CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 30-Aug-2012
Day Change Summary
Previous Current
29-Aug-2012 30-Aug-2012 Change Change % Previous Week
Open 1.5812 1.5821 0.0009 0.1% 1.5696
High 1.5850 1.5871 0.0021 0.1% 1.5907
Low 1.5801 1.5768 -0.0033 -0.2% 1.5684
Close 1.5832 1.5783 -0.0049 -0.3% 1.5806
Range 0.0049 0.0103 0.0054 110.2% 0.0223
ATR 0.0075 0.0077 0.0002 2.7% 0.0000
Volume 74 51 -23 -31.1% 1,595
Daily Pivots for day following 30-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.6116 1.6053 1.5840
R3 1.6013 1.5950 1.5811
R2 1.5910 1.5910 1.5802
R1 1.5847 1.5847 1.5792 1.5827
PP 1.5807 1.5807 1.5807 1.5798
S1 1.5744 1.5744 1.5774 1.5724
S2 1.5704 1.5704 1.5764
S3 1.5601 1.5641 1.5755
S4 1.5498 1.5538 1.5726
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.6468 1.6360 1.5929
R3 1.6245 1.6137 1.5867
R2 1.6022 1.6022 1.5847
R1 1.5914 1.5914 1.5826 1.5968
PP 1.5799 1.5799 1.5799 1.5826
S1 1.5691 1.5691 1.5786 1.5745
S2 1.5576 1.5576 1.5765
S3 1.5353 1.5468 1.5745
S4 1.5130 1.5245 1.5683
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5871 1.5747 0.0124 0.8% 0.0066 0.4% 29% True False 356
10 1.5907 1.5684 0.0223 1.4% 0.0063 0.4% 44% False False 220
20 1.5907 1.5527 0.0380 2.4% 0.0069 0.4% 67% False False 148
40 1.5907 1.5401 0.0506 3.2% 0.0080 0.5% 75% False False 106
60 1.5907 1.5401 0.0506 3.2% 0.0076 0.5% 75% False False 89
80 1.6150 1.5335 0.0815 5.2% 0.0061 0.4% 55% False False 69
100 1.6243 1.5335 0.0908 5.8% 0.0049 0.3% 49% False False 55
120 1.6243 1.5335 0.0908 5.8% 0.0041 0.3% 49% False False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6309
2.618 1.6141
1.618 1.6038
1.000 1.5974
0.618 1.5935
HIGH 1.5871
0.618 1.5832
0.500 1.5820
0.382 1.5807
LOW 1.5768
0.618 1.5704
1.000 1.5665
1.618 1.5601
2.618 1.5498
4.250 1.5330
Fisher Pivots for day following 30-Aug-2012
Pivot 1 day 3 day
R1 1.5820 1.5809
PP 1.5807 1.5800
S1 1.5795 1.5792

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

View Archives - Comment on this page... - Back to Index of Symbols