CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 1.5771 1.5787 0.0016 0.1% 1.5693
High 1.5771 1.5860 0.0089 0.6% 1.5731
Low 1.5771 1.5784 0.0013 0.1% 1.5661
Close 1.5771 1.5860 0.0089 0.6% 1.5684
Range 0.0000 0.0076 0.0076 0.0070
ATR 0.0047 0.0050 0.0003 6.3% 0.0000
Volume 5 5 0 0.0% 79
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.6063 1.6037 1.5902
R3 1.5987 1.5961 1.5881
R2 1.5911 1.5911 1.5874
R1 1.5885 1.5885 1.5867 1.5898
PP 1.5835 1.5835 1.5835 1.5841
S1 1.5809 1.5809 1.5853 1.5822
S2 1.5759 1.5759 1.5846
S3 1.5683 1.5733 1.5839
S4 1.5607 1.5657 1.5818
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 1.5860 1.5661 0.0199 1.3% 0.0029 0.2% 100% True False 8
10 1.5860 1.5626 0.0234 1.5% 0.0017 0.1% 100% True False 9
20 1.5860 1.5500 0.0360 2.3% 0.0009 0.1% 100% True False 10
40 1.5860 1.5422 0.0438 2.8% 0.0009 0.1% 100% True False 27
60 1.5860 1.5360 0.0500 3.2% 0.0011 0.1% 100% True 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 37 trading days
Fibonacci Retracements and Extensions
4.250 1.6183
2.618 1.6059
1.618 1.5983
1.000 1.5936
0.618 1.5907
HIGH 1.5860
0.618 1.5831
0.500 1.5822
0.382 1.5813
LOW 1.5784
0.618 1.5737
1.000 1.5708
1.618 1.5661
2.618 1.5585
4.250 1.5461
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 1.5847 1.5834
PP 1.5835 1.5807
S1 1.5822 1.5781

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

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