CME British Pound Future June 2013


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 1.6070 1.6097 0.0027 0.2% 1.6011
High 1.6095 1.6097 0.0002 0.0% 1.6029
Low 1.6070 1.6097 0.0027 0.2% 1.6008
Close 1.6084 1.6097 0.0013 0.1% 1.6014
Range 0.0025 0.0000 -0.0025 -100.0% 0.0021
ATR 0.0034 0.0032 -0.0001 -4.4% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 04-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.6097 1.6097 1.6097
R3 1.6097 1.6097 1.6097
R2 1.6097 1.6097 1.6097
R1 1.6097 1.6097 1.6097 1.6097
PP 1.6097 1.6097 1.6097 1.6097
S1 1.6097 1.6097 1.6097 1.6097
S2 1.6097 1.6097 1.6097
S3 1.6097 1.6097 1.6097
S4 1.6097 1.6097 1.6097
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.6080 1.6068 1.6026
R3 1.6059 1.6047 1.6020
R2 1.6038 1.6038 1.6018
R1 1.6026 1.6026 1.6016 1.6032
PP 1.6017 1.6017 1.6017 1.6020
S1 1.6005 1.6005 1.6012 1.6011
S2 1.5996 1.5996 1.6010
S3 1.5975 1.5984 1.6008
S4 1.5954 1.5963 1.6002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6097 1.6008 0.0089 0.6% 0.0005 0.0% 100% True False 2
10 1.6097 1.5908 0.0189 1.2% 0.0003 0.0% 100% True False 2
20 1.6097 1.5843 0.0254 1.6% 0.0001 0.0% 100% True False 1
40 1.6137 1.5843 0.0294 1.8% 0.0001 0.0% 86% False False 1
60 1.6230 1.5843 0.0387 2.4% 0.0001 0.0% 66% False False 8
80 1.6230 1.5671 0.0559 3.5% 0.0001 0.0% 76% False False 15
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6097
2.618 1.6097
1.618 1.6097
1.000 1.6097
0.618 1.6097
HIGH 1.6097
0.618 1.6097
0.500 1.6097
0.382 1.6097
LOW 1.6097
0.618 1.6097
1.000 1.6097
1.618 1.6097
2.618 1.6097
4.250 1.6097
Fisher Pivots for day following 04-Dec-2012
Pivot 1 day 3 day
R1 1.6097 1.6083
PP 1.6097 1.6069
S1 1.6097 1.6056

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

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