CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary
Previous Current
10-Aug-2012 13-Aug-2012 Change Change % Previous Week
Open 1.5615 1.5658 0.0043 0.3% 1.5610
High 1.5683 1.5712 0.0029 0.2% 1.5683
Low 1.5580 1.5658 0.0078 0.5% 1.5557
Close 1.5667 1.5682 0.0015 0.1% 1.5667
Range 0.0103 0.0054 -0.0049 -47.6% 0.0126
ATR 0.0096 0.0093 -0.0003 -3.1% 0.0000
Volume 98 38 -60 -61.2% 567
Daily Pivots for day following 13-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.5846 1.5818 1.5712
R3 1.5792 1.5764 1.5697
R2 1.5738 1.5738 1.5692
R1 1.5710 1.5710 1.5687 1.5724
PP 1.5684 1.5684 1.5684 1.5691
S1 1.5656 1.5656 1.5677 1.5670
S2 1.5630 1.5630 1.5672
S3 1.5576 1.5602 1.5667
S4 1.5522 1.5548 1.5652
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.6014 1.5966 1.5736
R3 1.5888 1.5840 1.5702
R2 1.5762 1.5762 1.5690
R1 1.5714 1.5714 1.5679 1.5738
PP 1.5636 1.5636 1.5636 1.5648
S1 1.5588 1.5588 1.5655 1.5612
S2 1.5510 1.5510 1.5644
S3 1.5384 1.5462 1.5632
S4 1.5258 1.5336 1.5598
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5712 1.5578 0.0134 0.9% 0.0081 0.5% 78% True False 107
10 1.5713 1.5490 0.0223 1.4% 0.0091 0.6% 86% False False 84
20 1.5761 1.5456 0.0305 1.9% 0.0090 0.6% 74% False False 86
40 1.5761 1.5401 0.0360 2.3% 0.0084 0.5% 78% False False 74
60 1.5787 1.5335 0.0452 2.9% 0.0066 0.4% 77% False False 53
80 1.6243 1.5335 0.0908 5.8% 0.0051 0.3% 38% False False 40
100 1.6243 1.5335 0.0908 5.8% 0.0041 0.3% 38% False False 34
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5942
2.618 1.5853
1.618 1.5799
1.000 1.5766
0.618 1.5745
HIGH 1.5712
0.618 1.5691
0.500 1.5685
0.382 1.5679
LOW 1.5658
0.618 1.5625
1.000 1.5604
1.618 1.5571
2.618 1.5517
4.250 1.5429
Fisher Pivots for day following 13-Aug-2012
Pivot 1 day 3 day
R1 1.5685 1.5670
PP 1.5684 1.5658
S1 1.5683 1.5646

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

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