CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 12-Jul-2012
Day Change Summary
Previous Current
11-Jul-2012 12-Jul-2012 Change Change % Previous Week
Open 1.5479 1.5422 -0.0057 -0.4% 1.5623
High 1.5479 1.5422 -0.0057 -0.4% 1.5685
Low 1.5479 1.5422 -0.0057 -0.4% 1.5467
Close 1.5479 1.5422 -0.0057 -0.4% 1.5467
Range
ATR 0.0060 0.0059 0.0000 -0.3% 0.0000
Volume 140 10 -130 -92.9% 289
Daily Pivots for day following 12-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.5422 1.5422 1.5422
R3 1.5422 1.5422 1.5422
R2 1.5422 1.5422 1.5422
R1 1.5422 1.5422 1.5422 1.5422
PP 1.5422 1.5422 1.5422 1.5422
S1 1.5422 1.5422 1.5422 1.5422
S2 1.5422 1.5422 1.5422
S3 1.5422 1.5422 1.5422
S4 1.5422 1.5422 1.5422
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.6194 1.6048 1.5587
R3 1.5976 1.5830 1.5527
R2 1.5758 1.5758 1.5507
R1 1.5612 1.5612 1.5487 1.5576
PP 1.5540 1.5540 1.5540 1.5522
S1 1.5394 1.5394 1.5447 1.5358
S2 1.5322 1.5322 1.5427
S3 1.5104 1.5176 1.5407
S4 1.4886 1.4958 1.5347
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5511 1.5422 0.0089 0.6% 0.0000 0.0% 0% False True 114
10 1.5686 1.5422 0.0264 1.7% 0.0016 0.1% 0% False True 72
20 1.5726 1.5422 0.0304 2.0% 0.0019 0.1% 0% False True 37
40 1.5886 1.5360 0.0526 3.4% 0.0014 0.1% 12% False False 21
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 1.5422
2.618 1.5422
1.618 1.5422
1.000 1.5422
0.618 1.5422
HIGH 1.5422
0.618 1.5422
0.500 1.5422
0.382 1.5422
LOW 1.5422
0.618 1.5422
1.000 1.5422
1.618 1.5422
2.618 1.5422
4.250 1.5422
Fisher Pivots for day following 12-Jul-2012
Pivot 1 day 3 day
R1 1.5422 1.5460
PP 1.5422 1.5447
S1 1.5422 1.5435

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

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