CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
11-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 1.5479 1.5550 0.0071 0.5% 1.5374
High 1.5479 1.5550 0.0071 0.5% 1.5537
Low 1.5479 1.5550 0.0071 0.5% 1.5361
Close 1.5479 1.5550 0.0071 0.5% 1.5446
Range
ATR 0.0054 0.0055 0.0001 2.3% 0.0000
Volume 4 4 0 0.0% 20
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.5550 1.5550 1.5550
R3 1.5550 1.5550 1.5550
R2 1.5550 1.5550 1.5550
R1 1.5550 1.5550 1.5550 1.5550
PP 1.5550 1.5550 1.5550 1.5550
S1 1.5550 1.5550 1.5550 1.5550
S2 1.5550 1.5550 1.5550
S3 1.5550 1.5550 1.5550
S4 1.5550 1.5550 1.5550
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.5976 1.5887 1.5543
R3 1.5800 1.5711 1.5494
R2 1.5624 1.5624 1.5478
R1 1.5535 1.5535 1.5462 1.5580
PP 1.5448 1.5448 1.5448 1.5470
S1 1.5359 1.5359 1.5430 1.5404
S2 1.5272 1.5272 1.5414
S3 1.5096 1.5183 1.5398
S4 1.4920 1.5007 1.5349
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5550 1.5446 0.0104 0.7% 0.0013 0.1% 100% True False 4
10 1.5550 1.5360 0.0190 1.2% 0.0010 0.1% 100% True False 4
20 1.5972 1.5360 0.0612 3.9% 0.0009 0.1% 31% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.5550
2.618 1.5550
1.618 1.5550
1.000 1.5550
0.618 1.5550
HIGH 1.5550
0.618 1.5550
0.500 1.5550
0.382 1.5550
LOW 1.5550
0.618 1.5550
1.000 1.5550
1.618 1.5550
2.618 1.5550
4.250 1.5550
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 1.5550 1.5533
PP 1.5550 1.5515
S1 1.5550 1.5498

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

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