CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 24-Jan-2013
Day Change Summary
Previous Current
23-Jan-2013 24-Jan-2013 Change Change % Previous Week
Open 1.5836 1.5828 -0.0008 -0.1% 1.6129
High 1.5888 1.5848 -0.0040 -0.3% 1.6151
Low 1.5797 1.5752 -0.0045 -0.3% 1.5847
Close 1.5836 1.5787 -0.0049 -0.3% 1.5859
Range 0.0091 0.0096 0.0005 5.5% 0.0304
ATR 0.0099 0.0099 0.0000 -0.2% 0.0000
Volume 117,500 126,741 9,241 7.9% 615,257
Daily Pivots for day following 24-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.6084 1.6031 1.5840
R3 1.5988 1.5935 1.5813
R2 1.5892 1.5892 1.5805
R1 1.5839 1.5839 1.5796 1.5818
PP 1.5796 1.5796 1.5796 1.5785
S1 1.5743 1.5743 1.5778 1.5722
S2 1.5700 1.5700 1.5769
S3 1.5604 1.5647 1.5761
S4 1.5508 1.5551 1.5734
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.6864 1.6666 1.6026
R3 1.6560 1.6362 1.5943
R2 1.6256 1.6256 1.5915
R1 1.6058 1.6058 1.5887 1.6005
PP 1.5952 1.5952 1.5952 1.5926
S1 1.5754 1.5754 1.5831 1.5701
S2 1.5648 1.5648 1.5803
S3 1.5344 1.5450 1.5775
S4 1.5040 1.5146 1.5692
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6035 1.5752 0.0283 1.8% 0.0103 0.7% 12% False True 143,801
10 1.6166 1.5752 0.0414 2.6% 0.0106 0.7% 8% False True 127,985
20 1.6314 1.5752 0.0562 3.6% 0.0109 0.7% 6% False True 105,151
40 1.6314 1.5752 0.0562 3.6% 0.0090 0.6% 6% False True 72,779
60 1.6314 1.5752 0.0562 3.6% 0.0071 0.5% 6% False True 48,539
80 1.6314 1.5752 0.0562 3.6% 0.0066 0.4% 6% False True 36,413
100 1.6314 1.5752 0.0562 3.6% 0.0059 0.4% 6% False True 29,136
120 1.6314 1.5607 0.0707 4.5% 0.0051 0.3% 25% False False 24,281
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 0.0024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6256
2.618 1.6099
1.618 1.6003
1.000 1.5944
0.618 1.5907
HIGH 1.5848
0.618 1.5811
0.500 1.5800
0.382 1.5789
LOW 1.5752
0.618 1.5693
1.000 1.5656
1.618 1.5597
2.618 1.5501
4.250 1.5344
Fisher Pivots for day following 24-Jan-2013
Pivot 1 day 3 day
R1 1.5800 1.5821
PP 1.5796 1.5809
S1 1.5791 1.5798

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

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