CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 1.5896 1.5908 0.0012 0.1% 1.5866
High 1.5896 1.5908 0.0012 0.1% 1.5875
Low 1.5896 1.5908 0.0012 0.1% 1.5843
Close 1.5896 1.5908 0.0012 0.1% 1.5875
Range
ATR 0.0035 0.0033 -0.0002 -4.7% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.5908 1.5908 1.5908
R3 1.5908 1.5908 1.5908
R2 1.5908 1.5908 1.5908
R1 1.5908 1.5908 1.5908 1.5908
PP 1.5908 1.5908 1.5908 1.5908
S1 1.5908 1.5908 1.5908 1.5908
S2 1.5908 1.5908 1.5908
S3 1.5908 1.5908 1.5908
S4 1.5908 1.5908 1.5908
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.5960 1.5950 1.5893
R3 1.5928 1.5918 1.5884
R2 1.5896 1.5896 1.5881
R1 1.5886 1.5886 1.5878 1.5891
PP 1.5864 1.5864 1.5864 1.5867
S1 1.5854 1.5854 1.5872 1.5859
S2 1.5832 1.5832 1.5869
S3 1.5800 1.5822 1.5866
S4 1.5768 1.5790 1.5857
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5908 1.5843 0.0065 0.4% 0.0000 0.0% 100% True False 2
10 1.5975 1.5843 0.0132 0.8% 0.0000 0.0% 49% False False 1
20 1.6119 1.5843 0.0276 1.7% 0.0000 0.0% 24% False False 1
40 1.6222 1.5843 0.0379 2.4% 0.0000 0.0% 17% False False 2
60 1.6230 1.5779 0.0451 2.8% 0.0001 0.0% 29% False False 15
80 1.6230 1.5500 0.0730 4.6% 0.0001 0.0% 56% False False 16
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 True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.5908
2.618 1.5908
1.618 1.5908
1.000 1.5908
0.618 1.5908
HIGH 1.5908
0.618 1.5908
0.500 1.5908
0.382 1.5908
LOW 1.5908
0.618 1.5908
1.000 1.5908
1.618 1.5908
2.618 1.5908
4.250 1.5908
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 1.5908 1.5903
PP 1.5908 1.5897
S1 1.5908 1.5892

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

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