CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 1.5577 1.5668 0.0091 0.6% 1.5528
High 1.5577 1.5668 0.0091 0.6% 1.5671
Low 1.5577 1.5668 0.0091 0.6% 1.5467
Close 1.5577 1.5668 0.0091 0.6% 1.5566
Range
ATR 0.0073 0.0074 0.0001 1.8% 0.0000
Volume
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.5668 1.5668 1.5668
R3 1.5668 1.5668 1.5668
R2 1.5668 1.5668 1.5668
R1 1.5668 1.5668 1.5668 1.5668
PP 1.5668 1.5668 1.5668 1.5668
S1 1.5668 1.5668 1.5668 1.5668
S2 1.5668 1.5668 1.5668
S3 1.5668 1.5668 1.5668
S4 1.5668 1.5668 1.5668
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 1.5668 1.5566 0.0102 0.7% 0.0000 0.0% 100% True False
10 1.5671 1.5409 0.0262 1.7% 0.0015 0.1% 99% False False 6
20 1.6025 1.5409 0.0616 3.9% 0.0008 0.0% 42% False False 3
40 1.6094 1.5409 0.0685 4.4% 0.0004 0.0% 38% False False 2
60 1.6094 1.5322 0.0772 4.9% 0.0003 0.0% 45% False False 2
80 1.6514 1.5322 0.1192 7.6% 0.0002 0.0% 29% 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 1.5668
2.618 1.5668
1.618 1.5668
1.000 1.5668
0.618 1.5668
HIGH 1.5668
0.618 1.5668
0.500 1.5668
0.382 1.5668
LOW 1.5668
0.618 1.5668
1.000 1.5668
1.618 1.5668
2.618 1.5668
4.250 1.5668
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 1.5668 1.5653
PP 1.5668 1.5638
S1 1.5668 1.5623

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

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