CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary
Previous Current
19-Jun-2012 20-Jun-2012 Change Change % Previous Week
Open 1.5707 1.5686 -0.0021 -0.1% 1.5479
High 1.5726 1.5686 -0.0040 -0.3% 1.5672
Low 1.5707 1.5686 -0.0021 -0.1% 1.5479
Close 1.5719 1.5686 -0.0033 -0.2% 1.5672
Range 0.0019 0.0000 -0.0019 -100.0% 0.0193
ATR 0.0058 0.0056 -0.0002 -3.1% 0.0000
Volume 7 2 -5 -71.4% 20
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.5686 1.5686 1.5686
R3 1.5686 1.5686 1.5686
R2 1.5686 1.5686 1.5686
R1 1.5686 1.5686 1.5686 1.5686
PP 1.5686 1.5686 1.5686 1.5686
S1 1.5686 1.5686 1.5686 1.5686
S2 1.5686 1.5686 1.5686
S3 1.5686 1.5686 1.5686
S4 1.5686 1.5686 1.5686
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.6187 1.6122 1.5778
R3 1.5994 1.5929 1.5725
R2 1.5801 1.5801 1.5707
R1 1.5736 1.5736 1.5690 1.5769
PP 1.5608 1.5608 1.5608 1.5624
S1 1.5543 1.5543 1.5654 1.5576
S2 1.5415 1.5415 1.5637
S3 1.5222 1.5350 1.5619
S4 1.5029 1.5157 1.5566
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5726 1.5479 0.0247 1.6% 0.0042 0.3% 84% False False 4
10 1.5726 1.5446 0.0280 1.8% 0.0028 0.2% 86% False False 4
20 1.5726 1.5360 0.0366 2.3% 0.0020 0.1% 89% False False 4
Crabel Price Patterns
NR True
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5686
2.618 1.5686
1.618 1.5686
1.000 1.5686
0.618 1.5686
HIGH 1.5686
0.618 1.5686
0.500 1.5686
0.382 1.5686
LOW 1.5686
0.618 1.5686
1.000 1.5686
1.618 1.5686
2.618 1.5686
4.250 1.5686
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 1.5686 1.5692
PP 1.5686 1.5690
S1 1.5686 1.5688

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

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