CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 16-Aug-2012
Day Change Summary
Previous Current
15-Aug-2012 16-Aug-2012 Change Change % Previous Week
Open 1.5688 1.5661 -0.0027 -0.2% 1.5607
High 1.5688 1.5731 0.0043 0.3% 1.5663
Low 1.5678 1.5661 -0.0017 -0.1% 1.5607
Close 1.5678 1.5731 0.0053 0.3% 1.5663
Range 0.0010 0.0070 0.0060 600.0% 0.0056
ATR 0.0046 0.0048 0.0002 3.7% 0.0000
Volume 13 32 19 146.2% 10
Daily Pivots for day following 16-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.5918 1.5894 1.5770
R3 1.5848 1.5824 1.5750
R2 1.5778 1.5778 1.5744
R1 1.5754 1.5754 1.5737 1.5766
PP 1.5708 1.5708 1.5708 1.5714
S1 1.5684 1.5684 1.5725 1.5696
S2 1.5638 1.5638 1.5718
S3 1.5568 1.5614 1.5712
S4 1.5498 1.5544 1.5693
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 1.5731 1.5661 0.0070 0.4% 0.0019 0.1% 100% True True 16
10 1.5731 1.5607 0.0124 0.8% 0.0010 0.1% 100% True False 9
20 1.5731 1.5500 0.0231 1.5% 0.0006 0.0% 100% True False 13
40 1.5731 1.5422 0.0309 2.0% 0.0007 0.0% 100% True False 27
60 1.5731 1.5360 0.0371 2.4% 0.0011 0.1% 100% True False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 1.6029
2.618 1.5914
1.618 1.5844
1.000 1.5801
0.618 1.5774
HIGH 1.5731
0.618 1.5704
0.500 1.5696
0.382 1.5688
LOW 1.5661
0.618 1.5618
1.000 1.5591
1.618 1.5548
2.618 1.5478
4.250 1.5364
Fisher Pivots for day following 16-Aug-2012
Pivot 1 day 3 day
R1 1.5719 1.5719
PP 1.5708 1.5708
S1 1.5696 1.5696

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

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