CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 1.5929 1.6000 0.0071 0.4% 1.5880
High 1.5929 1.6000 0.0071 0.4% 1.6000
Low 1.5929 1.5997 0.0068 0.4% 1.5873
Close 1.5929 1.5997 0.0068 0.4% 1.5997
Range 0.0000 0.0003 0.0003 0.0127
ATR 0.0041 0.0043 0.0002 5.3% 0.0000
Volume 55 54 -1 -1.8% 147
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6007 1.6005 1.5999
R3 1.6004 1.6002 1.5998
R2 1.6001 1.6001 1.5998
R1 1.5999 1.5999 1.5997 1.5999
PP 1.5998 1.5998 1.5998 1.5998
S1 1.5996 1.5996 1.5997 1.5996
S2 1.5995 1.5995 1.5996
S3 1.5992 1.5993 1.5996
S4 1.5989 1.5990 1.5995
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6338 1.6294 1.6067
R3 1.6211 1.6167 1.6032
R2 1.6084 1.6084 1.6020
R1 1.6040 1.6040 1.6009 1.6062
PP 1.5957 1.5957 1.5957 1.5968
S1 1.5913 1.5913 1.5985 1.5935
S2 1.5830 1.5830 1.5974
S3 1.5703 1.5786 1.5962
S4 1.5576 1.5659 1.5927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6000 1.5873 0.0127 0.8% 0.0002 0.0% 98% True False 30
10 1.6000 1.5781 0.0219 1.4% 0.0001 0.0% 99% True False 17
20 1.6000 1.5661 0.0339 2.1% 0.0009 0.1% 99% True False 13
40 1.6000 1.5500 0.0500 3.1% 0.0005 0.0% 99% True False 14
60 1.6000 1.5422 0.0578 3.6% 0.0010 0.1% 99% True False 22
80 1.6000 1.5360 0.0640 4.0% 0.0009 0.1% 100% True False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6013
2.618 1.6008
1.618 1.6005
1.000 1.6003
0.618 1.6002
HIGH 1.6000
0.618 1.5999
0.500 1.5999
0.382 1.5998
LOW 1.5997
0.618 1.5995
1.000 1.5994
1.618 1.5992
2.618 1.5989
4.250 1.5984
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 1.5999 1.5981
PP 1.5998 1.5965
S1 1.5998 1.5949

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

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