CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary
Previous Current
10-Aug-2012 13-Aug-2012 Change Change % Previous Week
Open 1.5663 1.5693 0.0030 0.2% 1.5607
High 1.5663 1.5693 0.0030 0.2% 1.5663
Low 1.5663 1.5676 0.0013 0.1% 1.5607
Close 1.5663 1.5676 0.0013 0.1% 1.5663
Range 0.0000 0.0017 0.0017 0.0056
ATR 0.0054 0.0052 -0.0002 -3.2% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 13-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.5733 1.5721 1.5685
R3 1.5716 1.5704 1.5681
R2 1.5699 1.5699 1.5679
R1 1.5687 1.5687 1.5678 1.5685
PP 1.5682 1.5682 1.5682 1.5680
S1 1.5670 1.5670 1.5674 1.5668
S2 1.5665 1.5665 1.5673
S3 1.5648 1.5653 1.5671
S4 1.5631 1.5636 1.5667
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.5812 1.5794 1.5694
R3 1.5756 1.5738 1.5678
R2 1.5700 1.5700 1.5673
R1 1.5682 1.5682 1.5668 1.5691
PP 1.5644 1.5644 1.5644 1.5649
S1 1.5626 1.5626 1.5658 1.5635
S2 1.5588 1.5588 1.5653
S3 1.5532 1.5570 1.5648
S4 1.5476 1.5514 1.5632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5693 1.5626 0.0067 0.4% 0.0003 0.0% 75% True False 2
10 1.5693 1.5500 0.0193 1.2% 0.0002 0.0% 91% True False 7
20 1.5723 1.5500 0.0223 1.4% 0.0002 0.0% 79% False False 14
40 1.5726 1.5422 0.0304 1.9% 0.0005 0.0% 84% False False 26
60 1.5779 1.5360 0.0419 2.7% 0.0010 0.1% 75% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1.5765
2.618 1.5738
1.618 1.5721
1.000 1.5710
0.618 1.5704
HIGH 1.5693
0.618 1.5687
0.500 1.5685
0.382 1.5682
LOW 1.5676
0.618 1.5665
1.000 1.5659
1.618 1.5648
2.618 1.5631
4.250 1.5604
Fisher Pivots for day following 13-Aug-2012
Pivot 1 day 3 day
R1 1.5685 1.5671
PP 1.5682 1.5665
S1 1.5679 1.5660

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

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