CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 21-Sep-2012
Day Change Summary
Previous Current
20-Sep-2012 21-Sep-2012 Change Change % Previous Week
Open 1.6190 1.6248 0.0058 0.4% 1.6230
High 1.6207 1.6281 0.0074 0.5% 1.6281
Low 1.6164 1.6232 0.0068 0.4% 1.6164
Close 1.6207 1.6235 0.0028 0.2% 1.6235
Range 0.0043 0.0049 0.0006 14.0% 0.0117
ATR 0.0045 0.0047 0.0002 4.6% 0.0000
Volume 8 29 21 262.5% 91
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6396 1.6365 1.6262
R3 1.6347 1.6316 1.6248
R2 1.6298 1.6298 1.6244
R1 1.6267 1.6267 1.6239 1.6258
PP 1.6249 1.6249 1.6249 1.6245
S1 1.6218 1.6218 1.6231 1.6209
S2 1.6200 1.6200 1.6226
S3 1.6151 1.6169 1.6222
S4 1.6102 1.6120 1.6208
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6578 1.6523 1.6299
R3 1.6461 1.6406 1.6267
R2 1.6344 1.6344 1.6256
R1 1.6289 1.6289 1.6246 1.6317
PP 1.6227 1.6227 1.6227 1.6240
S1 1.6172 1.6172 1.6224 1.6200
S2 1.6110 1.6110 1.6214
S3 1.5993 1.6055 1.6203
S4 1.5876 1.5938 1.6171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6281 1.6164 0.0117 0.7% 0.0031 0.2% 61% True False 18
10 1.6281 1.5990 0.0291 1.8% 0.0030 0.2% 84% True False 19
20 1.6281 1.5781 0.0500 3.1% 0.0015 0.1% 91% True False 18
40 1.6281 1.5500 0.0781 4.8% 0.0012 0.1% 94% True False 14
60 1.6281 1.5422 0.0859 5.3% 0.0011 0.1% 95% True False 24
80 1.6281 1.5360 0.0921 5.7% 0.0012 0.1% 95% True False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6489
2.618 1.6409
1.618 1.6360
1.000 1.6330
0.618 1.6311
HIGH 1.6281
0.618 1.6262
0.500 1.6257
0.382 1.6251
LOW 1.6232
0.618 1.6202
1.000 1.6183
1.618 1.6153
2.618 1.6104
4.250 1.6024
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 1.6257 1.6231
PP 1.6249 1.6227
S1 1.6242 1.6223

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

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