CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 1.5400 1.5475 0.0075 0.5% 1.5616
High 1.5442 1.5478 0.0036 0.2% 1.5668
Low 1.5400 1.5475 0.0075 0.5% 1.5577
Close 1.5442 1.5478 0.0036 0.2% 1.5633
Range 0.0042 0.0003 -0.0039 -92.9% 0.0091
ATR 0.0071 0.0069 -0.0003 -3.5% 0.0000
Volume 13 10 -3 -23.1% 0
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.5486 1.5485 1.5480
R3 1.5483 1.5482 1.5479
R2 1.5480 1.5480 1.5479
R1 1.5479 1.5479 1.5478 1.5480
PP 1.5477 1.5477 1.5477 1.5477
S1 1.5476 1.5476 1.5478 1.5477
S2 1.5474 1.5474 1.5477
S3 1.5471 1.5473 1.5477
S4 1.5468 1.5470 1.5476
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 1.5633 1.5400 0.0233 1.5% 0.0014 0.1% 33% False False 4
10 1.5668 1.5400 0.0268 1.7% 0.0007 0.0% 29% False False 2
20 1.5751 1.5400 0.0351 2.3% 0.0011 0.1% 22% False False 4
40 1.6094 1.5400 0.0694 4.5% 0.0006 0.0% 11% False False 2
60 1.6094 1.5322 0.0772 5.0% 0.0004 0.0% 20% False False 2
80 1.6352 1.5322 0.1030 6.7% 0.0003 0.0% 15% 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 1.5491
2.618 1.5486
1.618 1.5483
1.000 1.5481
0.618 1.5480
HIGH 1.5478
0.618 1.5477
0.500 1.5477
0.382 1.5476
LOW 1.5475
0.618 1.5473
1.000 1.5472
1.618 1.5470
2.618 1.5467
4.250 1.5462
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 1.5478 1.5465
PP 1.5477 1.5452
S1 1.5477 1.5439

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

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