CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 22-Dec-2011
Day Change Summary
Previous Current
21-Dec-2011 22-Dec-2011 Change Change % Previous Week
Open 1.5740 1.5657 -0.0083 -0.5% 1.5552
High 1.5740 1.5657 -0.0083 -0.5% 1.5552
Low 1.5640 1.5654 0.0014 0.1% 1.5400
Close 1.5640 1.5654 0.0014 0.1% 1.5472
Range 0.0100 0.0003 -0.0097 -97.0% 0.0152
ATR 0.0076 0.0072 -0.0004 -5.5% 0.0000
Volume 50 40 -10 -20.0% 39
Daily Pivots for day following 22-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.5664 1.5662 1.5656
R3 1.5661 1.5659 1.5655
R2 1.5658 1.5658 1.5655
R1 1.5656 1.5656 1.5654 1.5656
PP 1.5655 1.5655 1.5655 1.5655
S1 1.5653 1.5653 1.5654 1.5653
S2 1.5652 1.5652 1.5653
S3 1.5649 1.5650 1.5653
S4 1.5646 1.5647 1.5652
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.5931 1.5853 1.5556
R3 1.5779 1.5701 1.5514
R2 1.5627 1.5627 1.5500
R1 1.5549 1.5549 1.5486 1.5512
PP 1.5475 1.5475 1.5475 1.5456
S1 1.5397 1.5397 1.5458 1.5360
S2 1.5323 1.5323 1.5444
S3 1.5171 1.5245 1.5430
S4 1.5019 1.5093 1.5388
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5740 1.5435 0.0305 1.9% 0.0067 0.4% 72% False False 31
10 1.5740 1.5400 0.0340 2.2% 0.0040 0.3% 75% False False 17
20 1.5740 1.5400 0.0340 2.2% 0.0028 0.2% 75% False False 12
40 1.6094 1.5400 0.0694 4.4% 0.0014 0.1% 37% False False 6
60 1.6094 1.5350 0.0744 4.8% 0.0010 0.1% 41% False False 4
80 1.6186 1.5322 0.0864 5.5% 0.0007 0.0% 38% False False 4
100 1.6514 1.5322 0.1192 7.6% 0.0006 0.0% 28% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5670
2.618 1.5665
1.618 1.5662
1.000 1.5660
0.618 1.5659
HIGH 1.5657
0.618 1.5656
0.500 1.5656
0.382 1.5655
LOW 1.5654
0.618 1.5652
1.000 1.5651
1.618 1.5649
2.618 1.5646
4.250 1.5641
Fisher Pivots for day following 22-Dec-2011
Pivot 1 day 3 day
R1 1.5656 1.5649
PP 1.5655 1.5643
S1 1.5655 1.5638

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

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