CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 24-Sep-2012
Day Change Summary
Previous Current
21-Sep-2012 24-Sep-2012 Change Change % Previous Week
Open 1.6212 1.6243 0.0031 0.2% 1.6223
High 1.6304 1.6244 -0.0060 -0.4% 1.6304
Low 1.6208 1.6176 -0.0032 -0.2% 1.6159
Close 1.6241 1.6225 -0.0016 -0.1% 1.6241
Range 0.0096 0.0068 -0.0028 -29.2% 0.0145
ATR 0.0081 0.0080 -0.0001 -1.1% 0.0000
Volume 112,399 77,930 -34,469 -30.7% 486,748
Daily Pivots for day following 24-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6419 1.6390 1.6262
R3 1.6351 1.6322 1.6244
R2 1.6283 1.6283 1.6237
R1 1.6254 1.6254 1.6231 1.6235
PP 1.6215 1.6215 1.6215 1.6205
S1 1.6186 1.6186 1.6219 1.6167
S2 1.6147 1.6147 1.6213
S3 1.6079 1.6118 1.6206
S4 1.6011 1.6050 1.6188
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6670 1.6600 1.6321
R3 1.6525 1.6455 1.6281
R2 1.6380 1.6380 1.6268
R1 1.6310 1.6310 1.6254 1.6345
PP 1.6235 1.6235 1.6235 1.6252
S1 1.6165 1.6165 1.6228 1.6200
S2 1.6090 1.6090 1.6214
S3 1.5945 1.6020 1.6201
S4 1.5800 1.5875 1.6161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6304 1.6159 0.0145 0.9% 0.0074 0.5% 46% False False 93,726
10 1.6304 1.5983 0.0321 2.0% 0.0081 0.5% 75% False False 85,470
20 1.6304 1.5747 0.0557 3.4% 0.0080 0.5% 86% False False 45,751
40 1.6304 1.5490 0.0814 5.0% 0.0077 0.5% 90% False False 22,944
60 1.6304 1.5401 0.0903 5.6% 0.0082 0.5% 91% False False 15,319
80 1.6304 1.5335 0.0969 6.0% 0.0076 0.5% 92% False False 11,499
100 1.6304 1.5335 0.0969 6.0% 0.0062 0.4% 92% False False 9,201
120 1.6304 1.5335 0.0969 6.0% 0.0052 0.3% 92% False False 7,667
Crabel Price Patterns
NR True
NR4 True
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 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6533
2.618 1.6422
1.618 1.6354
1.000 1.6312
0.618 1.6286
HIGH 1.6244
0.618 1.6218
0.500 1.6210
0.382 1.6202
LOW 1.6176
0.618 1.6134
1.000 1.6108
1.618 1.6066
2.618 1.5998
4.250 1.5887
Fisher Pivots for day following 24-Sep-2012
Pivot 1 day 3 day
R1 1.6220 1.6232
PP 1.6215 1.6229
S1 1.6210 1.6227

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.