CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 02-Jul-2012
Day Change Summary
Previous Current
29-Jun-2012 02-Jul-2012 Change Change % Previous Week
Open 1.5580 1.5623 0.0043 0.3% 1.5554
High 1.5686 1.5681 -0.0005 0.0% 1.5686
Low 1.5580 1.5623 0.0043 0.3% 1.5487
Close 1.5667 1.5681 0.0014 0.1% 1.5667
Range 0.0106 0.0058 -0.0048 -45.3% 0.0199
ATR 0.0067 0.0067 -0.0001 -1.0% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 02-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.5836 1.5816 1.5713
R3 1.5778 1.5758 1.5697
R2 1.5720 1.5720 1.5692
R1 1.5700 1.5700 1.5686 1.5710
PP 1.5662 1.5662 1.5662 1.5667
S1 1.5642 1.5642 1.5676 1.5652
S2 1.5604 1.5604 1.5670
S3 1.5546 1.5584 1.5665
S4 1.5488 1.5526 1.5649
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.6210 1.6138 1.5776
R3 1.6011 1.5939 1.5722
R2 1.5812 1.5812 1.5703
R1 1.5740 1.5740 1.5685 1.5776
PP 1.5613 1.5613 1.5613 1.5632
S1 1.5541 1.5541 1.5649 1.5577
S2 1.5414 1.5414 1.5631
S3 1.5215 1.5342 1.5612
S4 1.5016 1.5143 1.5558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5686 1.5487 0.0199 1.3% 0.0033 0.2% 97% False False 2
10 1.5726 1.5487 0.0239 1.5% 0.0018 0.1% 81% False False 2
20 1.5726 1.5361 0.0365 2.3% 0.0022 0.1% 88% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5928
2.618 1.5833
1.618 1.5775
1.000 1.5739
0.618 1.5717
HIGH 1.5681
0.618 1.5659
0.500 1.5652
0.382 1.5645
LOW 1.5623
0.618 1.5587
1.000 1.5565
1.618 1.5529
2.618 1.5471
4.250 1.5377
Fisher Pivots for day following 02-Jul-2012
Pivot 1 day 3 day
R1 1.5671 1.5650
PP 1.5662 1.5618
S1 1.5652 1.5587

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

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