CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 1.6139 1.6047 -0.0092 -0.6% 1.6073
High 1.6167 1.6064 -0.0103 -0.6% 1.6175
Low 1.6035 1.5992 -0.0043 -0.3% 1.5992
Close 1.6059 1.6009 -0.0050 -0.3% 1.6009
Range 0.0132 0.0072 -0.0060 -45.5% 0.0183
ATR 0.0084 0.0083 -0.0001 -1.0% 0.0000
Volume 111,638 92,775 -18,863 -16.9% 478,413
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.6238 1.6195 1.6049
R3 1.6166 1.6123 1.6029
R2 1.6094 1.6094 1.6022
R1 1.6051 1.6051 1.6016 1.6037
PP 1.6022 1.6022 1.6022 1.6014
S1 1.5979 1.5979 1.6002 1.5965
S2 1.5950 1.5950 1.5996
S3 1.5878 1.5907 1.5989
S4 1.5806 1.5835 1.5969
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.6608 1.6491 1.6110
R3 1.6425 1.6308 1.6059
R2 1.6242 1.6242 1.6043
R1 1.6125 1.6125 1.6026 1.6092
PP 1.6059 1.6059 1.6059 1.6042
S1 1.5942 1.5942 1.5992 1.5909
S2 1.5876 1.5876 1.5975
S3 1.5693 1.5759 1.5959
S4 1.5510 1.5576 1.5908
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6175 1.5992 0.0183 1.1% 0.0081 0.5% 9% False True 95,682
10 1.6175 1.5972 0.0203 1.3% 0.0080 0.5% 18% False False 94,575
20 1.6269 1.5972 0.0297 1.9% 0.0085 0.5% 12% False False 98,887
40 1.6304 1.5747 0.0557 3.5% 0.0082 0.5% 47% False False 70,404
60 1.6304 1.5490 0.0814 5.1% 0.0080 0.5% 64% False False 46,961
80 1.6304 1.5401 0.0903 5.6% 0.0083 0.5% 67% False False 35,238
100 1.6304 1.5335 0.0969 6.1% 0.0077 0.5% 70% False False 28,197
120 1.6304 1.5335 0.0969 6.1% 0.0065 0.4% 70% False False 23,499
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6370
2.618 1.6252
1.618 1.6180
1.000 1.6136
0.618 1.6108
HIGH 1.6064
0.618 1.6036
0.500 1.6028
0.382 1.6020
LOW 1.5992
0.618 1.5948
1.000 1.5920
1.618 1.5876
2.618 1.5804
4.250 1.5686
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 1.6028 1.6084
PP 1.6022 1.6059
S1 1.6015 1.6034

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

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