CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 01-Aug-2012
Day Change Summary
Previous Current
31-Jul-2012 01-Aug-2012 Change Change % Previous Week
Open 1.5713 1.5654 -0.0059 -0.4% 1.5605
High 1.5713 1.5654 -0.0059 -0.4% 1.5761
Low 1.5635 1.5540 -0.0095 -0.6% 1.5456
Close 1.5680 1.5551 -0.0129 -0.8% 1.5723
Range 0.0078 0.0114 0.0036 46.2% 0.0305
ATR 0.0090 0.0094 0.0004 3.9% 0.0000
Volume 61 74 13 21.3% 612
Daily Pivots for day following 01-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.5924 1.5851 1.5614
R3 1.5810 1.5737 1.5582
R2 1.5696 1.5696 1.5572
R1 1.5623 1.5623 1.5561 1.5603
PP 1.5582 1.5582 1.5582 1.5571
S1 1.5509 1.5509 1.5541 1.5489
S2 1.5468 1.5468 1.5530
S3 1.5354 1.5395 1.5520
S4 1.5240 1.5281 1.5488
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.6562 1.6447 1.5891
R3 1.6257 1.6142 1.5807
R2 1.5952 1.5952 1.5779
R1 1.5837 1.5837 1.5751 1.5895
PP 1.5647 1.5647 1.5647 1.5675
S1 1.5532 1.5532 1.5695 1.5590
S2 1.5342 1.5342 1.5667
S3 1.5037 1.5227 1.5639
S4 1.4732 1.4922 1.5555
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5761 1.5479 0.0282 1.8% 0.0107 0.7% 26% False False 117
10 1.5761 1.5456 0.0305 2.0% 0.0093 0.6% 31% False False 93
20 1.5761 1.5401 0.0360 2.3% 0.0093 0.6% 42% False False 64
40 1.5761 1.5401 0.0360 2.3% 0.0078 0.5% 42% False False 58
60 1.6150 1.5335 0.0815 5.2% 0.0056 0.4% 27% False False 42
80 1.6243 1.5335 0.0908 5.8% 0.0042 0.3% 24% False False 32
100 1.6243 1.5335 0.0908 5.8% 0.0034 0.2% 24% False False 30
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 1.6139
2.618 1.5952
1.618 1.5838
1.000 1.5768
0.618 1.5724
HIGH 1.5654
0.618 1.5610
0.500 1.5597
0.382 1.5584
LOW 1.5540
0.618 1.5470
1.000 1.5426
1.618 1.5356
2.618 1.5242
4.250 1.5056
Fisher Pivots for day following 01-Aug-2012
Pivot 1 day 3 day
R1 1.5597 1.5627
PP 1.5582 1.5601
S1 1.5566 1.5576

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

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