CME British Pound Future March 2013


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 1.6090 1.6089 -0.0001 0.0% 1.6003
High 1.6115 1.6124 0.0009 0.1% 1.6056
Low 1.6079 1.6035 -0.0044 -0.3% 1.5960
Close 1.6094 1.6043 -0.0051 -0.3% 1.6019
Range 0.0036 0.0089 0.0053 147.2% 0.0096
ATR 0.0054 0.0057 0.0002 4.6% 0.0000
Volume 3,324 6,143 2,819 84.8% 2,015
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.6334 1.6278 1.6092
R3 1.6245 1.6189 1.6067
R2 1.6156 1.6156 1.6059
R1 1.6100 1.6100 1.6051 1.6084
PP 1.6067 1.6067 1.6067 1.6059
S1 1.6011 1.6011 1.6035 1.5995
S2 1.5978 1.5978 1.6027
S3 1.5889 1.5922 1.6019
S4 1.5800 1.5833 1.5994
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.6300 1.6255 1.6072
R3 1.6204 1.6159 1.6045
R2 1.6108 1.6108 1.6037
R1 1.6063 1.6063 1.6028 1.6086
PP 1.6012 1.6012 1.6012 1.6023
S1 1.5967 1.5967 1.6010 1.5990
S2 1.5916 1.5916 1.6001
S3 1.5820 1.5871 1.5993
S4 1.5724 1.5775 1.5966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6126 1.5983 0.0143 0.9% 0.0066 0.4% 42% False False 2,544
10 1.6126 1.5924 0.0202 1.3% 0.0061 0.4% 59% False False 1,338
20 1.6126 1.5828 0.0298 1.9% 0.0047 0.3% 72% False False 695
40 1.6165 1.5828 0.0337 2.1% 0.0043 0.3% 64% False False 365
60 1.6281 1.5828 0.0453 2.8% 0.0046 0.3% 47% False False 255
80 1.6281 1.5661 0.0620 3.9% 0.0037 0.2% 62% False False 194
100 1.6281 1.5500 0.0781 4.9% 0.0030 0.2% 70% False False 158
120 1.6281 1.5422 0.0859 5.4% 0.0026 0.2% 72% False False 138
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.6502
2.618 1.6357
1.618 1.6268
1.000 1.6213
0.618 1.6179
HIGH 1.6124
0.618 1.6090
0.500 1.6080
0.382 1.6069
LOW 1.6035
0.618 1.5980
1.000 1.5946
1.618 1.5891
2.618 1.5802
4.250 1.5657
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 1.6080 1.6081
PP 1.6067 1.6068
S1 1.6055 1.6056

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

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