CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 16-Apr-2012
Day Change Summary
Previous Current
13-Apr-2012 16-Apr-2012 Change Change % Previous Week
Open 1.5949 1.5859 -0.0090 -0.6% 1.5885
High 1.5965 1.5906 -0.0059 -0.4% 1.5979
Low 1.5834 1.5813 -0.0021 -0.1% 1.5802
Close 1.5846 1.5898 0.0052 0.3% 1.5846
Range 0.0131 0.0093 -0.0038 -29.0% 0.0177
ATR 0.0106 0.0105 -0.0001 -0.9% 0.0000
Volume 96,259 96,145 -114 -0.1% 420,572
Daily Pivots for day following 16-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.6151 1.6118 1.5949
R3 1.6058 1.6025 1.5924
R2 1.5965 1.5965 1.5915
R1 1.5932 1.5932 1.5907 1.5949
PP 1.5872 1.5872 1.5872 1.5881
S1 1.5839 1.5839 1.5889 1.5856
S2 1.5779 1.5779 1.5881
S3 1.5686 1.5746 1.5872
S4 1.5593 1.5653 1.5847
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.6407 1.6303 1.5943
R3 1.6230 1.6126 1.5895
R2 1.6053 1.6053 1.5878
R1 1.5949 1.5949 1.5862 1.5913
PP 1.5876 1.5876 1.5876 1.5857
S1 1.5772 1.5772 1.5830 1.5736
S2 1.5699 1.5699 1.5814
S3 1.5522 1.5595 1.5797
S4 1.5345 1.5418 1.5749
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5979 1.5802 0.0177 1.1% 0.0104 0.7% 54% False False 96,283
10 1.6056 1.5797 0.0259 1.6% 0.0103 0.6% 39% False False 89,320
20 1.6056 1.5761 0.0295 1.9% 0.0104 0.7% 46% False False 89,021
40 1.6056 1.5591 0.0465 2.9% 0.0108 0.7% 66% False False 52,407
60 1.6056 1.5439 0.0617 3.9% 0.0098 0.6% 74% False False 34,954
80 1.6056 1.5240 0.0816 5.1% 0.0091 0.6% 81% False False 26,223
100 1.6056 1.5240 0.0816 5.1% 0.0077 0.5% 81% False False 20,980
120 1.6094 1.5240 0.0854 5.4% 0.0064 0.4% 77% False False 17,483
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6301
2.618 1.6149
1.618 1.6056
1.000 1.5999
0.618 1.5963
HIGH 1.5906
0.618 1.5870
0.500 1.5860
0.382 1.5849
LOW 1.5813
0.618 1.5756
1.000 1.5720
1.618 1.5663
2.618 1.5570
4.250 1.5418
Fisher Pivots for day following 16-Apr-2012
Pivot 1 day 3 day
R1 1.5885 1.5897
PP 1.5872 1.5897
S1 1.5860 1.5896

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

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