CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 11-Mar-2013
Day Change Summary
Previous Current
08-Mar-2013 11-Mar-2013 Change Change % Previous Week
Open 1.5012 1.4924 -0.0088 -0.6% 1.5028
High 1.5046 1.4944 -0.0102 -0.7% 1.5199
Low 1.4884 1.4865 -0.0019 -0.1% 1.4884
Close 1.4933 1.4930 -0.0003 0.0% 1.4933
Range 0.0162 0.0079 -0.0083 -51.2% 0.0315
ATR 0.0128 0.0124 -0.0003 -2.7% 0.0000
Volume 144,891 107,793 -37,098 -25.6% 645,744
Daily Pivots for day following 11-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.5150 1.5119 1.4973
R3 1.5071 1.5040 1.4952
R2 1.4992 1.4992 1.4944
R1 1.4961 1.4961 1.4937 1.4977
PP 1.4913 1.4913 1.4913 1.4921
S1 1.4882 1.4882 1.4923 1.4898
S2 1.4834 1.4834 1.4916
S3 1.4755 1.4803 1.4908
S4 1.4676 1.4724 1.4887
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.5950 1.5757 1.5106
R3 1.5635 1.5442 1.5020
R2 1.5320 1.5320 1.4991
R1 1.5127 1.5127 1.4962 1.5066
PP 1.5005 1.5005 1.5005 1.4975
S1 1.4812 1.4812 1.4904 1.4751
S2 1.4690 1.4690 1.4875
S3 1.4375 1.4497 1.4846
S4 1.4060 1.4182 1.4760
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5199 1.4865 0.0334 2.2% 0.0120 0.8% 19% False True 128,267
10 1.5221 1.4865 0.0356 2.4% 0.0121 0.8% 18% False True 130,842
20 1.5807 1.4865 0.0942 6.3% 0.0129 0.9% 7% False True 136,600
40 1.6166 1.4865 0.1301 8.7% 0.0118 0.8% 5% False True 131,759
60 1.6314 1.4865 0.1449 9.7% 0.0113 0.8% 4% False True 115,871
80 1.6314 1.4865 0.1449 9.7% 0.0097 0.7% 4% False True 87,912
100 1.6314 1.4865 0.1449 9.7% 0.0086 0.6% 4% False True 70,338
120 1.6314 1.4865 0.1449 9.7% 0.0080 0.5% 4% False True 58,620
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0028
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.5280
2.618 1.5151
1.618 1.5072
1.000 1.5023
0.618 1.4993
HIGH 1.4944
0.618 1.4914
0.500 1.4905
0.382 1.4895
LOW 1.4865
0.618 1.4816
1.000 1.4786
1.618 1.4737
2.618 1.4658
4.250 1.4529
Fisher Pivots for day following 11-Mar-2013
Pivot 1 day 3 day
R1 1.4922 1.4974
PP 1.4913 1.4959
S1 1.4905 1.4945

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

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