CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 1.5553 1.5500 -0.0053 -0.3% 1.5532
High 1.5553 1.5500 -0.0053 -0.3% 1.5723
Low 1.5553 1.5500 -0.0053 -0.3% 1.5505
Close 1.5553 1.5500 -0.0053 -0.3% 1.5723
Range
ATR 0.0062 0.0062 -0.0001 -1.1% 0.0000
Volume 24 10 -14 -58.3% 85
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.5500 1.5500 1.5500
R3 1.5500 1.5500 1.5500
R2 1.5500 1.5500 1.5500
R1 1.5500 1.5500 1.5500 1.5500
PP 1.5500 1.5500 1.5500 1.5500
S1 1.5500 1.5500 1.5500 1.5500
S2 1.5500 1.5500 1.5500
S3 1.5500 1.5500 1.5500
S4 1.5500 1.5500 1.5500
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 1.5500 0.0223 1.4% 0.0000 0.0% 0% False True 21
10 1.5723 1.5500 0.0223 1.4% 0.0001 0.0% 0% False True 17
20 1.5723 1.5422 0.0301 1.9% 0.0001 0.0% 26% False False 43
40 1.5726 1.5422 0.0304 2.0% 0.0011 0.1% 26% False False 26
60 1.6118 1.5360 0.0758 4.9% 0.0010 0.1% 18% False False 19
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 1.5500
2.618 1.5500
1.618 1.5500
1.000 1.5500
0.618 1.5500
HIGH 1.5500
0.618 1.5500
0.500 1.5500
0.382 1.5500
LOW 1.5500
0.618 1.5500
1.000 1.5500
1.618 1.5500
2.618 1.5500
4.250 1.5500
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 1.5500 1.5590
PP 1.5500 1.5560
S1 1.5500 1.5530

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

View Archives - Comment on this page... - Back to Index of Symbols