CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 1.5615 1.5633 0.0018 0.1% 1.5616
High 1.5615 1.5633 0.0018 0.1% 1.5668
Low 1.5615 1.5633 0.0018 0.1% 1.5577
Close 1.5615 1.5633 0.0018 0.1% 1.5633
Range
ATR 0.0072 0.0069 -0.0004 -5.4% 0.0000
Volume
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.5633 1.5633 1.5633
R3 1.5633 1.5633 1.5633
R2 1.5633 1.5633 1.5633
R1 1.5633 1.5633 1.5633 1.5633
PP 1.5633 1.5633 1.5633 1.5633
S1 1.5633 1.5633 1.5633 1.5633
S2 1.5633 1.5633 1.5633
S3 1.5633 1.5633 1.5633
S4 1.5633 1.5633 1.5633
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.5899 1.5857 1.5683
R3 1.5808 1.5766 1.5658
R2 1.5717 1.5717 1.5650
R1 1.5675 1.5675 1.5641 1.5696
PP 1.5626 1.5626 1.5626 1.5637
S1 1.5584 1.5584 1.5625 1.5605
S2 1.5535 1.5535 1.5616
S3 1.5444 1.5493 1.5608
S4 1.5353 1.5402 1.5583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5668 1.5577 0.0091 0.6% 0.0000 0.0% 62% False False
10 1.5671 1.5467 0.0204 1.3% 0.0006 0.0% 81% False False 6
20 1.6025 1.5409 0.0616 3.9% 0.0008 0.0% 36% False False 3
40 1.6094 1.5409 0.0685 4.4% 0.0004 0.0% 33% False False 2
60 1.6094 1.5322 0.0772 4.9% 0.0003 0.0% 40% False False 2
80 1.6455 1.5322 0.1133 7.2% 0.0002 0.0% 27% 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 1.5633
2.618 1.5633
1.618 1.5633
1.000 1.5633
0.618 1.5633
HIGH 1.5633
0.618 1.5633
0.500 1.5633
0.382 1.5633
LOW 1.5633
0.618 1.5633
1.000 1.5633
1.618 1.5633
2.618 1.5633
4.250 1.5633
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 1.5633 1.5642
PP 1.5633 1.5639
S1 1.5633 1.5636

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

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