CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 1.5533 1.5565 0.0032 0.2% 1.5651
High 1.5533 1.5565 0.0032 0.2% 1.5706
Low 1.5476 1.5481 0.0005 0.0% 1.5466
Close 1.5499 1.5481 -0.0018 -0.1% 1.5468
Range 0.0057 0.0084 0.0027 47.4% 0.0240
ATR 0.0081 0.0082 0.0000 0.2% 0.0000
Volume 26 25 -1 -3.8% 421
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.5761 1.5705 1.5527
R3 1.5677 1.5621 1.5504
R2 1.5593 1.5593 1.5496
R1 1.5537 1.5537 1.5489 1.5523
PP 1.5509 1.5509 1.5509 1.5502
S1 1.5453 1.5453 1.5473 1.5439
S2 1.5425 1.5425 1.5466
S3 1.5341 1.5369 1.5458
S4 1.5257 1.5285 1.5435
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.6267 1.6107 1.5600
R3 1.6027 1.5867 1.5534
R2 1.5787 1.5787 1.5512
R1 1.5627 1.5627 1.5490 1.5587
PP 1.5547 1.5547 1.5547 1.5527
S1 1.5387 1.5387 1.5446 1.5347
S2 1.5307 1.5307 1.5424
S3 1.5067 1.5147 1.5402
S4 1.4827 1.4907 1.5336
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5668 1.5466 0.0202 1.3% 0.0085 0.5% 7% False False 38
10 1.5706 1.5466 0.0240 1.6% 0.0079 0.5% 6% False False 61
20 1.5743 1.5466 0.0277 1.8% 0.0067 0.4% 5% False False 59
40 1.5982 1.5335 0.0647 4.2% 0.0047 0.3% 23% False False 35
60 1.6243 1.5335 0.0908 5.9% 0.0032 0.2% 16% False False 24
80 1.6243 1.5335 0.0908 5.9% 0.0024 0.2% 16% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5922
2.618 1.5785
1.618 1.5701
1.000 1.5649
0.618 1.5617
HIGH 1.5565
0.618 1.5533
0.500 1.5523
0.382 1.5513
LOW 1.5481
0.618 1.5429
1.000 1.5397
1.618 1.5345
2.618 1.5261
4.250 1.5124
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 1.5523 1.5521
PP 1.5509 1.5507
S1 1.5495 1.5494

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

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