CME British Pound Future September 2012


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 1.5468 1.5383 -0.0085 -0.5% 1.5665
High 1.5515 1.5431 -0.0084 -0.5% 1.5704
Low 1.5356 1.5266 -0.0090 -0.6% 1.5266
Close 1.5404 1.5366 -0.0038 -0.2% 1.5366
Range 0.0159 0.0165 0.0006 3.8% 0.0438
ATR 0.0092 0.0097 0.0005 5.7% 0.0000
Volume 342 1,829 1,487 434.8% 2,534
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.5849 1.5773 1.5457
R3 1.5684 1.5608 1.5411
R2 1.5519 1.5519 1.5396
R1 1.5443 1.5443 1.5381 1.5399
PP 1.5354 1.5354 1.5354 1.5332
S1 1.5278 1.5278 1.5351 1.5234
S2 1.5189 1.5189 1.5336
S3 1.5024 1.5113 1.5321
S4 1.4859 1.4948 1.5275
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.6759 1.6501 1.5607
R3 1.6321 1.6063 1.5486
R2 1.5883 1.5883 1.5446
R1 1.5625 1.5625 1.5406 1.5535
PP 1.5445 1.5445 1.5445 1.5401
S1 1.5187 1.5187 1.5326 1.5097
S2 1.5007 1.5007 1.5286
S3 1.4569 1.4749 1.5246
S4 1.4131 1.4311 1.5125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5704 1.5266 0.0438 2.9% 0.0126 0.8% 23% False True 533
10 1.5832 1.5266 0.0566 3.7% 0.0102 0.7% 18% False True 346
20 1.6180 1.5266 0.0914 5.9% 0.0090 0.6% 11% False True 210
40 1.6276 1.5266 0.1010 6.6% 0.0077 0.5% 10% False True 144
60 1.6276 1.5266 0.1010 6.6% 0.0074 0.5% 10% False True 115
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 1.6132
2.618 1.5863
1.618 1.5698
1.000 1.5596
0.618 1.5533
HIGH 1.5431
0.618 1.5368
0.500 1.5349
0.382 1.5329
LOW 1.5266
0.618 1.5164
1.000 1.5101
1.618 1.4999
2.618 1.4834
4.250 1.4565
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 1.5360 1.5443
PP 1.5354 1.5417
S1 1.5349 1.5392

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

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