CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 01-Aug-2012
Day Change Summary
Previous Current
31-Jul-2012 01-Aug-2012 Change Change % Previous Week
Open 1.5680 1.5553 -0.0127 -0.8% 1.5532
High 1.5680 1.5553 -0.0127 -0.8% 1.5723
Low 1.5680 1.5553 -0.0127 -0.8% 1.5505
Close 1.5680 1.5553 -0.0127 -0.8% 1.5723
Range
ATR 0.0057 0.0062 0.0005 8.7% 0.0000
Volume 24 24 0 0.0% 85
Daily Pivots for day following 01-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.5553 1.5553 1.5553
R3 1.5553 1.5553 1.5553
R2 1.5553 1.5553 1.5553
R1 1.5553 1.5553 1.5553 1.5553
PP 1.5553 1.5553 1.5553 1.5553
S1 1.5553 1.5553 1.5553 1.5553
S2 1.5553 1.5553 1.5553
S3 1.5553 1.5553 1.5553
S4 1.5553 1.5553 1.5553
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.6304 1.6232 1.5843
R3 1.6086 1.6014 1.5783
R2 1.5868 1.5868 1.5763
R1 1.5796 1.5796 1.5743 1.5832
PP 1.5650 1.5650 1.5650 1.5669
S1 1.5578 1.5578 1.5703 1.5614
S2 1.5432 1.5432 1.5683
S3 1.5214 1.5360 1.5663
S4 1.4996 1.5142 1.5603
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5723 1.5553 0.0170 1.1% 0.0000 0.0% 0% False True 21
10 1.5723 1.5505 0.0218 1.4% 0.0001 0.0% 22% False False 18
20 1.5723 1.5422 0.0301 1.9% 0.0001 0.0% 44% False False 49
40 1.5726 1.5422 0.0304 2.0% 0.0011 0.1% 43% False False 26
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 1.5553
2.618 1.5553
1.618 1.5553
1.000 1.5553
0.618 1.5553
HIGH 1.5553
0.618 1.5553
0.500 1.5553
0.382 1.5553
LOW 1.5553
0.618 1.5553
1.000 1.5553
1.618 1.5553
2.618 1.5553
4.250 1.5553
Fisher Pivots for day following 01-Aug-2012
Pivot 1 day 3 day
R1 1.5553 1.5630
PP 1.5553 1.5604
S1 1.5553 1.5579

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

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