CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary
Previous Current
12-Jul-2012 13-Jul-2012 Change Change % Previous Week
Open 1.5494 1.5430 -0.0064 -0.4% 1.5495
High 1.5494 1.5570 0.0076 0.5% 1.5570
Low 1.5401 1.5430 0.0029 0.2% 1.5401
Close 1.5424 1.5562 0.0138 0.9% 1.5562
Range 0.0093 0.0140 0.0047 50.5% 0.0169
ATR 0.0082 0.0087 0.0005 5.5% 0.0000
Volume 19 23 4 21.1% 129
Daily Pivots for day following 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.5941 1.5891 1.5639
R3 1.5801 1.5751 1.5601
R2 1.5661 1.5661 1.5588
R1 1.5611 1.5611 1.5575 1.5636
PP 1.5521 1.5521 1.5521 1.5533
S1 1.5471 1.5471 1.5549 1.5496
S2 1.5381 1.5381 1.5536
S3 1.5241 1.5331 1.5524
S4 1.5101 1.5191 1.5485
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.6018 1.5959 1.5655
R3 1.5849 1.5790 1.5608
R2 1.5680 1.5680 1.5593
R1 1.5621 1.5621 1.5577 1.5651
PP 1.5511 1.5511 1.5511 1.5526
S1 1.5452 1.5452 1.5547 1.5482
S2 1.5342 1.5342 1.5531
S3 1.5173 1.5283 1.5516
S4 1.5004 1.5114 1.5469
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5570 1.5401 0.0169 1.1% 0.0083 0.5% 95% True False 25
10 1.5706 1.5401 0.0305 2.0% 0.0089 0.6% 53% False False 56
20 1.5743 1.5401 0.0342 2.2% 0.0078 0.5% 47% False False 61
40 1.5797 1.5335 0.0462 3.0% 0.0051 0.3% 49% False False 35
60 1.6243 1.5335 0.0908 5.8% 0.0036 0.2% 25% False False 24
80 1.6243 1.5335 0.0908 5.8% 0.0027 0.2% 25% 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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6165
2.618 1.5937
1.618 1.5797
1.000 1.5710
0.618 1.5657
HIGH 1.5570
0.618 1.5517
0.500 1.5500
0.382 1.5483
LOW 1.5430
0.618 1.5343
1.000 1.5290
1.618 1.5203
2.618 1.5063
4.250 1.4835
Fisher Pivots for day following 13-Jul-2012
Pivot 1 day 3 day
R1 1.5541 1.5537
PP 1.5521 1.5511
S1 1.5500 1.5486

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

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