CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 07-Dec-2012
Day Change Summary
Previous Current
06-Dec-2012 07-Dec-2012 Change Change % Previous Week
Open 1.6093 1.6043 -0.0050 -0.3% 1.6021
High 1.6128 1.6061 -0.0067 -0.4% 1.6130
Low 1.6039 1.6003 -0.0036 -0.2% 1.6003
Close 1.6047 1.6035 -0.0012 -0.1% 1.6035
Range 0.0089 0.0058 -0.0031 -34.8% 0.0127
ATR 0.0070 0.0069 -0.0001 -1.2% 0.0000
Volume 124,463 123,008 -1,455 -1.2% 568,845
Daily Pivots for day following 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.6207 1.6179 1.6067
R3 1.6149 1.6121 1.6051
R2 1.6091 1.6091 1.6046
R1 1.6063 1.6063 1.6040 1.6048
PP 1.6033 1.6033 1.6033 1.6026
S1 1.6005 1.6005 1.6030 1.5990
S2 1.5975 1.5975 1.6024
S3 1.5917 1.5947 1.6019
S4 1.5859 1.5889 1.6003
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.6437 1.6363 1.6105
R3 1.6310 1.6236 1.6070
R2 1.6183 1.6183 1.6058
R1 1.6109 1.6109 1.6047 1.6146
PP 1.6056 1.6056 1.6056 1.6075
S1 1.5982 1.5982 1.6023 1.6019
S2 1.5929 1.5929 1.6012
S3 1.5802 1.5855 1.6000
S4 1.5675 1.5728 1.5965
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6130 1.6003 0.0127 0.8% 0.0065 0.4% 25% False True 113,769
10 1.6130 1.5960 0.0170 1.1% 0.0060 0.4% 44% False False 100,046
20 1.6130 1.5822 0.0308 1.9% 0.0066 0.4% 69% False False 96,215
40 1.6175 1.5822 0.0353 2.2% 0.0074 0.5% 60% False False 94,499
60 1.6304 1.5822 0.0482 3.0% 0.0078 0.5% 44% False False 96,772
80 1.6304 1.5640 0.0664 4.1% 0.0077 0.5% 59% False False 75,351
100 1.6304 1.5456 0.0848 5.3% 0.0079 0.5% 68% False False 60,297
120 1.6304 1.5401 0.0903 5.6% 0.0079 0.5% 70% False False 50,259
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6308
2.618 1.6213
1.618 1.6155
1.000 1.6119
0.618 1.6097
HIGH 1.6061
0.618 1.6039
0.500 1.6032
0.382 1.6025
LOW 1.6003
0.618 1.5967
1.000 1.5945
1.618 1.5909
2.618 1.5851
4.250 1.5757
Fisher Pivots for day following 07-Dec-2012
Pivot 1 day 3 day
R1 1.6034 1.6066
PP 1.6033 1.6055
S1 1.6032 1.6045

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

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