CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 23-Apr-2012
Day Change Summary
Previous Current
20-Apr-2012 23-Apr-2012 Change Change % Previous Week
Open 1.6046 1.6117 0.0071 0.4% 1.5859
High 1.6146 1.6131 -0.0015 -0.1% 1.6146
Low 1.6032 1.6071 0.0039 0.2% 1.5813
Close 1.6103 1.6119 0.0016 0.1% 1.6103
Range 0.0114 0.0060 -0.0054 -47.4% 0.0333
ATR 0.0107 0.0103 -0.0003 -3.1% 0.0000
Volume 112,744 93,063 -19,681 -17.5% 563,140
Daily Pivots for day following 23-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.6287 1.6263 1.6152
R3 1.6227 1.6203 1.6136
R2 1.6167 1.6167 1.6130
R1 1.6143 1.6143 1.6125 1.6155
PP 1.6107 1.6107 1.6107 1.6113
S1 1.6083 1.6083 1.6114 1.6095
S2 1.6047 1.6047 1.6108
S3 1.5987 1.6023 1.6103
S4 1.5927 1.5963 1.6086
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.7020 1.6894 1.6286
R3 1.6687 1.6561 1.6195
R2 1.6354 1.6354 1.6164
R1 1.6228 1.6228 1.6134 1.6291
PP 1.6021 1.6021 1.6021 1.6052
S1 1.5895 1.5895 1.6072 1.5958
S2 1.5688 1.5688 1.6042
S3 1.5355 1.5562 1.6011
S4 1.5022 1.5229 1.5920
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6146 1.5857 0.0289 1.8% 0.0101 0.6% 91% False False 112,011
10 1.6146 1.5802 0.0344 2.1% 0.0102 0.6% 92% False False 104,147
20 1.6146 1.5792 0.0354 2.2% 0.0104 0.6% 92% False False 97,374
40 1.6146 1.5591 0.0555 3.4% 0.0105 0.7% 95% False False 66,383
60 1.6146 1.5591 0.0555 3.4% 0.0101 0.6% 95% False False 44,287
80 1.6146 1.5240 0.0906 5.6% 0.0095 0.6% 97% False False 33,222
100 1.6146 1.5240 0.0906 5.6% 0.0080 0.5% 97% False False 26,580
120 1.6146 1.5240 0.0906 5.6% 0.0068 0.4% 97% False False 22,150
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 0.0022
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.6386
2.618 1.6288
1.618 1.6228
1.000 1.6191
0.618 1.6168
HIGH 1.6131
0.618 1.6108
0.500 1.6101
0.382 1.6094
LOW 1.6071
0.618 1.6034
1.000 1.6011
1.618 1.5974
2.618 1.5914
4.250 1.5816
Fisher Pivots for day following 23-Apr-2012
Pivot 1 day 3 day
R1 1.6113 1.6104
PP 1.6107 1.6089
S1 1.6101 1.6075

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

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