CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 14-Dec-2012
Day Change Summary
Previous Current
13-Dec-2012 14-Dec-2012 Change Change % Previous Week
Open 1.6139 1.6111 -0.0028 -0.2% 1.6029
High 1.6159 1.6178 0.0019 0.1% 1.6208
Low 1.6084 1.6104 0.0020 0.1% 1.6014
Close 1.6111 1.6168 0.0057 0.4% 1.6168
Range 0.0075 0.0074 -0.0001 -1.3% 0.0194
ATR 0.0072 0.0072 0.0000 0.2% 0.0000
Volume 137,081 42,852 -94,229 -68.7% 543,691
Daily Pivots for day following 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.6372 1.6344 1.6209
R3 1.6298 1.6270 1.6188
R2 1.6224 1.6224 1.6182
R1 1.6196 1.6196 1.6175 1.6210
PP 1.6150 1.6150 1.6150 1.6157
S1 1.6122 1.6122 1.6161 1.6136
S2 1.6076 1.6076 1.6154
S3 1.6002 1.6048 1.6148
S4 1.5928 1.5974 1.6127
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.6712 1.6634 1.6275
R3 1.6518 1.6440 1.6221
R2 1.6324 1.6324 1.6204
R1 1.6246 1.6246 1.6186 1.6285
PP 1.6130 1.6130 1.6130 1.6150
S1 1.6052 1.6052 1.6150 1.6091
S2 1.5936 1.5936 1.6132
S3 1.5742 1.5858 1.6115
S4 1.5548 1.5664 1.6061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6208 1.6014 0.0194 1.2% 0.0080 0.5% 79% False False 108,738
10 1.6208 1.6003 0.0205 1.3% 0.0073 0.4% 80% False False 111,253
20 1.6208 1.5834 0.0374 2.3% 0.0068 0.4% 89% False False 99,614
40 1.6208 1.5822 0.0386 2.4% 0.0074 0.5% 90% False False 96,197
60 1.6304 1.5822 0.0482 3.0% 0.0078 0.5% 72% False False 97,421
80 1.6304 1.5747 0.0557 3.4% 0.0078 0.5% 76% False False 82,142
100 1.6304 1.5479 0.0825 5.1% 0.0079 0.5% 84% False False 65,731
120 1.6304 1.5401 0.0903 5.6% 0.0080 0.5% 85% False False 54,785
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6493
2.618 1.6372
1.618 1.6298
1.000 1.6252
0.618 1.6224
HIGH 1.6178
0.618 1.6150
0.500 1.6141
0.382 1.6132
LOW 1.6104
0.618 1.6058
1.000 1.6030
1.618 1.5984
2.618 1.5910
4.250 1.5790
Fisher Pivots for day following 14-Dec-2012
Pivot 1 day 3 day
R1 1.6159 1.6161
PP 1.6150 1.6153
S1 1.6141 1.6146

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

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