CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 1.6099 1.6093 -0.0006 0.0% 1.6025
High 1.6119 1.6128 0.0009 0.1% 1.6061
Low 1.6082 1.6039 -0.0043 -0.3% 1.5960
Close 1.6097 1.6047 -0.0050 -0.3% 1.6023
Range 0.0037 0.0089 0.0052 140.5% 0.0101
ATR 0.0068 0.0070 0.0001 2.2% 0.0000
Volume 99,409 124,463 25,054 25.2% 431,624
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.6338 1.6282 1.6096
R3 1.6249 1.6193 1.6071
R2 1.6160 1.6160 1.6063
R1 1.6104 1.6104 1.6055 1.6088
PP 1.6071 1.6071 1.6071 1.6063
S1 1.6015 1.6015 1.6039 1.5999
S2 1.5982 1.5982 1.6031
S3 1.5893 1.5926 1.6023
S4 1.5804 1.5837 1.5998
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 1.5988 0.0142 0.9% 0.0068 0.4% 42% False False 109,473
10 1.6130 1.5925 0.0205 1.3% 0.0067 0.4% 60% False False 98,893
20 1.6130 1.5822 0.0308 1.9% 0.0067 0.4% 73% False False 95,021
40 1.6175 1.5822 0.0353 2.2% 0.0075 0.5% 64% False False 93,381
60 1.6304 1.5822 0.0482 3.0% 0.0079 0.5% 47% False False 95,850
80 1.6304 1.5640 0.0664 4.1% 0.0077 0.5% 61% False False 73,813
100 1.6304 1.5456 0.0848 5.3% 0.0079 0.5% 70% False False 59,067
120 1.6304 1.5401 0.0903 5.6% 0.0079 0.5% 72% False False 49,234
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6506
2.618 1.6361
1.618 1.6272
1.000 1.6217
0.618 1.6183
HIGH 1.6128
0.618 1.6094
0.500 1.6084
0.382 1.6073
LOW 1.6039
0.618 1.5984
1.000 1.5950
1.618 1.5895
2.618 1.5806
4.250 1.5661
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 1.6084 1.6085
PP 1.6071 1.6072
S1 1.6059 1.6060

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

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