CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 1.5468 1.5360 -0.0108 -0.7% 1.5779
High 1.5468 1.5395 -0.0073 -0.5% 1.5779
Low 1.5468 1.5360 -0.0108 -0.7% 1.5625
Close 1.5468 1.5395 -0.0073 -0.5% 1.5625
Range 0.0000 0.0035 0.0035 0.0154
ATR 0.0051 0.0055 0.0004 8.1% 0.0000
Volume 6 6 0 0.0% 30
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 1.5488 1.5477 1.5414
R3 1.5453 1.5442 1.5405
R2 1.5418 1.5418 1.5401
R1 1.5407 1.5407 1.5398 1.5413
PP 1.5383 1.5383 1.5383 1.5386
S1 1.5372 1.5372 1.5392 1.5378
S2 1.5348 1.5348 1.5389
S3 1.5313 1.5337 1.5385
S4 1.5278 1.5302 1.5376
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.6138 1.6036 1.5710
R3 1.5984 1.5882 1.5667
R2 1.5830 1.5830 1.5653
R1 1.5728 1.5728 1.5639 1.5702
PP 1.5676 1.5676 1.5676 1.5664
S1 1.5574 1.5574 1.5611 1.5548
S2 1.5522 1.5522 1.5597
S3 1.5368 1.5420 1.5583
S4 1.5214 1.5266 1.5540
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5713 1.5360 0.0353 2.3% 0.0023 0.2% 10% False True 6
10 1.5789 1.5360 0.0429 2.8% 0.0012 0.1% 8% False True 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5544
2.618 1.5487
1.618 1.5452
1.000 1.5430
0.618 1.5417
HIGH 1.5395
0.618 1.5382
0.500 1.5378
0.382 1.5373
LOW 1.5360
0.618 1.5338
1.000 1.5325
1.618 1.5303
2.618 1.5268
4.250 1.5211
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 1.5389 1.5488
PP 1.5383 1.5457
S1 1.5378 1.5426

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

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