CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 14-Sep-2012
Day Change Summary
Previous Current
13-Sep-2012 14-Sep-2012 Change Change % Previous Week
Open 1.6105 1.6150 0.0045 0.3% 1.6016
High 1.6168 1.6250 0.0082 0.5% 1.6250
Low 1.6069 1.6138 0.0069 0.4% 1.5955
Close 1.6148 1.6216 0.0068 0.4% 1.6216
Range 0.0099 0.0112 0.0013 13.1% 0.0295
ATR 0.0081 0.0084 0.0002 2.7% 0.0000
Volume 67,730 130,378 62,648 92.5% 313,275
Daily Pivots for day following 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6537 1.6489 1.6278
R3 1.6425 1.6377 1.6247
R2 1.6313 1.6313 1.6237
R1 1.6265 1.6265 1.6226 1.6289
PP 1.6201 1.6201 1.6201 1.6214
S1 1.6153 1.6153 1.6206 1.6177
S2 1.6089 1.6089 1.6195
S3 1.5977 1.6041 1.6185
S4 1.5865 1.5929 1.6154
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.7025 1.6916 1.6378
R3 1.6730 1.6621 1.6297
R2 1.6435 1.6435 1.6270
R1 1.6326 1.6326 1.6243 1.6381
PP 1.6140 1.6140 1.6140 1.6168
S1 1.6031 1.6031 1.6189 1.6086
S2 1.5845 1.5845 1.6162
S3 1.5550 1.5736 1.6135
S4 1.5255 1.5441 1.6054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6250 1.5955 0.0295 1.8% 0.0088 0.5% 88% True False 62,655
10 1.6250 1.5773 0.0477 2.9% 0.0089 0.6% 93% True False 34,987
20 1.6250 1.5684 0.0566 3.5% 0.0076 0.5% 94% True False 17,604
40 1.6250 1.5456 0.0794 4.9% 0.0081 0.5% 96% True False 8,845
60 1.6250 1.5401 0.0849 5.2% 0.0081 0.5% 96% True False 5,911
80 1.6250 1.5335 0.0915 5.6% 0.0071 0.4% 96% True False 4,441
100 1.6250 1.5335 0.0915 5.6% 0.0057 0.4% 96% True False 3,554
120 1.6250 1.5335 0.0915 5.6% 0.0048 0.3% 96% True False 2,962
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6726
2.618 1.6543
1.618 1.6431
1.000 1.6362
0.618 1.6319
HIGH 1.6250
0.618 1.6207
0.500 1.6194
0.382 1.6181
LOW 1.6138
0.618 1.6069
1.000 1.6026
1.618 1.5957
2.618 1.5845
4.250 1.5662
Fisher Pivots for day following 14-Sep-2012
Pivot 1 day 3 day
R1 1.6209 1.6196
PP 1.6201 1.6175
S1 1.6194 1.6155

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

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