CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 1.5668 1.5615 -0.0053 -0.3% 1.5528
High 1.5668 1.5615 -0.0053 -0.3% 1.5671
Low 1.5668 1.5615 -0.0053 -0.3% 1.5467
Close 1.5668 1.5615 -0.0053 -0.3% 1.5566
Range
ATR 0.0074 0.0072 -0.0001 -2.0% 0.0000
Volume
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.5615 1.5615 1.5615
R3 1.5615 1.5615 1.5615
R2 1.5615 1.5615 1.5615
R1 1.5615 1.5615 1.5615 1.5615
PP 1.5615 1.5615 1.5615 1.5615
S1 1.5615 1.5615 1.5615 1.5615
S2 1.5615 1.5615 1.5615
S3 1.5615 1.5615 1.5615
S4 1.5615 1.5615 1.5615
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% 48% False False
10 1.5671 1.5409 0.0262 1.7% 0.0015 0.1% 79% False False 6
20 1.6025 1.5409 0.0616 3.9% 0.0008 0.0% 33% False False 3
40 1.6094 1.5409 0.0685 4.4% 0.0004 0.0% 30% False False 2
60 1.6094 1.5322 0.0772 4.9% 0.0003 0.0% 38% False False 2
80 1.6514 1.5322 0.1192 7.6% 0.0002 0.0% 25% 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 True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.5615
2.618 1.5615
1.618 1.5615
1.000 1.5615
0.618 1.5615
HIGH 1.5615
0.618 1.5615
0.500 1.5615
0.382 1.5615
LOW 1.5615
0.618 1.5615
1.000 1.5615
1.618 1.5615
2.618 1.5615
4.250 1.5615
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 1.5615 1.5623
PP 1.5615 1.5620
S1 1.5615 1.5618

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

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