CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 14-Jan-2013
Day Change Summary
Previous Current
11-Jan-2013 14-Jan-2013 Change Change % Previous Week
Open 1.6137 1.6103 -0.0034 -0.2% 1.6096
High 1.6154 1.6103 -0.0051 -0.3% 1.6160
Low 1.6104 1.6045 -0.0059 -0.4% 1.5994
Close 1.6112 1.6077 -0.0035 -0.2% 1.6112
Range 0.0050 0.0058 0.0008 16.0% 0.0166
ATR 0.0064 0.0064 0.0000 0.3% 0.0000
Volume 58 65 7 12.1% 126
Daily Pivots for day following 14-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.6249 1.6221 1.6109
R3 1.6191 1.6163 1.6093
R2 1.6133 1.6133 1.6088
R1 1.6105 1.6105 1.6082 1.6090
PP 1.6075 1.6075 1.6075 1.6068
S1 1.6047 1.6047 1.6072 1.6032
S2 1.6017 1.6017 1.6066
S3 1.5959 1.5989 1.6061
S4 1.5901 1.5931 1.6045
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.6587 1.6515 1.6203
R3 1.6421 1.6349 1.6158
R2 1.6255 1.6255 1.6142
R1 1.6183 1.6183 1.6127 1.6219
PP 1.6089 1.6089 1.6089 1.6107
S1 1.6017 1.6017 1.6097 1.6053
S2 1.5923 1.5923 1.6082
S3 1.5757 1.5851 1.6066
S4 1.5591 1.5685 1.6021
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6160 1.5994 0.0166 1.0% 0.0057 0.4% 50% False False 32
10 1.6300 1.5994 0.0306 1.9% 0.0053 0.3% 27% False False 22
20 1.6300 1.5994 0.0306 1.9% 0.0049 0.3% 27% False False 16
40 1.6300 1.5843 0.0457 2.8% 0.0028 0.2% 51% False False 10
60 1.6300 1.5843 0.0457 2.8% 0.0019 0.1% 51% False False 7
80 1.6300 1.5843 0.0457 2.8% 0.0015 0.1% 51% False False 7
100 1.6300 1.5779 0.0521 3.2% 0.0012 0.1% 57% False False 15
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6350
2.618 1.6255
1.618 1.6197
1.000 1.6161
0.618 1.6139
HIGH 1.6103
0.618 1.6081
0.500 1.6074
0.382 1.6067
LOW 1.6045
0.618 1.6009
1.000 1.5987
1.618 1.5951
2.618 1.5893
4.250 1.5799
Fisher Pivots for day following 14-Jan-2013
Pivot 1 day 3 day
R1 1.6076 1.6079
PP 1.6075 1.6078
S1 1.6074 1.6078

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

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