CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 17-Oct-2012
Day Change Summary
Previous Current
16-Oct-2012 17-Oct-2012 Change Change % Previous Week
Open 1.6069 1.6108 0.0039 0.2% 1.6139
High 1.6129 1.6175 0.0046 0.3% 1.6139
Low 1.6057 1.6108 0.0051 0.3% 1.5972
Close 1.6108 1.6150 0.0042 0.3% 1.6070
Range 0.0072 0.0067 -0.0005 -6.9% 0.0167
ATR 0.0082 0.0080 -0.0001 -1.3% 0.0000
Volume 98,604 93,807 -4,797 -4.9% 467,340
Daily Pivots for day following 17-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.6345 1.6315 1.6187
R3 1.6278 1.6248 1.6168
R2 1.6211 1.6211 1.6162
R1 1.6181 1.6181 1.6156 1.6196
PP 1.6144 1.6144 1.6144 1.6152
S1 1.6114 1.6114 1.6144 1.6129
S2 1.6077 1.6077 1.6138
S3 1.6010 1.6047 1.6132
S4 1.5943 1.5980 1.6113
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 1.6175 1.5981 0.0194 1.2% 0.0069 0.4% 87% True False 88,483
10 1.6213 1.5972 0.0241 1.5% 0.0082 0.5% 74% False False 95,174
20 1.6304 1.5972 0.0332 2.1% 0.0083 0.5% 54% False False 99,584
40 1.6304 1.5747 0.0557 3.4% 0.0081 0.5% 72% False False 65,299
60 1.6304 1.5456 0.0848 5.3% 0.0081 0.5% 82% False False 43,560
80 1.6304 1.5401 0.0903 5.6% 0.0082 0.5% 83% False False 32,683
100 1.6304 1.5335 0.0969 6.0% 0.0075 0.5% 84% False False 26,153
120 1.6304 1.5335 0.0969 6.0% 0.0063 0.4% 84% False False 21,796
Crabel Price Patterns
NR True
NR4 False
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6460
2.618 1.6350
1.618 1.6283
1.000 1.6242
0.618 1.6216
HIGH 1.6175
0.618 1.6149
0.500 1.6142
0.382 1.6134
LOW 1.6108
0.618 1.6067
1.000 1.6041
1.618 1.6000
2.618 1.5933
4.250 1.5823
Fisher Pivots for day following 17-Oct-2012
Pivot 1 day 3 day
R1 1.6147 1.6132
PP 1.6144 1.6114
S1 1.6142 1.6096

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

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