CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 30-Oct-2012
Day Change Summary
Previous Current
29-Oct-2012 30-Oct-2012 Change Change % Previous Week
Open 1.6103 1.6027 -0.0076 -0.5% 1.6004
High 1.6103 1.6084 -0.0019 -0.1% 1.6141
Low 1.6004 1.6019 0.0015 0.1% 1.5909
Close 1.6037 1.6075 0.0038 0.2% 1.6095
Range 0.0099 0.0065 -0.0034 -34.3% 0.0232
ATR 0.0087 0.0086 -0.0002 -1.8% 0.0000
Volume 58,008 41,223 -16,785 -28.9% 518,207
Daily Pivots for day following 30-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.6254 1.6230 1.6111
R3 1.6189 1.6165 1.6093
R2 1.6124 1.6124 1.6087
R1 1.6100 1.6100 1.6081 1.6112
PP 1.6059 1.6059 1.6059 1.6066
S1 1.6035 1.6035 1.6069 1.6047
S2 1.5994 1.5994 1.6063
S3 1.5929 1.5970 1.6057
S4 1.5864 1.5905 1.6039
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.6744 1.6652 1.6223
R3 1.6512 1.6420 1.6159
R2 1.6280 1.6280 1.6138
R1 1.6188 1.6188 1.6116 1.6234
PP 1.6048 1.6048 1.6048 1.6072
S1 1.5956 1.5956 1.6074 1.6002
S2 1.5816 1.5816 1.6052
S3 1.5584 1.5724 1.6031
S4 1.5352 1.5492 1.5967
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6141 1.5932 0.0209 1.3% 0.0091 0.6% 68% False False 87,306
10 1.6175 1.5909 0.0266 1.7% 0.0090 0.6% 62% False False 91,565
20 1.6213 1.5909 0.0304 1.9% 0.0086 0.5% 55% False False 93,183
40 1.6304 1.5821 0.0483 3.0% 0.0085 0.5% 53% False False 85,579
60 1.6304 1.5578 0.0726 4.5% 0.0080 0.5% 68% False False 57,244
80 1.6304 1.5401 0.0903 5.6% 0.0084 0.5% 75% False False 42,949
100 1.6304 1.5401 0.0903 5.6% 0.0080 0.5% 75% False False 34,371
120 1.6304 1.5335 0.0969 6.0% 0.0070 0.4% 76% False False 28,644
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6360
2.618 1.6254
1.618 1.6189
1.000 1.6149
0.618 1.6124
HIGH 1.6084
0.618 1.6059
0.500 1.6052
0.382 1.6044
LOW 1.6019
0.618 1.5979
1.000 1.5954
1.618 1.5914
2.618 1.5849
4.250 1.5743
Fisher Pivots for day following 30-Oct-2012
Pivot 1 day 3 day
R1 1.6067 1.6074
PP 1.6059 1.6073
S1 1.6052 1.6072

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

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