CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 01-Oct-2012
Day Change Summary
Previous Current
28-Sep-2012 01-Oct-2012 Change Change % Previous Week
Open 1.6230 1.6154 -0.0076 -0.5% 1.6243
High 1.6269 1.6171 -0.0098 -0.6% 1.6269
Low 1.6109 1.6105 -0.0004 0.0% 1.6109
Close 1.6136 1.6127 -0.0009 -0.1% 1.6136
Range 0.0160 0.0066 -0.0094 -58.8% 0.0160
ATR 0.0086 0.0085 -0.0001 -1.7% 0.0000
Volume 157,291 93,872 -63,419 -40.3% 549,382
Daily Pivots for day following 01-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.6332 1.6296 1.6163
R3 1.6266 1.6230 1.6145
R2 1.6200 1.6200 1.6139
R1 1.6164 1.6164 1.6133 1.6149
PP 1.6134 1.6134 1.6134 1.6127
S1 1.6098 1.6098 1.6121 1.6083
S2 1.6068 1.6068 1.6115
S3 1.6002 1.6032 1.6109
S4 1.5936 1.5966 1.6091
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6651 1.6554 1.6224
R3 1.6491 1.6394 1.6180
R2 1.6331 1.6331 1.6165
R1 1.6234 1.6234 1.6151 1.6203
PP 1.6171 1.6171 1.6171 1.6156
S1 1.6074 1.6074 1.6121 1.6043
S2 1.6011 1.6011 1.6107
S3 1.5851 1.5914 1.6092
S4 1.5691 1.5754 1.6048
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6269 1.6105 0.0164 1.0% 0.0095 0.6% 13% False True 113,064
10 1.6304 1.6105 0.0199 1.2% 0.0085 0.5% 11% False True 103,395
20 1.6304 1.5821 0.0483 3.0% 0.0084 0.5% 63% False False 73,956
40 1.6304 1.5557 0.0747 4.6% 0.0077 0.5% 76% False False 37,069
60 1.6304 1.5401 0.0903 5.6% 0.0082 0.5% 80% False False 24,734
80 1.6304 1.5401 0.0903 5.6% 0.0079 0.5% 80% False False 18,565
100 1.6304 1.5335 0.0969 6.0% 0.0066 0.4% 82% False False 14,854
120 1.6304 1.5335 0.0969 6.0% 0.0055 0.3% 82% False False 12,378
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.6452
2.618 1.6344
1.618 1.6278
1.000 1.6237
0.618 1.6212
HIGH 1.6171
0.618 1.6146
0.500 1.6138
0.382 1.6130
LOW 1.6105
0.618 1.6064
1.000 1.6039
1.618 1.5998
2.618 1.5932
4.250 1.5825
Fisher Pivots for day following 01-Oct-2012
Pivot 1 day 3 day
R1 1.6138 1.6187
PP 1.6134 1.6167
S1 1.6131 1.6147

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

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