CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary
Previous Current
18-Jun-2012 19-Jun-2012 Change Change % Previous Week
Open 1.5657 1.5707 0.0050 0.3% 1.5479
High 1.5657 1.5726 0.0069 0.4% 1.5672
Low 1.5657 1.5707 0.0050 0.3% 1.5479
Close 1.5657 1.5719 0.0062 0.4% 1.5672
Range 0.0000 0.0019 0.0019 0.0193
ATR 0.0057 0.0058 0.0001 1.5% 0.0000
Volume 7 7 0 0.0% 20
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.5774 1.5766 1.5729
R3 1.5755 1.5747 1.5724
R2 1.5736 1.5736 1.5722
R1 1.5728 1.5728 1.5721 1.5732
PP 1.5717 1.5717 1.5717 1.5720
S1 1.5709 1.5709 1.5717 1.5713
S2 1.5698 1.5698 1.5716
S3 1.5679 1.5690 1.5714
S4 1.5660 1.5671 1.5709
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 1.5726 1.5479 0.0247 1.6% 0.0042 0.3% 97% True False 5
10 1.5726 1.5446 0.0280 1.8% 0.0028 0.2% 98% True False 4
20 1.5748 1.5360 0.0388 2.5% 0.0020 0.1% 93% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5807
2.618 1.5776
1.618 1.5757
1.000 1.5745
0.618 1.5738
HIGH 1.5726
0.618 1.5719
0.500 1.5717
0.382 1.5714
LOW 1.5707
0.618 1.5695
1.000 1.5688
1.618 1.5676
2.618 1.5657
4.250 1.5626
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 1.5718 1.5680
PP 1.5717 1.5641
S1 1.5717 1.5603

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

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