CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 23-Oct-2012
Day Change Summary
Previous Current
22-Oct-2012 23-Oct-2012 Change Change % Previous Week
Open 1.5992 1.5931 -0.0061 -0.4% 1.6061
High 1.5992 1.5931 -0.0061 -0.4% 1.6137
Low 1.5992 1.5931 -0.0061 -0.4% 1.5999
Close 1.5992 1.5931 -0.0061 -0.4% 1.5999
Range
ATR 0.0041 0.0042 0.0001 3.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 23-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.5931 1.5931 1.5931
R3 1.5931 1.5931 1.5931
R2 1.5931 1.5931 1.5931
R1 1.5931 1.5931 1.5931 1.5931
PP 1.5931 1.5931 1.5931 1.5931
S1 1.5931 1.5931 1.5931 1.5931
S2 1.5931 1.5931 1.5931
S3 1.5931 1.5931 1.5931
S4 1.5931 1.5931 1.5931
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.6459 1.6367 1.6075
R3 1.6321 1.6229 1.6037
R2 1.6183 1.6183 1.6024
R1 1.6091 1.6091 1.6012 1.6068
PP 1.6045 1.6045 1.6045 1.6034
S1 1.5953 1.5953 1.5986 1.5930
S2 1.5907 1.5907 1.5974
S3 1.5769 1.5815 1.5961
S4 1.5631 1.5677 1.5923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6137 1.5931 0.0206 1.3% 0.0000 0.0% 0% False True 1
10 1.6137 1.5931 0.0206 1.3% 0.0000 0.0% 0% False True 1
20 1.6222 1.5931 0.0291 1.8% 0.0000 0.0% 0% False True 2
40 1.6230 1.5779 0.0451 2.8% 0.0001 0.0% 34% False False 22
60 1.6230 1.5500 0.0730 4.6% 0.0001 0.0% 59% False False 20
Crabel Price Patterns
NR False
NR4 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.5931
2.618 1.5931
1.618 1.5931
1.000 1.5931
0.618 1.5931
HIGH 1.5931
0.618 1.5931
0.500 1.5931
0.382 1.5931
LOW 1.5931
0.618 1.5931
1.000 1.5931
1.618 1.5931
2.618 1.5931
4.250 1.5931
Fisher Pivots for day following 23-Oct-2012
Pivot 1 day 3 day
R1 1.5931 1.5965
PP 1.5931 1.5954
S1 1.5931 1.5942

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

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