CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 18-Jun-2012
Day Change Summary
Previous Current
15-Jun-2012 18-Jun-2012 Change Change % Previous Week
Open 1.5500 1.5657 0.0157 1.0% 1.5479
High 1.5672 1.5657 -0.0015 -0.1% 1.5672
Low 1.5479 1.5657 0.0178 1.1% 1.5479
Close 1.5672 1.5657 -0.0015 -0.1% 1.5672
Range 0.0193 0.0000 -0.0193 -100.0% 0.0193
ATR 0.0061 0.0057 -0.0003 -5.4% 0.0000
Volume 4 7 3 75.0% 20
Daily Pivots for day following 18-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.5657 1.5657 1.5657
R3 1.5657 1.5657 1.5657
R2 1.5657 1.5657 1.5657
R1 1.5657 1.5657 1.5657 1.5657
PP 1.5657 1.5657 1.5657 1.5657
S1 1.5657 1.5657 1.5657 1.5657
S2 1.5657 1.5657 1.5657
S3 1.5657 1.5657 1.5657
S4 1.5657 1.5657 1.5657
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.6187 1.6122 1.5778
R3 1.5994 1.5929 1.5725
R2 1.5801 1.5801 1.5707
R1 1.5736 1.5736 1.5690 1.5769
PP 1.5608 1.5608 1.5608 1.5624
S1 1.5543 1.5543 1.5654 1.5576
S2 1.5415 1.5415 1.5637
S3 1.5222 1.5350 1.5619
S4 1.5029 1.5157 1.5566
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5672 1.5479 0.0193 1.2% 0.0039 0.2% 92% False False 4
10 1.5672 1.5361 0.0311 2.0% 0.0026 0.2% 95% False False 4
20 1.5779 1.5360 0.0419 2.7% 0.0019 0.1% 71% False False 4
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5657
2.618 1.5657
1.618 1.5657
1.000 1.5657
0.618 1.5657
HIGH 1.5657
0.618 1.5657
0.500 1.5657
0.382 1.5657
LOW 1.5657
0.618 1.5657
1.000 1.5657
1.618 1.5657
2.618 1.5657
4.250 1.5657
Fisher Pivots for day following 18-Jun-2012
Pivot 1 day 3 day
R1 1.5657 1.5630
PP 1.5657 1.5603
S1 1.5657 1.5576

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

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