CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 1.5661 1.5684 0.0023 0.1% 1.5693
High 1.5731 1.5684 -0.0047 -0.3% 1.5731
Low 1.5661 1.5684 0.0023 0.1% 1.5661
Close 1.5731 1.5684 -0.0047 -0.3% 1.5684
Range 0.0070 0.0000 -0.0070 -100.0% 0.0070
ATR 0.0048 0.0048 0.0000 -0.1% 0.0000
Volume 32 1 -31 -96.9% 79
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.5684 1.5684 1.5684
R3 1.5684 1.5684 1.5684
R2 1.5684 1.5684 1.5684
R1 1.5684 1.5684 1.5684 1.5684
PP 1.5684 1.5684 1.5684 1.5684
S1 1.5684 1.5684 1.5684 1.5684
S2 1.5684 1.5684 1.5684
S3 1.5684 1.5684 1.5684
S4 1.5684 1.5684 1.5684
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.5902 1.5863 1.5723
R3 1.5832 1.5793 1.5703
R2 1.5762 1.5762 1.5697
R1 1.5723 1.5723 1.5690 1.5708
PP 1.5692 1.5692 1.5692 1.5684
S1 1.5653 1.5653 1.5678 1.5638
S2 1.5622 1.5622 1.5671
S3 1.5552 1.5583 1.5665
S4 1.5482 1.5513 1.5646
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% 33% False False 15
10 1.5731 1.5607 0.0124 0.8% 0.0010 0.1% 62% False False 8
20 1.5731 1.5500 0.0231 1.5% 0.0006 0.0% 80% False False 12
40 1.5731 1.5422 0.0309 2.0% 0.0007 0.0% 85% False False 27
60 1.5731 1.5360 0.0371 2.4% 0.0011 0.1% 87% False False 20
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5684
2.618 1.5684
1.618 1.5684
1.000 1.5684
0.618 1.5684
HIGH 1.5684
0.618 1.5684
0.500 1.5684
0.382 1.5684
LOW 1.5684
0.618 1.5684
1.000 1.5684
1.618 1.5684
2.618 1.5684
4.250 1.5684
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 1.5684 1.5696
PP 1.5684 1.5692
S1 1.5684 1.5688

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

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