CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 12-Jun-2013
Day Change Summary
Previous Current
11-Jun-2013 12-Jun-2013 Change Change % Previous Week
Open 1.5597 1.5650 0.0053 0.3% 1.5308
High 1.5626 1.5670 0.0044 0.3% 1.5650
Low 1.5552 1.5650 0.0098 0.6% 1.5288
Close 1.5626 1.5661 0.0035 0.2% 1.5543
Range 0.0074 0.0020 -0.0054 -73.0% 0.0362
ATR 0.0082 0.0079 -0.0003 -3.3% 0.0000
Volume 11 3 -8 -72.7% 169
Daily Pivots for day following 12-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.5720 1.5711 1.5672
R3 1.5700 1.5691 1.5667
R2 1.5680 1.5680 1.5665
R1 1.5671 1.5671 1.5663 1.5676
PP 1.5660 1.5660 1.5660 1.5663
S1 1.5651 1.5651 1.5659 1.5656
S2 1.5640 1.5640 1.5657
S3 1.5620 1.5631 1.5656
S4 1.5600 1.5611 1.5650
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.6580 1.6423 1.5742
R3 1.6218 1.6061 1.5643
R2 1.5856 1.5856 1.5609
R1 1.5699 1.5699 1.5576 1.5778
PP 1.5494 1.5494 1.5494 1.5533
S1 1.5337 1.5337 1.5510 1.5416
S2 1.5132 1.5132 1.5477
S3 1.4770 1.4975 1.5443
S4 1.4408 1.4613 1.5344
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5670 1.5440 0.0230 1.5% 0.0080 0.5% 96% True False 46
10 1.5670 1.5148 0.0522 3.3% 0.0049 0.3% 98% True False 24
20 1.5670 1.5021 0.0649 4.1% 0.0031 0.2% 99% True False 15
40 1.5670 1.5021 0.0649 4.1% 0.0027 0.2% 99% True False 10
60 1.5670 1.5021 0.0649 4.1% 0.0025 0.2% 99% True False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5755
2.618 1.5722
1.618 1.5702
1.000 1.5690
0.618 1.5682
HIGH 1.5670
0.618 1.5662
0.500 1.5660
0.382 1.5658
LOW 1.5650
0.618 1.5638
1.000 1.5630
1.618 1.5618
2.618 1.5598
4.250 1.5565
Fisher Pivots for day following 12-Jun-2013
Pivot 1 day 3 day
R1 1.5661 1.5640
PP 1.5660 1.5619
S1 1.5660 1.5598

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

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