CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary
Previous Current
19-Jun-2012 20-Jun-2012 Change Change % Previous Week
Open 1.5628 1.5707 0.0079 0.5% 1.5534
High 1.5743 1.5738 -0.0005 0.0% 1.5704
Low 1.5628 1.5671 0.0043 0.3% 1.5467
Close 1.5724 1.5689 -0.0035 -0.2% 1.5673
Range 0.0115 0.0067 -0.0048 -41.7% 0.0237
ATR 0.0073 0.0072 0.0000 -0.6% 0.0000
Volume 1 451 450 45,000.0% 31
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.5900 1.5862 1.5726
R3 1.5833 1.5795 1.5707
R2 1.5766 1.5766 1.5701
R1 1.5728 1.5728 1.5695 1.5714
PP 1.5699 1.5699 1.5699 1.5692
S1 1.5661 1.5661 1.5683 1.5647
S2 1.5632 1.5632 1.5677
S3 1.5565 1.5594 1.5671
S4 1.5498 1.5527 1.5652
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.6326 1.6236 1.5803
R3 1.6089 1.5999 1.5738
R2 1.5852 1.5852 1.5716
R1 1.5762 1.5762 1.5695 1.5807
PP 1.5615 1.5615 1.5615 1.5637
S1 1.5525 1.5525 1.5651 1.5570
S2 1.5378 1.5378 1.5630
S3 1.5141 1.5288 1.5608
S4 1.4904 1.5051 1.5543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5743 1.5521 0.0222 1.4% 0.0068 0.4% 76% False False 94
10 1.5743 1.5414 0.0329 2.1% 0.0060 0.4% 84% False False 51
20 1.5743 1.5335 0.0408 2.6% 0.0040 0.3% 87% False False 31
40 1.6243 1.5335 0.0908 5.8% 0.0023 0.1% 39% False False 18
60 1.6243 1.5335 0.0908 5.8% 0.0016 0.1% 39% False False 13
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6023
2.618 1.5913
1.618 1.5846
1.000 1.5805
0.618 1.5779
HIGH 1.5738
0.618 1.5712
0.500 1.5705
0.382 1.5697
LOW 1.5671
0.618 1.5630
1.000 1.5604
1.618 1.5563
2.618 1.5496
4.250 1.5386
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 1.5705 1.5687
PP 1.5699 1.5684
S1 1.5694 1.5682

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

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