CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 1.5127 1.4982 -0.0145 -1.0% 1.5108
High 1.5140 1.5074 -0.0066 -0.4% 1.5214
Low 1.5009 1.4960 -0.0049 -0.3% 1.4978
Close 1.5033 1.5008 -0.0025 -0.2% 1.5010
Range 0.0131 0.0114 -0.0017 -13.0% 0.0236
ATR 0.0116 0.0116 0.0000 -0.1% 0.0000
Volume 10,635 15,559 4,924 46.3% 9,362
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.5356 1.5296 1.5071
R3 1.5242 1.5182 1.5039
R2 1.5128 1.5128 1.5029
R1 1.5068 1.5068 1.5018 1.5098
PP 1.5014 1.5014 1.5014 1.5029
S1 1.4954 1.4954 1.4998 1.4984
S2 1.4900 1.4900 1.4987
S3 1.4786 1.4840 1.4977
S4 1.4672 1.4726 1.4945
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.5775 1.5629 1.5140
R3 1.5539 1.5393 1.5075
R2 1.5303 1.5303 1.5053
R1 1.5157 1.5157 1.5032 1.5112
PP 1.5067 1.5067 1.5067 1.5045
S1 1.4921 1.4921 1.4988 1.4876
S2 1.4831 1.4831 1.4967
S3 1.4595 1.4685 1.4945
S4 1.4359 1.4449 1.4880
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5193 1.4960 0.0233 1.6% 0.0134 0.9% 21% False True 8,772
10 1.5311 1.4960 0.0351 2.3% 0.0124 0.8% 14% False True 5,047
20 1.5817 1.4960 0.0857 5.7% 0.0124 0.8% 6% False True 2,797
40 1.6160 1.4960 0.1200 8.0% 0.0100 0.7% 4% False True 1,429
60 1.6300 1.4960 0.1340 8.9% 0.0080 0.5% 4% False True 957
80 1.6300 1.4960 0.1340 8.9% 0.0060 0.4% 4% False True 718
100 1.6300 1.4960 0.1340 8.9% 0.0048 0.3% 4% False True 575
120 1.6300 1.4960 0.1340 8.9% 0.0041 0.3% 4% False True 481
Crabel Price Patterns
NR True
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 0.0032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5559
2.618 1.5372
1.618 1.5258
1.000 1.5188
0.618 1.5144
HIGH 1.5074
0.618 1.5030
0.500 1.5017
0.382 1.5004
LOW 1.4960
0.618 1.4890
1.000 1.4846
1.618 1.4776
2.618 1.4662
4.250 1.4476
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 1.5017 1.5077
PP 1.5014 1.5054
S1 1.5011 1.5031

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

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