CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 05-Jul-2012
Day Change Summary
Previous Current
03-Jul-2012 05-Jul-2012 Change Change % Previous Week
Open 1.5685 1.5516 -0.0169 -1.1% 1.5554
High 1.5685 1.5516 -0.0169 -1.1% 1.5686
Low 1.5685 1.5516 -0.0169 -1.1% 1.5487
Close 1.5685 1.5516 -0.0169 -1.1% 1.5667
Range
ATR 0.0062 0.0070 0.0008 12.3% 0.0000
Volume 7 140 133 1,900.0% 10
Daily Pivots for day following 05-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.5516 1.5516 1.5516
R3 1.5516 1.5516 1.5516
R2 1.5516 1.5516 1.5516
R1 1.5516 1.5516 1.5516 1.5516
PP 1.5516 1.5516 1.5516 1.5516
S1 1.5516 1.5516 1.5516 1.5516
S2 1.5516 1.5516 1.5516
S3 1.5516 1.5516 1.5516
S4 1.5516 1.5516 1.5516
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% 0.0033 0.2% 15% False False 30
10 1.5686 1.5487 0.0199 1.3% 0.0016 0.1% 15% False False 16
20 1.5726 1.5446 0.0280 1.8% 0.0022 0.1% 25% False False 10
40 1.6118 1.5360 0.0758 4.9% 0.0014 0.1% 21% False False 7
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 1.5516
2.618 1.5516
1.618 1.5516
1.000 1.5516
0.618 1.5516
HIGH 1.5516
0.618 1.5516
0.500 1.5516
0.382 1.5516
LOW 1.5516
0.618 1.5516
1.000 1.5516
1.618 1.5516
2.618 1.5516
4.250 1.5516
Fisher Pivots for day following 05-Jul-2012
Pivot 1 day 3 day
R1 1.5516 1.5601
PP 1.5516 1.5572
S1 1.5516 1.5544

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

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