CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 22-Oct-2012
Day Change Summary
Previous Current
19-Oct-2012 22-Oct-2012 Change Change % Previous Week
Open 1.6047 1.6004 -0.0043 -0.3% 1.6073
High 1.6064 1.6048 -0.0016 -0.1% 1.6175
Low 1.5992 1.5987 -0.0005 0.0% 1.5992
Close 1.6009 1.6001 -0.0008 0.0% 1.6009
Range 0.0072 0.0061 -0.0011 -15.3% 0.0183
ATR 0.0083 0.0082 -0.0002 -1.9% 0.0000
Volume 92,775 75,897 -16,878 -18.2% 478,413
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.6195 1.6159 1.6035
R3 1.6134 1.6098 1.6018
R2 1.6073 1.6073 1.6012
R1 1.6037 1.6037 1.6007 1.6025
PP 1.6012 1.6012 1.6012 1.6006
S1 1.5976 1.5976 1.5995 1.5964
S2 1.5951 1.5951 1.5990
S3 1.5890 1.5915 1.5984
S4 1.5829 1.5854 1.5967
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 1.5987 0.0188 1.2% 0.0081 0.5% 7% False True 94,544
10 1.6175 1.5972 0.0203 1.3% 0.0074 0.5% 14% False False 92,964
20 1.6269 1.5972 0.0297 1.9% 0.0085 0.5% 10% False False 98,786
40 1.6304 1.5747 0.0557 3.5% 0.0082 0.5% 46% False False 72,269
60 1.6304 1.5490 0.0814 5.1% 0.0079 0.5% 63% False False 48,225
80 1.6304 1.5401 0.0903 5.6% 0.0083 0.5% 66% False False 36,186
100 1.6304 1.5335 0.0969 6.1% 0.0078 0.5% 69% False False 28,956
120 1.6304 1.5335 0.0969 6.1% 0.0066 0.4% 69% False False 24,131
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6307
2.618 1.6208
1.618 1.6147
1.000 1.6109
0.618 1.6086
HIGH 1.6048
0.618 1.6025
0.500 1.6018
0.382 1.6010
LOW 1.5987
0.618 1.5949
1.000 1.5926
1.618 1.5888
2.618 1.5827
4.250 1.5728
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 1.6018 1.6077
PP 1.6012 1.6052
S1 1.6007 1.6026

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

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