CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 1.6018 1.5979 -0.0039 -0.2% 1.6103
High 1.6037 1.6006 -0.0031 -0.2% 1.6173
Low 1.5955 1.5963 0.0008 0.1% 1.6004
Close 1.5969 1.5992 0.0023 0.1% 1.6019
Range 0.0082 0.0043 -0.0039 -47.6% 0.0169
ATR 0.0085 0.0082 -0.0003 -3.5% 0.0000
Volume 95,316 74,058 -21,258 -22.3% 386,687
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.6116 1.6097 1.6016
R3 1.6073 1.6054 1.6004
R2 1.6030 1.6030 1.6000
R1 1.6011 1.6011 1.5996 1.6021
PP 1.5987 1.5987 1.5987 1.5992
S1 1.5968 1.5968 1.5988 1.5978
S2 1.5944 1.5944 1.5984
S3 1.5901 1.5925 1.5980
S4 1.5858 1.5882 1.5968
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.6572 1.6465 1.6112
R3 1.6403 1.6296 1.6065
R2 1.6234 1.6234 1.6050
R1 1.6127 1.6127 1.6034 1.6096
PP 1.6065 1.6065 1.6065 1.6050
S1 1.5958 1.5958 1.6004 1.5927
S2 1.5896 1.5896 1.5988
S3 1.5727 1.5789 1.5973
S4 1.5558 1.5620 1.5926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6173 1.5955 0.0218 1.4% 0.0076 0.5% 17% False False 91,366
10 1.6173 1.5932 0.0241 1.5% 0.0083 0.5% 25% False False 89,336
20 1.6175 1.5909 0.0266 1.7% 0.0081 0.5% 31% False False 90,272
40 1.6304 1.5909 0.0395 2.5% 0.0084 0.5% 21% False False 94,809
60 1.6304 1.5640 0.0664 4.2% 0.0080 0.5% 53% False False 64,849
80 1.6304 1.5456 0.0848 5.3% 0.0082 0.5% 63% False False 48,658
100 1.6304 1.5401 0.0903 5.6% 0.0081 0.5% 65% False False 38,939
120 1.6304 1.5335 0.0969 6.1% 0.0073 0.5% 68% False False 32,451
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 1.6189
2.618 1.6119
1.618 1.6076
1.000 1.6049
0.618 1.6033
HIGH 1.6006
0.618 1.5990
0.500 1.5985
0.382 1.5979
LOW 1.5963
0.618 1.5936
1.000 1.5920
1.618 1.5893
2.618 1.5850
4.250 1.5780
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 1.5990 1.6044
PP 1.5987 1.6026
S1 1.5985 1.6009

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

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