CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 28-Mar-2013
Day Change Summary
Previous Current
27-Mar-2013 28-Mar-2013 Change Change % Previous Week
Open 1.5153 1.5124 -0.0029 -0.2% 1.5104
High 1.5176 1.5195 0.0019 0.1% 1.5244
Low 1.5085 1.5105 0.0020 0.1% 1.5019
Close 1.5122 1.5165 0.0043 0.3% 1.5222
Range 0.0091 0.0090 -0.0001 -1.1% 0.0225
ATR 0.0111 0.0109 -0.0001 -1.3% 0.0000
Volume 84,832 105,839 21,007 24.8% 653,242
Daily Pivots for day following 28-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.5425 1.5385 1.5215
R3 1.5335 1.5295 1.5190
R2 1.5245 1.5245 1.5182
R1 1.5205 1.5205 1.5173 1.5225
PP 1.5155 1.5155 1.5155 1.5165
S1 1.5115 1.5115 1.5157 1.5135
S2 1.5065 1.5065 1.5149
S3 1.4975 1.5025 1.5140
S4 1.4885 1.4935 1.5116
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.5837 1.5754 1.5346
R3 1.5612 1.5529 1.5284
R2 1.5387 1.5387 1.5263
R1 1.5304 1.5304 1.5243 1.5346
PP 1.5162 1.5162 1.5162 1.5182
S1 1.5079 1.5079 1.5201 1.5121
S2 1.4937 1.4937 1.5181
S3 1.4712 1.4854 1.5160
S4 1.4487 1.4629 1.5098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5260 1.5085 0.0175 1.2% 0.0093 0.6% 46% False False 94,887
10 1.5260 1.5019 0.0241 1.6% 0.0100 0.7% 61% False False 117,872
20 1.5260 1.4823 0.0437 2.9% 0.0115 0.8% 78% False False 76,313
40 1.5867 1.4823 0.1044 6.9% 0.0115 0.8% 33% False False 38,470
60 1.6300 1.4823 0.1477 9.7% 0.0097 0.6% 23% False False 25,661
80 1.6300 1.4823 0.1477 9.7% 0.0081 0.5% 23% False False 19,248
100 1.6300 1.4823 0.1477 9.7% 0.0065 0.4% 23% False False 15,398
120 1.6300 1.4823 0.1477 9.7% 0.0054 0.4% 23% False False 12,832
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 0.0029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5578
2.618 1.5431
1.618 1.5341
1.000 1.5285
0.618 1.5251
HIGH 1.5195
0.618 1.5161
0.500 1.5150
0.382 1.5139
LOW 1.5105
0.618 1.5049
1.000 1.5015
1.618 1.4959
2.618 1.4869
4.250 1.4723
Fisher Pivots for day following 28-Mar-2013
Pivot 1 day 3 day
R1 1.5160 1.5158
PP 1.5155 1.5150
S1 1.5150 1.5143

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

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