CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 04-Dec-2012
Day Change Summary
Previous Current
03-Dec-2012 04-Dec-2012 Change Change % Previous Week
Open 1.6021 1.6095 0.0074 0.5% 1.6025
High 1.6116 1.6130 0.0014 0.1% 1.6061
Low 1.6019 1.6085 0.0066 0.4% 1.5960
Close 1.6093 1.6105 0.0012 0.1% 1.6023
Range 0.0097 0.0045 -0.0052 -53.6% 0.0101
ATR 0.0072 0.0070 -0.0002 -2.7% 0.0000
Volume 125,327 96,638 -28,689 -22.9% 431,624
Daily Pivots for day following 04-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.6242 1.6218 1.6130
R3 1.6197 1.6173 1.6117
R2 1.6152 1.6152 1.6113
R1 1.6128 1.6128 1.6109 1.6140
PP 1.6107 1.6107 1.6107 1.6113
S1 1.6083 1.6083 1.6101 1.6095
S2 1.6062 1.6062 1.6097
S3 1.6017 1.6038 1.6093
S4 1.5972 1.5993 1.6080
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.6318 1.6271 1.6079
R3 1.6217 1.6170 1.6051
R2 1.6116 1.6116 1.6042
R1 1.6069 1.6069 1.6032 1.6042
PP 1.6015 1.6015 1.6015 1.6001
S1 1.5968 1.5968 1.6014 1.5941
S2 1.5914 1.5914 1.6004
S3 1.5813 1.5867 1.5995
S4 1.5712 1.5766 1.5967
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6130 1.5960 0.0170 1.1% 0.0064 0.4% 85% True False 99,772
10 1.6130 1.5882 0.0248 1.5% 0.0067 0.4% 90% True False 93,346
20 1.6130 1.5822 0.0308 1.9% 0.0067 0.4% 92% True False 93,217
40 1.6175 1.5822 0.0353 2.2% 0.0075 0.5% 80% False False 92,957
60 1.6304 1.5822 0.0482 3.0% 0.0079 0.5% 59% False False 93,651
80 1.6304 1.5640 0.0664 4.1% 0.0077 0.5% 70% False False 71,016
100 1.6304 1.5456 0.0848 5.3% 0.0080 0.5% 77% False False 56,830
120 1.6304 1.5401 0.0903 5.6% 0.0080 0.5% 78% False False 47,368
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 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6321
2.618 1.6248
1.618 1.6203
1.000 1.6175
0.618 1.6158
HIGH 1.6130
0.618 1.6113
0.500 1.6108
0.382 1.6102
LOW 1.6085
0.618 1.6057
1.000 1.6040
1.618 1.6012
2.618 1.5967
4.250 1.5894
Fisher Pivots for day following 04-Dec-2012
Pivot 1 day 3 day
R1 1.6108 1.6090
PP 1.6107 1.6074
S1 1.6106 1.6059

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

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