CME British Pound Future December 2012


Trading Metrics calculated at close of trading on 26-Sep-2012
Day Change Summary
Previous Current
25-Sep-2012 26-Sep-2012 Change Change % Previous Week
Open 1.6219 1.6189 -0.0030 -0.2% 1.6223
High 1.6263 1.6206 -0.0057 -0.4% 1.6304
Low 1.6178 1.6133 -0.0045 -0.3% 1.6159
Close 1.6206 1.6151 -0.0055 -0.3% 1.6241
Range 0.0085 0.0073 -0.0012 -14.1% 0.0145
ATR 0.0080 0.0080 -0.0001 -0.7% 0.0000
Volume 97,700 102,244 4,544 4.7% 486,748
Daily Pivots for day following 26-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6382 1.6340 1.6191
R3 1.6309 1.6267 1.6171
R2 1.6236 1.6236 1.6164
R1 1.6194 1.6194 1.6158 1.6179
PP 1.6163 1.6163 1.6163 1.6156
S1 1.6121 1.6121 1.6144 1.6106
S2 1.6090 1.6090 1.6138
S3 1.6017 1.6048 1.6131
S4 1.5944 1.5975 1.6111
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6670 1.6600 1.6321
R3 1.6525 1.6455 1.6281
R2 1.6380 1.6380 1.6268
R1 1.6310 1.6310 1.6254 1.6345
PP 1.6235 1.6235 1.6235 1.6252
S1 1.6165 1.6165 1.6228 1.6200
S2 1.6090 1.6090 1.6214
S3 1.5945 1.6020 1.6201
S4 1.5800 1.5875 1.6161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6304 1.6133 0.0171 1.1% 0.0079 0.5% 11% False True 99,242
10 1.6304 1.6069 0.0235 1.5% 0.0081 0.5% 35% False False 96,273
20 1.6304 1.5768 0.0536 3.3% 0.0082 0.5% 71% False False 55,731
40 1.6304 1.5490 0.0814 5.0% 0.0078 0.5% 81% False False 27,939
60 1.6304 1.5401 0.0903 5.6% 0.0082 0.5% 83% False False 18,650
80 1.6304 1.5345 0.0959 5.9% 0.0077 0.5% 84% False False 13,998
100 1.6304 1.5335 0.0969 6.0% 0.0063 0.4% 84% False False 11,200
120 1.6304 1.5335 0.0969 6.0% 0.0053 0.3% 84% False False 9,334
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6516
2.618 1.6397
1.618 1.6324
1.000 1.6279
0.618 1.6251
HIGH 1.6206
0.618 1.6178
0.500 1.6170
0.382 1.6161
LOW 1.6133
0.618 1.6088
1.000 1.6060
1.618 1.6015
2.618 1.5942
4.250 1.5823
Fisher Pivots for day following 26-Sep-2012
Pivot 1 day 3 day
R1 1.6170 1.6198
PP 1.6163 1.6182
S1 1.6157 1.6167

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.