CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 11-Mar-2013
Day Change Summary
Previous Current
08-Mar-2013 11-Mar-2013 Change Change % Previous Week
Open 1.5016 1.4919 -0.0097 -0.6% 1.5002
High 1.5016 1.4919 -0.0097 -0.6% 1.5183
Low 1.4896 1.4919 0.0023 0.2% 1.4896
Close 1.4922 1.4919 -0.0003 0.0% 1.4922
Range 0.0120 0.0000 -0.0120 -100.0% 0.0287
ATR 0.0080 0.0074 -0.0005 -6.9% 0.0000
Volume 7 4 -3 -42.9% 27
Daily Pivots for day following 11-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.4919 1.4919 1.4919
R3 1.4919 1.4919 1.4919
R2 1.4919 1.4919 1.4919
R1 1.4919 1.4919 1.4919 1.4919
PP 1.4919 1.4919 1.4919 1.4919
S1 1.4919 1.4919 1.4919 1.4919
S2 1.4919 1.4919 1.4919
S3 1.4919 1.4919 1.4919
S4 1.4919 1.4919 1.4919
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.5861 1.5679 1.5080
R3 1.5574 1.5392 1.5001
R2 1.5287 1.5287 1.4975
R1 1.5105 1.5105 1.4948 1.5053
PP 1.5000 1.5000 1.5000 1.4974
S1 1.4818 1.4818 1.4896 1.4766
S2 1.4713 1.4713 1.4869
S3 1.4426 1.4531 1.4843
S4 1.4139 1.4244 1.4764
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5183 1.4896 0.0287 1.9% 0.0063 0.4% 8% False False 5
10 1.5224 1.4896 0.0328 2.2% 0.0058 0.4% 7% False False 3
20 1.5648 1.4896 0.0752 5.0% 0.0040 0.3% 3% False False 4
40 1.6106 1.4896 0.1210 8.1% 0.0021 0.1% 2% False False 8
60 1.6269 1.4896 0.1373 9.2% 0.0015 0.1% 2% False False 5
80 1.6269 1.4896 0.1373 9.2% 0.0011 0.1% 2% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.4919
2.618 1.4919
1.618 1.4919
1.000 1.4919
0.618 1.4919
HIGH 1.4919
0.618 1.4919
0.500 1.4919
0.382 1.4919
LOW 1.4919
0.618 1.4919
1.000 1.4919
1.618 1.4919
2.618 1.4919
4.250 1.4919
Fisher Pivots for day following 11-Mar-2013
Pivot 1 day 3 day
R1 1.4919 1.4975
PP 1.4919 1.4956
S1 1.4919 1.4938

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

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