CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 26-Dec-2012
Day Change Summary
Previous Current
24-Dec-2012 26-Dec-2012 Change Change % Previous Week
Open 1.6161 1.6147 -0.0014 -0.1% 1.6169
High 1.6205 1.6169 -0.0036 -0.2% 1.6304
Low 1.6097 1.6105 0.0008 0.0% 1.6148
Close 1.6132 1.6126 -0.0006 0.0% 1.6157
Range 0.0108 0.0064 -0.0044 -40.7% 0.0156
ATR 0.0071 0.0071 -0.0001 -0.7% 0.0000
Volume 35,338 31,069 -4,269 -12.1% 439,604
Daily Pivots for day following 26-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.6325 1.6290 1.6161
R3 1.6261 1.6226 1.6144
R2 1.6197 1.6197 1.6138
R1 1.6162 1.6162 1.6132 1.6148
PP 1.6133 1.6133 1.6133 1.6126
S1 1.6098 1.6098 1.6120 1.6084
S2 1.6069 1.6069 1.6114
S3 1.6005 1.6034 1.6108
S4 1.5941 1.5970 1.6091
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.6671 1.6570 1.6243
R3 1.6515 1.6414 1.6200
R2 1.6359 1.6359 1.6186
R1 1.6258 1.6258 1.6171 1.6231
PP 1.6203 1.6203 1.6203 1.6189
S1 1.6102 1.6102 1.6143 1.6075
S2 1.6047 1.6047 1.6128
S3 1.5891 1.5946 1.6114
S4 1.5735 1.5790 1.6071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6304 1.6097 0.0207 1.3% 0.0084 0.5% 14% False False 69,567
10 1.6304 1.6081 0.0223 1.4% 0.0081 0.5% 20% False False 75,921
20 1.6304 1.5960 0.0344 2.1% 0.0071 0.4% 48% False False 41,958
40 1.6304 1.5828 0.0476 3.0% 0.0054 0.3% 63% False False 21,008
60 1.6304 1.5828 0.0476 3.0% 0.0052 0.3% 63% False False 14,016
80 1.6304 1.5828 0.0476 3.0% 0.0048 0.3% 63% False False 10,520
100 1.6304 1.5607 0.0697 4.3% 0.0040 0.2% 74% False False 8,417
120 1.6304 1.5422 0.0882 5.5% 0.0033 0.2% 80% False False 7,020
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6441
2.618 1.6337
1.618 1.6273
1.000 1.6233
0.618 1.6209
HIGH 1.6169
0.618 1.6145
0.500 1.6137
0.382 1.6129
LOW 1.6105
0.618 1.6065
1.000 1.6041
1.618 1.6001
2.618 1.5937
4.250 1.5833
Fisher Pivots for day following 26-Dec-2012
Pivot 1 day 3 day
R1 1.6137 1.6188
PP 1.6133 1.6167
S1 1.6130 1.6147

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.