CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 1.5530 1.5527 -0.0003 0.0% 1.5697
High 1.5622 1.5653 0.0031 0.2% 1.5713
Low 1.5490 1.5527 0.0037 0.2% 1.5490
Close 1.5501 1.5642 0.0141 0.9% 1.5642
Range 0.0132 0.0126 -0.0006 -4.5% 0.0223
ATR 0.0097 0.0101 0.0004 4.1% 0.0000
Volume 38 66 28 73.7% 328
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.5985 1.5940 1.5711
R3 1.5859 1.5814 1.5677
R2 1.5733 1.5733 1.5665
R1 1.5688 1.5688 1.5654 1.5711
PP 1.5607 1.5607 1.5607 1.5619
S1 1.5562 1.5562 1.5630 1.5585
S2 1.5481 1.5481 1.5619
S3 1.5355 1.5436 1.5607
S4 1.5229 1.5310 1.5573
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.6284 1.6186 1.5765
R3 1.6061 1.5963 1.5703
R2 1.5838 1.5838 1.5683
R1 1.5740 1.5740 1.5662 1.5678
PP 1.5615 1.5615 1.5615 1.5584
S1 1.5517 1.5517 1.5622 1.5455
S2 1.5392 1.5392 1.5601
S3 1.5169 1.5294 1.5581
S4 1.4946 1.5071 1.5519
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5713 1.5490 0.0223 1.4% 0.0095 0.6% 68% False False 65
10 1.5761 1.5456 0.0305 1.9% 0.0101 0.6% 61% False False 94
20 1.5761 1.5401 0.0360 2.3% 0.0093 0.6% 67% False False 64
40 1.5761 1.5401 0.0360 2.3% 0.0081 0.5% 67% False False 60
60 1.6150 1.5335 0.0815 5.2% 0.0060 0.4% 38% False False 43
80 1.6243 1.5335 0.0908 5.8% 0.0045 0.3% 34% False False 33
100 1.6243 1.5335 0.0908 5.8% 0.0036 0.2% 34% False False 30
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6189
2.618 1.5983
1.618 1.5857
1.000 1.5779
0.618 1.5731
HIGH 1.5653
0.618 1.5605
0.500 1.5590
0.382 1.5575
LOW 1.5527
0.618 1.5449
1.000 1.5401
1.618 1.5323
2.618 1.5197
4.250 1.4992
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 1.5625 1.5619
PP 1.5607 1.5595
S1 1.5590 1.5572

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

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