of Symbols