CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 1.5580 1.5607 0.0027 0.2% 1.5697
High 1.5680 1.5659 -0.0021 -0.1% 1.5713
Low 1.5580 1.5578 -0.0002 0.0% 1.5490
Close 1.5637 1.5645 0.0008 0.1% 1.5642
Range 0.0100 0.0081 -0.0019 -19.0% 0.0223
ATR 0.0099 0.0098 -0.0001 -1.3% 0.0000
Volume 45 77 32 71.1% 328
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.5870 1.5839 1.5690
R3 1.5789 1.5758 1.5667
R2 1.5708 1.5708 1.5660
R1 1.5677 1.5677 1.5652 1.5693
PP 1.5627 1.5627 1.5627 1.5635
S1 1.5596 1.5596 1.5638 1.5612
S2 1.5546 1.5546 1.5630
S3 1.5465 1.5515 1.5623
S4 1.5384 1.5434 1.5600
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 1.5680 1.5490 0.0190 1.2% 0.0098 0.6% 82% False False 58
10 1.5761 1.5479 0.0282 1.8% 0.0103 0.7% 59% False False 87
20 1.5761 1.5401 0.0360 2.3% 0.0096 0.6% 68% False False 69
40 1.5761 1.5401 0.0360 2.3% 0.0081 0.5% 68% False False 64
60 1.5982 1.5335 0.0647 4.1% 0.0063 0.4% 48% False False 46
80 1.6243 1.5335 0.0908 5.8% 0.0048 0.3% 34% False False 35
100 1.6243 1.5335 0.0908 5.8% 0.0039 0.2% 34% False False 31
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6003
2.618 1.5871
1.618 1.5790
1.000 1.5740
0.618 1.5709
HIGH 1.5659
0.618 1.5628
0.500 1.5619
0.382 1.5609
LOW 1.5578
0.618 1.5528
1.000 1.5497
1.618 1.5447
2.618 1.5366
4.250 1.5234
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 1.5636 1.5636
PP 1.5627 1.5627
S1 1.5619 1.5619

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

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