CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 19-Jul-2012
Day Change Summary
Previous Current
18-Jul-2012 19-Jul-2012 Change Change % Previous Week
Open 1.5634 1.5715 0.0081 0.5% 1.5511
High 1.5634 1.5715 0.0081 0.5% 1.5560
Low 1.5634 1.5715 0.0081 0.5% 1.5422
Close 1.5634 1.5715 0.0081 0.5% 1.5560
Range
ATR 0.0057 0.0059 0.0002 3.0% 0.0000
Volume 34 12 -22 -64.7% 440
Daily Pivots for day following 19-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.5715 1.5715 1.5715
R3 1.5715 1.5715 1.5715
R2 1.5715 1.5715 1.5715
R1 1.5715 1.5715 1.5715 1.5715
PP 1.5715 1.5715 1.5715 1.5715
S1 1.5715 1.5715 1.5715 1.5715
S2 1.5715 1.5715 1.5715
S3 1.5715 1.5715 1.5715
S4 1.5715 1.5715 1.5715
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.5928 1.5882 1.5636
R3 1.5790 1.5744 1.5598
R2 1.5652 1.5652 1.5585
R1 1.5606 1.5606 1.5573 1.5629
PP 1.5514 1.5514 1.5514 1.5526
S1 1.5468 1.5468 1.5547 1.5491
S2 1.5376 1.5376 1.5535
S3 1.5238 1.5330 1.5522
S4 1.5100 1.5192 1.5484
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5715 1.5560 0.0155 1.0% 0.0000 0.0% 100% True False 22
10 1.5715 1.5422 0.0293 1.9% 0.0000 0.0% 100% True False 68
20 1.5715 1.5422 0.0293 1.9% 0.0008 0.1% 100% True False 42
40 1.5726 1.5360 0.0366 2.3% 0.0014 0.1% 97% False False 23
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.5715
2.618 1.5715
1.618 1.5715
1.000 1.5715
0.618 1.5715
HIGH 1.5715
0.618 1.5715
0.500 1.5715
0.382 1.5715
LOW 1.5715
0.618 1.5715
1.000 1.5715
1.618 1.5715
2.618 1.5715
4.250 1.5715
Fisher Pivots for day following 19-Jul-2012
Pivot 1 day 3 day
R1 1.5715 1.5702
PP 1.5715 1.5688
S1 1.5715 1.5675

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

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