CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 12-Dec-2012
Day Change Summary
Previous Current
11-Dec-2012 12-Dec-2012 Change Change % Previous Week
Open 1.6090 1.6147 0.0057 0.4% 1.6070
High 1.6110 1.6155 0.0045 0.3% 1.6097
Low 1.6071 1.6106 0.0035 0.2% 1.6027
Close 1.6104 1.6149 0.0045 0.3% 1.6027
Range 0.0039 0.0049 0.0010 25.6% 0.0070
ATR 0.0032 0.0033 0.0001 4.2% 0.0000
Volume 2 61 59 2,950.0% 10
Daily Pivots for day following 12-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.6284 1.6265 1.6176
R3 1.6235 1.6216 1.6162
R2 1.6186 1.6186 1.6158
R1 1.6167 1.6167 1.6153 1.6177
PP 1.6137 1.6137 1.6137 1.6141
S1 1.6118 1.6118 1.6145 1.6128
S2 1.6088 1.6088 1.6140
S3 1.6039 1.6069 1.6136
S4 1.5990 1.6020 1.6122
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.6260 1.6214 1.6066
R3 1.6190 1.6144 1.6046
R2 1.6120 1.6120 1.6040
R1 1.6074 1.6074 1.6033 1.6062
PP 1.6050 1.6050 1.6050 1.6045
S1 1.6004 1.6004 1.6021 1.5992
S2 1.5980 1.5980 1.6014
S3 1.5910 1.5934 1.6008
S4 1.5840 1.5864 1.5989
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6155 1.6027 0.0128 0.8% 0.0022 0.1% 95% True False 13
10 1.6155 1.6014 0.0141 0.9% 0.0014 0.1% 96% True False 7
20 1.6155 1.5843 0.0312 1.9% 0.0007 0.0% 98% True False 4
40 1.6155 1.5843 0.0312 1.9% 0.0004 0.0% 98% True False 3
60 1.6230 1.5843 0.0387 2.4% 0.0003 0.0% 79% False False 5
80 1.6230 1.5767 0.0463 2.9% 0.0002 0.0% 83% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 97 trading days
Fibonacci Retracements and Extensions
4.250 1.6363
2.618 1.6283
1.618 1.6234
1.000 1.6204
0.618 1.6185
HIGH 1.6155
0.618 1.6136
0.500 1.6131
0.382 1.6125
LOW 1.6106
0.618 1.6076
1.000 1.6057
1.618 1.6027
2.618 1.5978
4.250 1.5898
Fisher Pivots for day following 12-Dec-2012
Pivot 1 day 3 day
R1 1.6143 1.6132
PP 1.6137 1.6114
S1 1.6131 1.6097

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

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