CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 01-Apr-2013
Day Change Summary
Previous Current
28-Mar-2013 01-Apr-2013 Change Change % Previous Week
Open 1.5125 1.5191 0.0066 0.4% 1.5239
High 1.5180 1.5230 0.0050 0.3% 1.5245
Low 1.5102 1.5191 0.0089 0.6% 1.5092
Close 1.5160 1.5219 0.0059 0.4% 1.5160
Range 0.0078 0.0039 -0.0039 -50.0% 0.0153
ATR 0.0074 0.0073 0.0000 -0.3% 0.0000
Volume 7 20 13 185.7% 62
Daily Pivots for day following 01-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.5330 1.5314 1.5240
R3 1.5291 1.5275 1.5230
R2 1.5252 1.5252 1.5226
R1 1.5236 1.5236 1.5223 1.5244
PP 1.5213 1.5213 1.5213 1.5218
S1 1.5197 1.5197 1.5215 1.5205
S2 1.5174 1.5174 1.5212
S3 1.5135 1.5158 1.5208
S4 1.5096 1.5119 1.5198
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.5625 1.5545 1.5244
R3 1.5472 1.5392 1.5202
R2 1.5319 1.5319 1.5188
R1 1.5239 1.5239 1.5174 1.5203
PP 1.5166 1.5166 1.5166 1.5147
S1 1.5086 1.5086 1.5146 1.5050
S2 1.5013 1.5013 1.5132
S3 1.4860 1.4933 1.5118
S4 1.4707 1.4780 1.5076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5245 1.5092 0.0153 1.0% 0.0057 0.4% 83% False False 16
10 1.5245 1.5033 0.0212 1.4% 0.0059 0.4% 88% False False 32
20 1.5245 1.4830 0.0415 2.7% 0.0060 0.4% 94% False False 18
40 1.5781 1.4830 0.0951 6.2% 0.0039 0.3% 41% False False 14
60 1.6137 1.4830 0.1307 8.6% 0.0028 0.2% 30% False False 11
80 1.6269 1.4830 0.1439 9.5% 0.0021 0.1% 27% False False 8
100 1.6269 1.4830 0.1439 9.5% 0.0017 0.1% 27% False False 7
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5396
2.618 1.5332
1.618 1.5293
1.000 1.5269
0.618 1.5254
HIGH 1.5230
0.618 1.5215
0.500 1.5211
0.382 1.5206
LOW 1.5191
0.618 1.5167
1.000 1.5152
1.618 1.5128
2.618 1.5089
4.250 1.5025
Fisher Pivots for day following 01-Apr-2013
Pivot 1 day 3 day
R1 1.5216 1.5200
PP 1.5213 1.5180
S1 1.5211 1.5161

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

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