CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 1.5623 1.5685 0.0062 0.4% 1.5554
High 1.5681 1.5685 0.0004 0.0% 1.5686
Low 1.5623 1.5685 0.0062 0.4% 1.5487
Close 1.5681 1.5685 0.0004 0.0% 1.5667
Range 0.0058 0.0000 -0.0058 -100.0% 0.0199
ATR 0.0067 0.0062 -0.0004 -6.7% 0.0000
Volume 2 7 5 250.0% 10
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.5685 1.5685 1.5685
R3 1.5685 1.5685 1.5685
R2 1.5685 1.5685 1.5685
R1 1.5685 1.5685 1.5685 1.5685
PP 1.5685 1.5685 1.5685 1.5685
S1 1.5685 1.5685 1.5685 1.5685
S2 1.5685 1.5685 1.5685
S3 1.5685 1.5685 1.5685
S4 1.5685 1.5685 1.5685
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.6210 1.6138 1.5776
R3 1.6011 1.5939 1.5722
R2 1.5812 1.5812 1.5703
R1 1.5740 1.5740 1.5685 1.5776
PP 1.5613 1.5613 1.5613 1.5632
S1 1.5541 1.5541 1.5649 1.5577
S2 1.5414 1.5414 1.5631
S3 1.5215 1.5342 1.5612
S4 1.5016 1.5143 1.5558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5686 1.5487 0.0199 1.3% 0.0033 0.2% 99% False False 3
10 1.5686 1.5487 0.0199 1.3% 0.0016 0.1% 99% False False 2
20 1.5726 1.5446 0.0280 1.8% 0.0022 0.1% 85% False False 3
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5685
2.618 1.5685
1.618 1.5685
1.000 1.5685
0.618 1.5685
HIGH 1.5685
0.618 1.5685
0.500 1.5685
0.382 1.5685
LOW 1.5685
0.618 1.5685
1.000 1.5685
1.618 1.5685
2.618 1.5685
4.250 1.5685
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 1.5685 1.5668
PP 1.5685 1.5650
S1 1.5685 1.5633

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

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