CME British Pound Future March 2013

Trading Metrics calculated at close of trading on 29-Jun-2012

Day Change Summary
	Previous	Current
	28-Jun-2012	29-Jun-2012	Change	Change %	Previous Week
Open	1.5487	1.5580	0.0093	0.6%	1.5554
High	1.5487	1.5686	0.0199	1.3%	1.5686
Low	1.5487	1.5580	0.0093	0.6%	1.5487
Close	1.5487	1.5667	0.0180	1.2%	1.5667
Range	0.0000	0.0106	0.0106		0.0199
ATR	0.0057	0.0067	0.0010	17.7%	0.0000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.5962	1.5921	1.5725
R3	1.5856	1.5815	1.5696
R2	1.5750	1.5750	1.5686
R1	1.5709	1.5709	1.5677	1.5730
PP	1.5644	1.5644	1.5644	1.5655
S1	1.5603	1.5603	1.5657	1.5624
S2	1.5538	1.5538	1.5648
S3	1.5432	1.5497	1.5638
S4	1.5326	1.5391	1.5609

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.6210	1.6138	1.5776
R3	1.6011	1.5939	1.5722
R2	1.5812	1.5812	1.5703
R1	1.5740	1.5740	1.5685	1.5776
PP	1.5613	1.5613	1.5613	1.5632
S1	1.5541	1.5541	1.5649	1.5577
S2	1.5414	1.5414	1.5631
S3	1.5215	1.5342	1.5612
S4	1.5016	1.5143	1.5558

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5686	1.5487	0.0199	1.3%	0.0021	0.1%	90%	True	False	2
10	1.5726	1.5487	0.0239	1.5%	0.0013	0.1%	75%	False	False	3
20	1.5726	1.5361	0.0365	2.3%	0.0019	0.1%	84%	False	False	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	1.6137
2.618	1.5964
1.618	1.5858
1.000	1.5792
0.618	1.5752
HIGH	1.5686
0.618	1.5646
0.500	1.5633
0.382	1.5620
LOW	1.5580
0.618	1.5514
1.000	1.5474
1.618	1.5408
2.618	1.5302
4.250	1.5130

Fisher Pivots for day following 29-Jun-2012
Pivot	1 day	3 day
R1	1.5656	1.5640
PP	1.5644	1.5613
S1	1.5633	1.5587

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols