CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 27-Feb-2013
Day Change Summary
Previous Current
26-Feb-2013 27-Feb-2013 Change Change % Previous Week
Open 1.5117 1.5100 -0.0017 -0.1% 1.5450
High 1.5117 1.5138 0.0021 0.1% 1.5450
Low 1.5117 1.5100 -0.0017 -0.1% 1.5227
Close 1.5117 1.5138 0.0021 0.1% 1.5227
Range 0.0000 0.0038 0.0038 0.0223
ATR 0.0066 0.0064 -0.0002 -3.0% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 27-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.5239 1.5227 1.5159
R3 1.5201 1.5189 1.5148
R2 1.5163 1.5163 1.5145
R1 1.5151 1.5151 1.5141 1.5157
PP 1.5125 1.5125 1.5125 1.5129
S1 1.5113 1.5113 1.5135 1.5119
S2 1.5087 1.5087 1.5131
S3 1.5049 1.5075 1.5128
S4 1.5011 1.5037 1.5117
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.5970 1.5822 1.5350
R3 1.5747 1.5599 1.5288
R2 1.5524 1.5524 1.5268
R1 1.5376 1.5376 1.5247 1.5339
PP 1.5301 1.5301 1.5301 1.5283
S1 1.5153 1.5153 1.5207 1.5116
S2 1.5078 1.5078 1.5186
S3 1.4855 1.4930 1.5166
S4 1.4632 1.4707 1.5104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5249 1.5100 0.0149 1.0% 0.0027 0.2% 26% False True 1
10 1.5526 1.5100 0.0426 2.8% 0.0025 0.2% 9% False True
20 1.5840 1.5100 0.0740 4.9% 0.0012 0.1% 5% False True 12
40 1.6231 1.5100 0.1131 7.5% 0.0009 0.1% 3% False True 7
60 1.6269 1.5100 0.1169 7.7% 0.0006 0.0% 3% False True 5
80 1.6269 1.5100 0.1169 7.7% 0.0004 0.0% 3% False True 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5300
2.618 1.5237
1.618 1.5199
1.000 1.5176
0.618 1.5161
HIGH 1.5138
0.618 1.5123
0.500 1.5119
0.382 1.5115
LOW 1.5100
0.618 1.5077
1.000 1.5062
1.618 1.5039
2.618 1.5001
4.250 1.4939
Fisher Pivots for day following 27-Feb-2013
Pivot 1 day 3 day
R1 1.5132 1.5138
PP 1.5125 1.5138
S1 1.5119 1.5138

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

View Archives - Comment on this page... - Back to Index of Symbols