CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 1.6043 1.6017 -0.0026 -0.2% 1.6032
High 1.6043 1.6017 -0.0026 -0.2% 1.6140
Low 1.6014 1.5951 -0.0063 -0.4% 1.6014
Close 1.6014 1.5964 -0.0050 -0.3% 1.6014
Range 0.0029 0.0066 0.0037 127.6% 0.0126
ATR 0.0061 0.0062 0.0000 0.5% 0.0000
Volume 35 15 -20 -57.1% 245
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.6175 1.6136 1.6000
R3 1.6109 1.6070 1.5982
R2 1.6043 1.6043 1.5976
R1 1.6004 1.6004 1.5970 1.5991
PP 1.5977 1.5977 1.5977 1.5971
S1 1.5938 1.5938 1.5958 1.5925
S2 1.5911 1.5911 1.5952
S3 1.5845 1.5872 1.5946
S4 1.5779 1.5806 1.5928
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.6434 1.6350 1.6083
R3 1.6308 1.6224 1.6049
R2 1.6182 1.6182 1.6037
R1 1.6098 1.6098 1.6026 1.6077
PP 1.6056 1.6056 1.6056 1.6046
S1 1.5972 1.5972 1.6002 1.5951
S2 1.5930 1.5930 1.5991
S3 1.5804 1.5846 1.5979
S4 1.5678 1.5720 1.5945
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6140 1.5951 0.0189 1.2% 0.0028 0.2% 7% False True 31
10 1.6140 1.5913 0.0227 1.4% 0.0036 0.2% 22% False False 50
20 1.6165 1.5913 0.0252 1.6% 0.0039 0.2% 20% False False 32
40 1.6281 1.5913 0.0368 2.3% 0.0045 0.3% 14% False False 33
60 1.6281 1.5661 0.0620 3.9% 0.0033 0.2% 49% False False 26
80 1.6281 1.5500 0.0781 4.9% 0.0025 0.2% 59% False False 23
100 1.6281 1.5422 0.0859 5.4% 0.0024 0.1% 63% False False 26
120 1.6281 1.5360 0.0921 5.8% 0.0021 0.1% 66% False False 23
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 0.0002
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.6298
2.618 1.6190
1.618 1.6124
1.000 1.6083
0.618 1.6058
HIGH 1.6017
0.618 1.5992
0.500 1.5984
0.382 1.5976
LOW 1.5951
0.618 1.5910
1.000 1.5885
1.618 1.5844
2.618 1.5778
4.250 1.5671
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 1.5984 1.6046
PP 1.5977 1.6018
S1 1.5971 1.5991

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

View Archives - Comment on this page... - Back to Index of Symbols