CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 1.5360 1.5364 0.0004 0.0% 1.5615
High 1.5395 1.5364 -0.0031 -0.2% 1.5615
Low 1.5360 1.5364 0.0004 0.0% 1.5360
Close 1.5395 1.5364 -0.0031 -0.2% 1.5364
Range 0.0035 0.0000 -0.0035 -100.0% 0.0255
ATR 0.0055 0.0053 -0.0002 -3.1% 0.0000
Volume 6 4 -2 -33.3% 22
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.5364 1.5364 1.5364
R3 1.5364 1.5364 1.5364
R2 1.5364 1.5364 1.5364
R1 1.5364 1.5364 1.5364 1.5364
PP 1.5364 1.5364 1.5364 1.5364
S1 1.5364 1.5364 1.5364 1.5364
S2 1.5364 1.5364 1.5364
S3 1.5364 1.5364 1.5364
S4 1.5364 1.5364 1.5364
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.6211 1.6043 1.5504
R3 1.5956 1.5788 1.5434
R2 1.5701 1.5701 1.5411
R1 1.5533 1.5533 1.5387 1.5490
PP 1.5446 1.5446 1.5446 1.5425
S1 1.5278 1.5278 1.5341 1.5235
S2 1.5191 1.5191 1.5317
S3 1.4936 1.5023 1.5294
S4 1.4681 1.4768 1.5224
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5625 1.5360 0.0265 1.7% 0.0007 0.0% 2% False False 5
10 1.5779 1.5360 0.0419 2.7% 0.0012 0.1% 1% False False 5
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 1.5364
2.618 1.5364
1.618 1.5364
1.000 1.5364
0.618 1.5364
HIGH 1.5364
0.618 1.5364
0.500 1.5364
0.382 1.5364
LOW 1.5364
0.618 1.5364
1.000 1.5364
1.618 1.5364
2.618 1.5364
4.250 1.5364
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 1.5364 1.5414
PP 1.5364 1.5397
S1 1.5364 1.5381

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

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