CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 14-Feb-2013
Day Change Summary
Previous Current
13-Feb-2013 14-Feb-2013 Change Change % Previous Week
Open 1.5679 1.5537 -0.0142 -0.9% 1.5695
High 1.5686 1.5540 -0.0146 -0.9% 1.5842
Low 1.5520 1.5471 -0.0049 -0.3% 1.5627
Close 1.5539 1.5482 -0.0057 -0.4% 1.5794
Range 0.0166 0.0069 -0.0097 -58.4% 0.0215
ATR 0.0114 0.0111 -0.0003 -2.8% 0.0000
Volume 147,927 107,884 -40,043 -27.1% 666,135
Daily Pivots for day following 14-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.5705 1.5662 1.5520
R3 1.5636 1.5593 1.5501
R2 1.5567 1.5567 1.5495
R1 1.5524 1.5524 1.5488 1.5511
PP 1.5498 1.5498 1.5498 1.5491
S1 1.5455 1.5455 1.5476 1.5442
S2 1.5429 1.5429 1.5469
S3 1.5360 1.5386 1.5463
S4 1.5291 1.5317 1.5444
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 1.5471 0.0371 2.4% 0.0127 0.8% 3% False True 125,114
10 1.5874 1.5471 0.0403 2.6% 0.0125 0.8% 3% False True 129,762
20 1.6035 1.5471 0.0564 3.6% 0.0112 0.7% 2% False True 130,058
40 1.6314 1.5471 0.0843 5.4% 0.0109 0.7% 1% False True 109,640
60 1.6314 1.5471 0.0843 5.4% 0.0093 0.6% 1% False True 79,896
80 1.6314 1.5471 0.0843 5.4% 0.0078 0.5% 1% False True 59,935
100 1.6314 1.5471 0.0843 5.4% 0.0074 0.5% 1% False True 47,954
120 1.6314 1.5471 0.0843 5.4% 0.0064 0.4% 1% False True 39,965
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0017
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.5833
2.618 1.5721
1.618 1.5652
1.000 1.5609
0.618 1.5583
HIGH 1.5540
0.618 1.5514
0.500 1.5506
0.382 1.5497
LOW 1.5471
0.618 1.5428
1.000 1.5402
1.618 1.5359
2.618 1.5290
4.250 1.5178
Fisher Pivots for day following 14-Feb-2013
Pivot 1 day 3 day
R1 1.5506 1.5579
PP 1.5498 1.5546
S1 1.5490 1.5514

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

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