CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 21-Jun-2012
Day Change Summary
Previous Current
20-Jun-2012 21-Jun-2012 Change Change % Previous Week
Open 1.5707 1.5663 -0.0044 -0.3% 1.5534
High 1.5738 1.5663 -0.0075 -0.5% 1.5704
Low 1.5671 1.5576 -0.0095 -0.6% 1.5467
Close 1.5689 1.5587 -0.0102 -0.7% 1.5673
Range 0.0067 0.0087 0.0020 29.9% 0.0237
ATR 0.0072 0.0075 0.0003 4.0% 0.0000
Volume 451 17 -434 -96.2% 31
Daily Pivots for day following 21-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.5870 1.5815 1.5635
R3 1.5783 1.5728 1.5611
R2 1.5696 1.5696 1.5603
R1 1.5641 1.5641 1.5595 1.5625
PP 1.5609 1.5609 1.5609 1.5601
S1 1.5554 1.5554 1.5579 1.5538
S2 1.5522 1.5522 1.5571
S3 1.5435 1.5467 1.5563
S4 1.5348 1.5380 1.5539
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 1.5576 0.0167 1.1% 0.0083 0.5% 7% False True 97
10 1.5743 1.5414 0.0329 2.1% 0.0062 0.4% 53% False False 51
20 1.5743 1.5335 0.0408 2.6% 0.0045 0.3% 62% False False 31
40 1.6243 1.5335 0.0908 5.8% 0.0025 0.2% 28% False False 18
60 1.6243 1.5335 0.0908 5.8% 0.0017 0.1% 28% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6033
2.618 1.5891
1.618 1.5804
1.000 1.5750
0.618 1.5717
HIGH 1.5663
0.618 1.5630
0.500 1.5620
0.382 1.5609
LOW 1.5576
0.618 1.5522
1.000 1.5489
1.618 1.5435
2.618 1.5348
4.250 1.5206
Fisher Pivots for day following 21-Jun-2012
Pivot 1 day 3 day
R1 1.5620 1.5660
PP 1.5609 1.5635
S1 1.5598 1.5611

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

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