CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 12-Jul-2012
Day Change Summary
Previous Current
11-Jul-2012 12-Jul-2012 Change Change % Previous Week
Open 1.5565 1.5494 -0.0071 -0.5% 1.5651
High 1.5565 1.5494 -0.0071 -0.5% 1.5706
Low 1.5481 1.5401 -0.0080 -0.5% 1.5466
Close 1.5481 1.5424 -0.0057 -0.4% 1.5468
Range 0.0084 0.0093 0.0009 10.7% 0.0240
ATR 0.0082 0.0082 0.0001 1.0% 0.0000
Volume 25 19 -6 -24.0% 421
Daily Pivots for day following 12-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.5719 1.5664 1.5475
R3 1.5626 1.5571 1.5450
R2 1.5533 1.5533 1.5441
R1 1.5478 1.5478 1.5433 1.5459
PP 1.5440 1.5440 1.5440 1.5430
S1 1.5385 1.5385 1.5415 1.5366
S2 1.5347 1.5347 1.5407
S3 1.5254 1.5292 1.5398
S4 1.5161 1.5199 1.5373
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 1.5565 1.5401 0.0164 1.1% 0.0069 0.4% 14% False True 32
10 1.5706 1.5401 0.0305 2.0% 0.0080 0.5% 8% False True 56
20 1.5743 1.5401 0.0342 2.2% 0.0071 0.5% 7% False True 60
40 1.5901 1.5335 0.0566 3.7% 0.0049 0.3% 16% False False 35
60 1.6243 1.5335 0.0908 5.9% 0.0033 0.2% 10% False False 24
80 1.6243 1.5335 0.0908 5.9% 0.0026 0.2% 10% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5889
2.618 1.5737
1.618 1.5644
1.000 1.5587
0.618 1.5551
HIGH 1.5494
0.618 1.5458
0.500 1.5448
0.382 1.5437
LOW 1.5401
0.618 1.5344
1.000 1.5308
1.618 1.5251
2.618 1.5158
4.250 1.5006
Fisher Pivots for day following 12-Jul-2012
Pivot 1 day 3 day
R1 1.5448 1.5483
PP 1.5440 1.5463
S1 1.5432 1.5444

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

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