CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 29-Nov-2012
Day Change Summary
Previous Current
28-Nov-2012 29-Nov-2012 Change Change % Previous Week
Open 1.6018 1.6011 -0.0007 0.0% 1.5900
High 1.6018 1.6044 0.0026 0.2% 1.6048
Low 1.5960 1.6010 0.0050 0.3% 1.5890
Close 1.6013 1.6034 0.0021 0.1% 1.6041
Range 0.0058 0.0034 -0.0024 -41.4% 0.0158
ATR 0.0053 0.0052 -0.0001 -2.6% 0.0000
Volume 99 180 81 81.8% 180
Daily Pivots for day following 29-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.6131 1.6117 1.6053
R3 1.6097 1.6083 1.6043
R2 1.6063 1.6063 1.6040
R1 1.6049 1.6049 1.6037 1.6056
PP 1.6029 1.6029 1.6029 1.6033
S1 1.6015 1.6015 1.6031 1.6022
S2 1.5995 1.5995 1.6028
S3 1.5961 1.5981 1.6025
S4 1.5927 1.5947 1.6015
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.6467 1.6412 1.6128
R3 1.6309 1.6254 1.6084
R2 1.6151 1.6151 1.6070
R1 1.6096 1.6096 1.6055 1.6124
PP 1.5993 1.5993 1.5993 1.6007
S1 1.5938 1.5938 1.6027 1.5966
S2 1.5835 1.5835 1.6012
S3 1.5677 1.5780 1.5998
S4 1.5519 1.5622 1.5954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6053 1.5924 0.0129 0.8% 0.0056 0.3% 85% False False 132
10 1.6053 1.5828 0.0225 1.4% 0.0046 0.3% 92% False False 85
20 1.6140 1.5828 0.0312 1.9% 0.0040 0.2% 66% False False 66
40 1.6195 1.5828 0.0367 2.3% 0.0042 0.3% 56% False False 51
60 1.6281 1.5828 0.0453 2.8% 0.0041 0.3% 45% False False 45
80 1.6281 1.5626 0.0655 4.1% 0.0033 0.2% 62% False False 36
100 1.6281 1.5422 0.0859 5.4% 0.0027 0.2% 71% False False 33
120 1.6281 1.5422 0.0859 5.4% 0.0025 0.2% 71% False False 32
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6189
2.618 1.6133
1.618 1.6099
1.000 1.6078
0.618 1.6065
HIGH 1.6044
0.618 1.6031
0.500 1.6027
0.382 1.6023
LOW 1.6010
0.618 1.5989
1.000 1.5976
1.618 1.5955
2.618 1.5921
4.250 1.5866
Fisher Pivots for day following 29-Nov-2012
Pivot 1 day 3 day
R1 1.6032 1.6025
PP 1.6029 1.6016
S1 1.6027 1.6007

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

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