CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 28-Mar-2012
Day Change Summary
Previous Current
27-Mar-2012 28-Mar-2012 Change Change % Previous Week
Open 1.5955 1.5941 -0.0014 -0.1% 1.5835
High 1.5994 1.5956 -0.0038 -0.2% 1.5914
Low 1.5934 1.5833 -0.0101 -0.6% 1.5761
Close 1.5953 1.5887 -0.0066 -0.4% 1.5860
Range 0.0060 0.0123 0.0063 105.0% 0.0153
ATR 0.0108 0.0109 0.0001 1.0% 0.0000
Volume 82,946 110,681 27,735 33.4% 392,994
Daily Pivots for day following 28-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.6261 1.6197 1.5955
R3 1.6138 1.6074 1.5921
R2 1.6015 1.6015 1.5910
R1 1.5951 1.5951 1.5898 1.5922
PP 1.5892 1.5892 1.5892 1.5877
S1 1.5828 1.5828 1.5876 1.5799
S2 1.5769 1.5769 1.5864
S3 1.5646 1.5705 1.5853
S4 1.5523 1.5582 1.5819
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.6304 1.6235 1.5944
R3 1.6151 1.6082 1.5902
R2 1.5998 1.5998 1.5888
R1 1.5929 1.5929 1.5874 1.5964
PP 1.5845 1.5845 1.5845 1.5862
S1 1.5776 1.5776 1.5846 1.5811
S2 1.5692 1.5692 1.5832
S3 1.5539 1.5623 1.5818
S4 1.5386 1.5470 1.5776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5994 1.5761 0.0233 1.5% 0.0116 0.7% 54% False False 89,677
10 1.5994 1.5624 0.0370 2.3% 0.0112 0.7% 71% False False 82,635
20 1.5994 1.5591 0.0403 2.5% 0.0112 0.7% 73% False False 49,700
40 1.5994 1.5591 0.0403 2.5% 0.0104 0.7% 73% False False 24,921
60 1.5994 1.5240 0.0754 4.7% 0.0093 0.6% 86% False False 16,623
80 1.5994 1.5240 0.0754 4.7% 0.0078 0.5% 86% False False 12,471
100 1.6077 1.5240 0.0837 5.3% 0.0064 0.4% 77% False False 9,977
120 1.6094 1.5240 0.0854 5.4% 0.0054 0.3% 76% False False 8,315
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 0.0026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6479
2.618 1.6278
1.618 1.6155
1.000 1.6079
0.618 1.6032
HIGH 1.5956
0.618 1.5909
0.500 1.5895
0.382 1.5880
LOW 1.5833
0.618 1.5757
1.000 1.5710
1.618 1.5634
2.618 1.5511
4.250 1.5310
Fisher Pivots for day following 28-Mar-2012
Pivot 1 day 3 day
R1 1.5895 1.5893
PP 1.5892 1.5891
S1 1.5890 1.5889

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

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