CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 27-Dec-2011
Day Change Summary
Previous Current
23-Dec-2011 27-Dec-2011 Change Change % Previous Week
Open 1.5590 1.5643 0.0053 0.3% 1.5502
High 1.5602 1.5643 0.0041 0.3% 1.5740
Low 1.5590 1.5643 0.0053 0.3% 1.5435
Close 1.5602 1.5643 0.0041 0.3% 1.5602
Range 0.0012 0.0000 -0.0012 -100.0% 0.0305
ATR 0.0071 0.0069 -0.0002 -3.0% 0.0000
Volume 1 10 9 900.0% 141
Daily Pivots for day following 27-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.5643 1.5643 1.5643
R3 1.5643 1.5643 1.5643
R2 1.5643 1.5643 1.5643
R1 1.5643 1.5643 1.5643 1.5643
PP 1.5643 1.5643 1.5643 1.5643
S1 1.5643 1.5643 1.5643 1.5643
S2 1.5643 1.5643 1.5643
S3 1.5643 1.5643 1.5643
S4 1.5643 1.5643 1.5643
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 1.5535 0.0205 1.3% 0.0043 0.3% 53% False False 25
10 1.5740 1.5400 0.0340 2.2% 0.0042 0.3% 71% False False 19
20 1.5740 1.5400 0.0340 2.2% 0.0021 0.1% 71% False False 9
40 1.6094 1.5400 0.0694 4.4% 0.0015 0.1% 35% False False 6
60 1.6094 1.5350 0.0744 4.8% 0.0010 0.1% 39% False False 5
80 1.6153 1.5322 0.0831 5.3% 0.0007 0.0% 39% False False 4
100 1.6514 1.5322 0.1192 7.6% 0.0006 0.0% 27% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 1.5643
2.618 1.5643
1.618 1.5643
1.000 1.5643
0.618 1.5643
HIGH 1.5643
0.618 1.5643
0.500 1.5643
0.382 1.5643
LOW 1.5643
0.618 1.5643
1.000 1.5643
1.618 1.5643
2.618 1.5643
4.250 1.5643
Fisher Pivots for day following 27-Dec-2011
Pivot 1 day 3 day
R1 1.5643 1.5637
PP 1.5643 1.5630
S1 1.5643 1.5624

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

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