CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 20-Mar-2012
Day Change Summary
Previous Current
19-Mar-2012 20-Mar-2012 Change Change % Previous Week
Open 1.5835 1.5882 0.0047 0.3% 1.5657
High 1.5905 1.5889 -0.0016 -0.1% 1.5852
Low 1.5812 1.5821 0.0009 0.1% 1.5591
Close 1.5889 1.5859 -0.0030 -0.2% 1.5823
Range 0.0093 0.0068 -0.0025 -26.9% 0.0261
ATR 0.0109 0.0106 -0.0003 -2.7% 0.0000
Volume 75,743 66,789 -8,954 -11.8% 282,005
Daily Pivots for day following 20-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.6060 1.6028 1.5896
R3 1.5992 1.5960 1.5878
R2 1.5924 1.5924 1.5871
R1 1.5892 1.5892 1.5865 1.5874
PP 1.5856 1.5856 1.5856 1.5848
S1 1.5824 1.5824 1.5853 1.5806
S2 1.5788 1.5788 1.5847
S3 1.5720 1.5756 1.5840
S4 1.5652 1.5688 1.5822
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.6538 1.6442 1.5967
R3 1.6277 1.6181 1.5895
R2 1.6016 1.6016 1.5871
R1 1.5920 1.5920 1.5847 1.5968
PP 1.5755 1.5755 1.5755 1.5780
S1 1.5659 1.5659 1.5799 1.5707
S2 1.5494 1.5494 1.5775
S3 1.5233 1.5398 1.5751
S4 1.4972 1.5137 1.5679
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5905 1.5624 0.0281 1.8% 0.0105 0.7% 84% False False 70,424
10 1.5905 1.5591 0.0314 2.0% 0.0108 0.7% 85% False False 44,837
20 1.5971 1.5591 0.0380 2.4% 0.0109 0.7% 71% False False 22,898
40 1.5971 1.5525 0.0446 2.8% 0.0095 0.6% 75% False False 11,483
60 1.5971 1.5240 0.0731 4.6% 0.0087 0.5% 85% False False 7,665
80 1.5971 1.5240 0.0731 4.6% 0.0072 0.5% 85% False False 5,751
100 1.6094 1.5240 0.0854 5.4% 0.0058 0.4% 72% False False 4,601
120 1.6094 1.5240 0.0854 5.4% 0.0048 0.3% 72% False False 3,834
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.6178
2.618 1.6067
1.618 1.5999
1.000 1.5957
0.618 1.5931
HIGH 1.5889
0.618 1.5863
0.500 1.5855
0.382 1.5847
LOW 1.5821
0.618 1.5779
1.000 1.5753
1.618 1.5711
2.618 1.5643
4.250 1.5532
Fisher Pivots for day following 20-Mar-2012
Pivot 1 day 3 day
R1 1.5858 1.5838
PP 1.5856 1.5816
S1 1.5855 1.5795

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

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