CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 16-Oct-2012
Day Change Summary
Previous Current
15-Oct-2012 16-Oct-2012 Change Change % Previous Week
Open 1.6073 1.6069 -0.0004 0.0% 1.6139
High 1.6077 1.6129 0.0052 0.3% 1.6139
Low 1.6017 1.6057 0.0040 0.2% 1.5972
Close 1.6071 1.6108 0.0037 0.2% 1.6070
Range 0.0060 0.0072 0.0012 20.0% 0.0167
ATR 0.0082 0.0082 -0.0001 -0.9% 0.0000
Volume 81,589 98,604 17,015 20.9% 467,340
Daily Pivots for day following 16-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.6314 1.6283 1.6148
R3 1.6242 1.6211 1.6128
R2 1.6170 1.6170 1.6121
R1 1.6139 1.6139 1.6115 1.6155
PP 1.6098 1.6098 1.6098 1.6106
S1 1.6067 1.6067 1.6101 1.6083
S2 1.6026 1.6026 1.6095
S3 1.5954 1.5995 1.6088
S4 1.5882 1.5923 1.6068
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.6561 1.6483 1.6162
R3 1.6394 1.6316 1.6116
R2 1.6227 1.6227 1.6101
R1 1.6149 1.6149 1.6085 1.6105
PP 1.6060 1.6060 1.6060 1.6038
S1 1.5982 1.5982 1.6055 1.5938
S2 1.5893 1.5893 1.6039
S3 1.5726 1.5815 1.6024
S4 1.5559 1.5648 1.5978
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6129 1.5972 0.0157 1.0% 0.0068 0.4% 87% True False 86,592
10 1.6213 1.5972 0.0241 1.5% 0.0083 0.5% 56% False False 94,801
20 1.6304 1.5972 0.0332 2.1% 0.0084 0.5% 41% False False 99,606
40 1.6304 1.5721 0.0583 3.6% 0.0081 0.5% 66% False False 62,955
60 1.6304 1.5456 0.0848 5.3% 0.0081 0.5% 77% False False 41,999
80 1.6304 1.5401 0.0903 5.6% 0.0081 0.5% 78% False False 31,512
100 1.6304 1.5335 0.0969 6.0% 0.0074 0.5% 80% False False 25,215
120 1.6304 1.5335 0.0969 6.0% 0.0063 0.4% 80% False False 21,014
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6435
2.618 1.6317
1.618 1.6245
1.000 1.6201
0.618 1.6173
HIGH 1.6129
0.618 1.6101
0.500 1.6093
0.382 1.6085
LOW 1.6057
0.618 1.6013
1.000 1.5985
1.618 1.5941
2.618 1.5869
4.250 1.5751
Fisher Pivots for day following 16-Oct-2012
Pivot 1 day 3 day
R1 1.6103 1.6096
PP 1.6098 1.6084
S1 1.6093 1.6072

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

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