CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 19-Feb-2013
Day Change Summary
Previous Current
15-Feb-2013 19-Feb-2013 Change Change % Previous Week
Open 1.5493 1.5487 -0.0006 0.0% 1.5787
High 1.5548 1.5512 -0.0036 -0.2% 1.5807
Low 1.5459 1.5412 -0.0047 -0.3% 1.5459
Close 1.5512 1.5422 -0.0090 -0.6% 1.5512
Range 0.0089 0.0100 0.0011 12.4% 0.0348
ATR 0.0110 0.0109 -0.0001 -0.6% 0.0000
Volume 116,507 149,430 32,923 28.3% 609,588
Daily Pivots for day following 19-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.5749 1.5685 1.5477
R3 1.5649 1.5585 1.5450
R2 1.5549 1.5549 1.5440
R1 1.5485 1.5485 1.5431 1.5467
PP 1.5449 1.5449 1.5449 1.5440
S1 1.5385 1.5385 1.5413 1.5367
S2 1.5349 1.5349 1.5404
S3 1.5249 1.5285 1.5395
S4 1.5149 1.5185 1.5367
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.6637 1.6422 1.5703
R3 1.6289 1.6074 1.5608
R2 1.5941 1.5941 1.5576
R1 1.5726 1.5726 1.5544 1.5660
PP 1.5593 1.5593 1.5593 1.5559
S1 1.5378 1.5378 1.5480 1.5312
S2 1.5245 1.5245 1.5448
S3 1.4897 1.5030 1.5416
S4 1.4549 1.4682 1.5321
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5686 1.5412 0.0274 1.8% 0.0105 0.7% 4% False True 130,657
10 1.5842 1.5412 0.0430 2.8% 0.0117 0.8% 2% False True 132,131
20 1.5889 1.5412 0.0477 3.1% 0.0110 0.7% 2% False True 129,083
40 1.6314 1.5412 0.0902 5.8% 0.0110 0.7% 1% False True 111,860
60 1.6314 1.5412 0.0902 5.8% 0.0095 0.6% 1% False True 84,328
80 1.6314 1.5412 0.0902 5.8% 0.0079 0.5% 1% False True 63,258
100 1.6314 1.5412 0.0902 5.8% 0.0074 0.5% 1% False True 50,612
120 1.6314 1.5412 0.0902 5.8% 0.0065 0.4% 1% False True 42,181
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5937
2.618 1.5774
1.618 1.5674
1.000 1.5612
0.618 1.5574
HIGH 1.5512
0.618 1.5474
0.500 1.5462
0.382 1.5450
LOW 1.5412
0.618 1.5350
1.000 1.5312
1.618 1.5250
2.618 1.5150
4.250 1.4987
Fisher Pivots for day following 19-Feb-2013
Pivot 1 day 3 day
R1 1.5462 1.5480
PP 1.5449 1.5461
S1 1.5435 1.5441

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

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