CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 18-Sep-2012
Day Change Summary
Previous Current
17-Sep-2012 18-Sep-2012 Change Change % Previous Week
Open 1.6230 1.6235 0.0005 0.0% 1.5990
High 1.6230 1.6245 0.0015 0.1% 1.6225
Low 1.6224 1.6224 0.0000 0.0% 1.5990
Close 1.6224 1.6230 0.0006 0.0% 1.6208
Range 0.0006 0.0021 0.0015 250.0% 0.0235
ATR 0.0045 0.0044 -0.0002 -3.8% 0.0000
Volume 20 2 -18 -90.0% 103
Daily Pivots for day following 18-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6296 1.6284 1.6242
R3 1.6275 1.6263 1.6236
R2 1.6254 1.6254 1.6234
R1 1.6242 1.6242 1.6232 1.6238
PP 1.6233 1.6233 1.6233 1.6231
S1 1.6221 1.6221 1.6228 1.6217
S2 1.6212 1.6212 1.6226
S3 1.6191 1.6200 1.6224
S4 1.6170 1.6179 1.6218
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6846 1.6762 1.6337
R3 1.6611 1.6527 1.6273
R2 1.6376 1.6376 1.6251
R1 1.6292 1.6292 1.6230 1.6334
PP 1.6141 1.6141 1.6141 1.6162
S1 1.6057 1.6057 1.6186 1.6099
S2 1.5906 1.5906 1.6165
S3 1.5671 1.5822 1.6143
S4 1.5436 1.5587 1.6079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6245 1.6053 0.0192 1.2% 0.0033 0.2% 92% True False 21
10 1.6245 1.5897 0.0348 2.1% 0.0017 0.1% 96% True False 26
20 1.6245 1.5771 0.0474 2.9% 0.0013 0.1% 97% True False 15
40 1.6245 1.5500 0.0745 4.6% 0.0009 0.1% 98% True False 13
60 1.6245 1.5422 0.0823 5.1% 0.0009 0.1% 98% True False 23
80 1.6245 1.5360 0.0885 5.5% 0.0010 0.1% 98% True False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6334
2.618 1.6300
1.618 1.6279
1.000 1.6266
0.618 1.6258
HIGH 1.6245
0.618 1.6237
0.500 1.6235
0.382 1.6232
LOW 1.6224
0.618 1.6211
1.000 1.6203
1.618 1.6190
2.618 1.6169
4.250 1.6135
Fisher Pivots for day following 18-Sep-2012
Pivot 1 day 3 day
R1 1.6235 1.6228
PP 1.6233 1.6225
S1 1.6232 1.6223

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

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