CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 19-Apr-2012
Day Change Summary
Previous Current
18-Apr-2012 19-Apr-2012 Change Change % Previous Week
Open 1.5919 1.6012 0.0093 0.6% 1.5885
High 1.6037 1.6072 0.0035 0.2% 1.5979
Low 1.5889 1.6003 0.0114 0.7% 1.5802
Close 1.6023 1.6051 0.0028 0.2% 1.5846
Range 0.0148 0.0069 -0.0079 -53.4% 0.0177
ATR 0.0109 0.0106 -0.0003 -2.6% 0.0000
Volume 145,257 119,216 -26,041 -17.9% 420,572
Daily Pivots for day following 19-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.6249 1.6219 1.6089
R3 1.6180 1.6150 1.6070
R2 1.6111 1.6111 1.6064
R1 1.6081 1.6081 1.6057 1.6096
PP 1.6042 1.6042 1.6042 1.6050
S1 1.6012 1.6012 1.6045 1.6027
S2 1.5973 1.5973 1.6038
S3 1.5904 1.5943 1.6032
S4 1.5835 1.5874 1.6013
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 1.6072 1.5813 0.0259 1.6% 0.0111 0.7% 92% True False 109,331
10 1.6072 1.5797 0.0275 1.7% 0.0103 0.6% 92% True False 95,946
20 1.6072 1.5761 0.0311 1.9% 0.0107 0.7% 93% True False 95,144
40 1.6072 1.5591 0.0481 3.0% 0.0107 0.7% 96% True False 61,246
60 1.6072 1.5525 0.0547 3.4% 0.0100 0.6% 96% True False 40,858
80 1.6072 1.5240 0.0832 5.2% 0.0093 0.6% 97% True False 30,650
100 1.6072 1.5240 0.0832 5.2% 0.0080 0.5% 97% True False 24,522
120 1.6094 1.5240 0.0854 5.3% 0.0067 0.4% 95% False False 20,435
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 0.0023
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.6365
2.618 1.6253
1.618 1.6184
1.000 1.6141
0.618 1.6115
HIGH 1.6072
0.618 1.6046
0.500 1.6038
0.382 1.6029
LOW 1.6003
0.618 1.5960
1.000 1.5934
1.618 1.5891
2.618 1.5822
4.250 1.5710
Fisher Pivots for day following 19-Apr-2012
Pivot 1 day 3 day
R1 1.6047 1.6022
PP 1.6042 1.5993
S1 1.6038 1.5965

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

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