CME British Pound Future June 2012


Trading Metrics calculated at close of trading on 24-Apr-2012
Day Change Summary
Previous Current
23-Apr-2012 24-Apr-2012 Change Change % Previous Week
Open 1.6117 1.6122 0.0005 0.0% 1.5859
High 1.6131 1.6158 0.0027 0.2% 1.6146
Low 1.6071 1.6104 0.0033 0.2% 1.5813
Close 1.6119 1.6131 0.0012 0.1% 1.6103
Range 0.0060 0.0054 -0.0006 -10.0% 0.0333
ATR 0.0103 0.0100 -0.0004 -3.4% 0.0000
Volume 93,063 88,379 -4,684 -5.0% 563,140
Daily Pivots for day following 24-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.6293 1.6266 1.6161
R3 1.6239 1.6212 1.6146
R2 1.6185 1.6185 1.6141
R1 1.6158 1.6158 1.6136 1.6172
PP 1.6131 1.6131 1.6131 1.6138
S1 1.6104 1.6104 1.6126 1.6118
S2 1.6077 1.6077 1.6121
S3 1.6023 1.6050 1.6116
S4 1.5969 1.5996 1.6101
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 1.6158 1.5889 0.0269 1.7% 0.0089 0.6% 90% True False 111,731
10 1.6158 1.5813 0.0345 2.1% 0.0095 0.6% 92% True False 102,239
20 1.6158 1.5797 0.0361 2.2% 0.0099 0.6% 93% True False 97,115
40 1.6158 1.5591 0.0567 3.5% 0.0105 0.7% 95% True False 68,580
60 1.6158 1.5591 0.0567 3.5% 0.0100 0.6% 95% True False 45,760
80 1.6158 1.5240 0.0918 5.7% 0.0095 0.6% 97% True False 34,327
100 1.6158 1.5240 0.0918 5.7% 0.0081 0.5% 97% True False 27,463
120 1.6158 1.5240 0.0918 5.7% 0.0069 0.4% 97% True False 22,887
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 1.6388
2.618 1.6299
1.618 1.6245
1.000 1.6212
0.618 1.6191
HIGH 1.6158
0.618 1.6137
0.500 1.6131
0.382 1.6125
LOW 1.6104
0.618 1.6071
1.000 1.6050
1.618 1.6017
2.618 1.5963
4.250 1.5875
Fisher Pivots for day following 24-Apr-2012
Pivot 1 day 3 day
R1 1.6131 1.6119
PP 1.6131 1.6107
S1 1.6131 1.6095

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

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