CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 23-Dec-2011
Day Change Summary
Previous Current
22-Dec-2011 23-Dec-2011 Change Change % Previous Week
Open 1.5657 1.5590 -0.0067 -0.4% 1.5502
High 1.5657 1.5602 -0.0055 -0.4% 1.5740
Low 1.5654 1.5590 -0.0064 -0.4% 1.5435
Close 1.5654 1.5602 -0.0052 -0.3% 1.5602
Range 0.0003 0.0012 0.0009 300.0% 0.0305
ATR 0.0072 0.0071 -0.0001 -0.8% 0.0000
Volume 40 1 -39 -97.5% 141
Daily Pivots for day following 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.5634 1.5630 1.5609
R3 1.5622 1.5618 1.5605
R2 1.5610 1.5610 1.5604
R1 1.5606 1.5606 1.5603 1.5608
PP 1.5598 1.5598 1.5598 1.5599
S1 1.5594 1.5594 1.5601 1.5596
S2 1.5586 1.5586 1.5600
S3 1.5574 1.5582 1.5599
S4 1.5562 1.5570 1.5595
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.6507 1.6360 1.5770
R3 1.6202 1.6055 1.5686
R2 1.5897 1.5897 1.5658
R1 1.5750 1.5750 1.5630 1.5824
PP 1.5592 1.5592 1.5592 1.5629
S1 1.5445 1.5445 1.5574 1.5519
S2 1.5287 1.5287 1.5546
S3 1.4982 1.5140 1.5518
S4 1.4677 1.4835 1.5434
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 2.0% 0.0056 0.4% 55% False False 28
10 1.5740 1.5400 0.0340 2.2% 0.0042 0.3% 59% False False 18
20 1.5740 1.5400 0.0340 2.2% 0.0024 0.2% 59% False False 12
40 1.6094 1.5400 0.0694 4.4% 0.0015 0.1% 29% False False 6
60 1.6094 1.5350 0.0744 4.8% 0.0010 0.1% 34% False False 4
80 1.6153 1.5322 0.0831 5.3% 0.0007 0.0% 34% False False 4
100 1.6514 1.5322 0.1192 7.6% 0.0006 0.0% 23% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5653
2.618 1.5633
1.618 1.5621
1.000 1.5614
0.618 1.5609
HIGH 1.5602
0.618 1.5597
0.500 1.5596
0.382 1.5595
LOW 1.5590
0.618 1.5583
1.000 1.5578
1.618 1.5571
2.618 1.5559
4.250 1.5539
Fisher Pivots for day following 23-Dec-2011
Pivot 1 day 3 day
R1 1.5600 1.5665
PP 1.5598 1.5644
S1 1.5596 1.5623

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

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