CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 29-Oct-2012
Day Change Summary
Previous Current
26-Oct-2012 29-Oct-2012 Change Change % Previous Week
Open 1.6093 1.6032 -0.0061 -0.4% 1.6022
High 1.6126 1.6032 -0.0094 -0.6% 1.6130
Low 1.6086 1.6032 -0.0054 -0.3% 1.5913
Close 1.6090 1.6032 -0.0058 -0.4% 1.6090
Range 0.0040 0.0000 -0.0040 -100.0% 0.0217
ATR 0.0063 0.0063 0.0000 -0.6% 0.0000
Volume 43 101 58 134.9% 247
Daily Pivots for day following 29-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.6032 1.6032 1.6032
R3 1.6032 1.6032 1.6032
R2 1.6032 1.6032 1.6032
R1 1.6032 1.6032 1.6032 1.6032
PP 1.6032 1.6032 1.6032 1.6032
S1 1.6032 1.6032 1.6032 1.6032
S2 1.6032 1.6032 1.6032
S3 1.6032 1.6032 1.6032
S4 1.6032 1.6032 1.6032
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.6695 1.6610 1.6209
R3 1.6478 1.6393 1.6150
R2 1.6261 1.6261 1.6130
R1 1.6176 1.6176 1.6110 1.6219
PP 1.6044 1.6044 1.6044 1.6066
S1 1.5959 1.5959 1.6070 1.6002
S2 1.5827 1.5827 1.6050
S3 1.5610 1.5742 1.6030
S4 1.5393 1.5525 1.5971
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6130 1.5913 0.0217 1.4% 0.0044 0.3% 55% False False 69
10 1.6165 1.5913 0.0252 1.6% 0.0047 0.3% 47% False False 44
20 1.6195 1.5913 0.0282 1.8% 0.0049 0.3% 42% False False 34
40 1.6281 1.5873 0.0408 2.5% 0.0042 0.3% 39% False False 33
60 1.6281 1.5607 0.0674 4.2% 0.0031 0.2% 63% False False 24
80 1.6281 1.5422 0.0859 5.4% 0.0023 0.1% 71% False False 27
100 1.6281 1.5422 0.0859 5.4% 0.0022 0.1% 71% False False 25
120 1.6281 1.5360 0.0921 5.7% 0.0020 0.1% 73% False False 21
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0001
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1.6032
2.618 1.6032
1.618 1.6032
1.000 1.6032
0.618 1.6032
HIGH 1.6032
0.618 1.6032
0.500 1.6032
0.382 1.6032
LOW 1.6032
0.618 1.6032
1.000 1.6032
1.618 1.6032
2.618 1.6032
4.250 1.6032
Fisher Pivots for day following 29-Oct-2012
Pivot 1 day 3 day
R1 1.6032 1.6081
PP 1.6032 1.6065
S1 1.6032 1.6048

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

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