CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 1.5476 1.5446 -0.0030 -0.2% 1.5374
High 1.5537 1.5446 -0.0091 -0.6% 1.5537
Low 1.5472 1.5446 -0.0026 -0.2% 1.5361
Close 1.5537 1.5446 -0.0091 -0.6% 1.5446
Range 0.0065 0.0000 -0.0065 -100.0% 0.0176
ATR 0.0053 0.0056 0.0003 5.2% 0.0000
Volume 4 4 0 0.0% 20
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.5446 1.5446 1.5446
R3 1.5446 1.5446 1.5446
R2 1.5446 1.5446 1.5446
R1 1.5446 1.5446 1.5446 1.5446
PP 1.5446 1.5446 1.5446 1.5446
S1 1.5446 1.5446 1.5446 1.5446
S2 1.5446 1.5446 1.5446
S3 1.5446 1.5446 1.5446
S4 1.5446 1.5446 1.5446
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.5976 1.5887 1.5543
R3 1.5800 1.5711 1.5494
R2 1.5624 1.5624 1.5478
R1 1.5535 1.5535 1.5462 1.5580
PP 1.5448 1.5448 1.5448 1.5470
S1 1.5359 1.5359 1.5430 1.5404
S2 1.5272 1.5272 1.5414
S3 1.5096 1.5183 1.5398
S4 1.4920 1.5007 1.5349
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5537 1.5361 0.0176 1.1% 0.0013 0.1% 48% False False 4
10 1.5625 1.5360 0.0265 1.7% 0.0010 0.1% 32% False False 4
20 1.6070 1.5360 0.0710 4.6% 0.0009 0.1% 12% False False 5
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 1.5446
2.618 1.5446
1.618 1.5446
1.000 1.5446
0.618 1.5446
HIGH 1.5446
0.618 1.5446
0.500 1.5446
0.382 1.5446
LOW 1.5446
0.618 1.5446
1.000 1.5446
1.618 1.5446
2.618 1.5446
4.250 1.5446
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 1.5446 1.5492
PP 1.5446 1.5476
S1 1.5446 1.5461

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

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