CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 02-Dec-2011
Day Change Summary
Previous Current
01-Dec-2011 02-Dec-2011 Change Change % Previous Week
Open 1.5655 1.5566 -0.0089 -0.6% 1.5528
High 1.5655 1.5566 -0.0089 -0.6% 1.5671
Low 1.5655 1.5566 -0.0089 -0.6% 1.5467
Close 1.5655 1.5566 -0.0089 -0.6% 1.5566
Range
ATR 0.0076 0.0077 0.0001 1.2% 0.0000
Volume
Daily Pivots for day following 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.5566 1.5566 1.5566
R3 1.5566 1.5566 1.5566
R2 1.5566 1.5566 1.5566
R1 1.5566 1.5566 1.5566 1.5566
PP 1.5566 1.5566 1.5566 1.5566
S1 1.5566 1.5566 1.5566 1.5566
S2 1.5566 1.5566 1.5566
S3 1.5566 1.5566 1.5566
S4 1.5566 1.5566 1.5566
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.6180 1.6077 1.5678
R3 1.5976 1.5873 1.5622
R2 1.5772 1.5772 1.5603
R1 1.5669 1.5669 1.5585 1.5721
PP 1.5568 1.5568 1.5568 1.5594
S1 1.5465 1.5465 1.5547 1.5517
S2 1.5364 1.5364 1.5529
S3 1.5160 1.5261 1.5510
S4 1.4956 1.5057 1.5454
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5671 1.5467 0.0204 1.3% 0.0012 0.1% 49% False False 12
10 1.5751 1.5409 0.0342 2.2% 0.0015 0.1% 46% False False 6
20 1.6077 1.5409 0.0668 4.3% 0.0008 0.1% 24% False False 3
40 1.6094 1.5409 0.0685 4.4% 0.0004 0.0% 23% False False 2
60 1.6094 1.5322 0.0772 5.0% 0.0003 0.0% 32% False False 2
80 1.6514 1.5322 0.1192 7.7% 0.0002 0.0% 20% False False 2
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 1.5566
2.618 1.5566
1.618 1.5566
1.000 1.5566
0.618 1.5566
HIGH 1.5566
0.618 1.5566
0.500 1.5566
0.382 1.5566
LOW 1.5566
0.618 1.5566
1.000 1.5566
1.618 1.5566
2.618 1.5566
4.250 1.5566
Fisher Pivots for day following 02-Dec-2011
Pivot 1 day 3 day
R1 1.5566 1.5619
PP 1.5566 1.5601
S1 1.5566 1.5584

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

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