CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 12-Feb-2013
Day Change Summary
Previous Current
11-Feb-2013 12-Feb-2013 Change Change % Previous Week
Open 1.5787 1.5649 -0.0138 -0.9% 1.5695
High 1.5807 1.5669 -0.0138 -0.9% 1.5842
Low 1.5649 1.5568 -0.0081 -0.5% 1.5627
Close 1.5660 1.5651 -0.0009 -0.1% 1.5794
Range 0.0158 0.0101 -0.0057 -36.1% 0.0215
ATR 0.0111 0.0111 -0.0001 -0.7% 0.0000
Volume 105,729 131,541 25,812 24.4% 666,135
Daily Pivots for day following 12-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.5932 1.5893 1.5707
R3 1.5831 1.5792 1.5679
R2 1.5730 1.5730 1.5670
R1 1.5691 1.5691 1.5660 1.5711
PP 1.5629 1.5629 1.5629 1.5639
S1 1.5590 1.5590 1.5642 1.5610
S2 1.5528 1.5528 1.5632
S3 1.5427 1.5489 1.5623
S4 1.5326 1.5388 1.5595
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.6399 1.6312 1.5912
R3 1.6184 1.6097 1.5853
R2 1.5969 1.5969 1.5833
R1 1.5882 1.5882 1.5814 1.5926
PP 1.5754 1.5754 1.5754 1.5776
S1 1.5667 1.5667 1.5774 1.5711
S2 1.5539 1.5539 1.5755
S3 1.5324 1.5452 1.5735
S4 1.5109 1.5237 1.5676
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5842 1.5568 0.0274 1.8% 0.0114 0.7% 30% False True 131,239
10 1.5874 1.5568 0.0306 2.0% 0.0121 0.8% 27% False True 126,633
20 1.6097 1.5568 0.0529 3.4% 0.0109 0.7% 16% False True 128,697
40 1.6314 1.5568 0.0746 4.8% 0.0106 0.7% 11% False True 107,630
60 1.6314 1.5568 0.0746 4.8% 0.0090 0.6% 11% False True 75,634
80 1.6314 1.5568 0.0746 4.8% 0.0077 0.5% 11% False True 56,738
100 1.6314 1.5568 0.0746 4.8% 0.0072 0.5% 11% False True 45,396
120 1.6314 1.5568 0.0746 4.8% 0.0063 0.4% 11% False True 37,833
Crabel Price Patterns
NR True
NR4 True
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 0.0022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6098
2.618 1.5933
1.618 1.5832
1.000 1.5770
0.618 1.5731
HIGH 1.5669
0.618 1.5630
0.500 1.5619
0.382 1.5607
LOW 1.5568
0.618 1.5506
1.000 1.5467
1.618 1.5405
2.618 1.5304
4.250 1.5139
Fisher Pivots for day following 12-Feb-2013
Pivot 1 day 3 day
R1 1.5640 1.5705
PP 1.5629 1.5687
S1 1.5619 1.5669

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

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