CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 23-Aug-2012
Day Change Summary
Previous Current
22-Aug-2012 23-Aug-2012 Change Change % Previous Week
Open 1.5787 1.5856 0.0069 0.4% 1.5693
High 1.5860 1.5856 -0.0004 0.0% 1.5731
Low 1.5784 1.5856 0.0072 0.5% 1.5661
Close 1.5860 1.5856 -0.0004 0.0% 1.5684
Range 0.0076 0.0000 -0.0076 -100.0% 0.0070
ATR 0.0050 0.0047 -0.0003 -6.6% 0.0000
Volume 5 4 -1 -20.0% 79
Daily Pivots for day following 23-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.5856 1.5856 1.5856
R3 1.5856 1.5856 1.5856
R2 1.5856 1.5856 1.5856
R1 1.5856 1.5856 1.5856 1.5856
PP 1.5856 1.5856 1.5856 1.5856
S1 1.5856 1.5856 1.5856 1.5856
S2 1.5856 1.5856 1.5856
S3 1.5856 1.5856 1.5856
S4 1.5856 1.5856 1.5856
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 1.5684 0.0176 1.1% 0.0015 0.1% 98% False False 3
10 1.5860 1.5661 0.0199 1.3% 0.0017 0.1% 98% False False 9
20 1.5860 1.5500 0.0360 2.3% 0.0009 0.1% 99% False False 10
40 1.5860 1.5422 0.0438 2.8% 0.0009 0.1% 99% False False 28
60 1.5860 1.5360 0.0500 3.2% 0.0011 0.1% 99% False False 19
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5856
2.618 1.5856
1.618 1.5856
1.000 1.5856
0.618 1.5856
HIGH 1.5856
0.618 1.5856
0.500 1.5856
0.382 1.5856
LOW 1.5856
0.618 1.5856
1.000 1.5856
1.618 1.5856
2.618 1.5856
4.250 1.5856
Fisher Pivots for day following 23-Aug-2012
Pivot 1 day 3 day
R1 1.5856 1.5843
PP 1.5856 1.5829
S1 1.5856 1.5816

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

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