CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 04-Apr-2012
Day Change Summary
Previous Current
03-Apr-2012 04-Apr-2012 Change Change % Previous Week
Open 1.6010 1.5904 -0.0106 -0.7% 1.5862
High 1.6040 1.5909 -0.0131 -0.8% 1.6030
Low 1.5884 1.5826 -0.0058 -0.4% 1.5792
Close 1.5888 1.5882 -0.0006 0.0% 1.5988
Range 0.0156 0.0083 -0.0073 -46.8% 0.0238
ATR 0.0110 0.0108 -0.0002 -1.8% 0.0000
Volume 106,782 91,523 -15,259 -14.3% 494,230
Daily Pivots for day following 04-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.6121 1.6085 1.5928
R3 1.6038 1.6002 1.5905
R2 1.5955 1.5955 1.5897
R1 1.5919 1.5919 1.5890 1.5896
PP 1.5872 1.5872 1.5872 1.5861
S1 1.5836 1.5836 1.5874 1.5813
S2 1.5789 1.5789 1.5867
S3 1.5706 1.5753 1.5859
S4 1.5623 1.5670 1.5836
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.6651 1.6557 1.6119
R3 1.6413 1.6319 1.6053
R2 1.6175 1.6175 1.6032
R1 1.6081 1.6081 1.6010 1.6128
PP 1.5937 1.5937 1.5937 1.5960
S1 1.5843 1.5843 1.5966 1.5890
S2 1.5699 1.5699 1.5944
S3 1.5461 1.5605 1.5923
S4 1.5223 1.5367 1.5857
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6056 1.5826 0.0230 1.4% 0.0106 0.7% 24% False True 99,006
10 1.6056 1.5761 0.0295 1.9% 0.0111 0.7% 41% False False 94,341
20 1.6056 1.5591 0.0465 2.9% 0.0112 0.7% 63% False False 73,903
40 1.6056 1.5591 0.0465 2.9% 0.0106 0.7% 63% False False 37,292
60 1.6056 1.5240 0.0816 5.1% 0.0096 0.6% 79% False False 24,872
80 1.6056 1.5240 0.0816 5.1% 0.0085 0.5% 79% False False 18,659
100 1.6056 1.5240 0.0816 5.1% 0.0070 0.4% 79% False False 14,927
120 1.6094 1.5240 0.0854 5.4% 0.0058 0.4% 75% False False 12,440
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0025
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6262
2.618 1.6126
1.618 1.6043
1.000 1.5992
0.618 1.5960
HIGH 1.5909
0.618 1.5877
0.500 1.5868
0.382 1.5858
LOW 1.5826
0.618 1.5775
1.000 1.5743
1.618 1.5692
2.618 1.5609
4.250 1.5473
Fisher Pivots for day following 04-Apr-2012
Pivot 1 day 3 day
R1 1.5877 1.5941
PP 1.5872 1.5921
S1 1.5868 1.5902

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

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