CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 17-Jul-2012
Day Change Summary
Previous Current
16-Jul-2012 17-Jul-2012 Change Change % Previous Week
Open 1.5619 1.5637 0.0018 0.1% 1.5511
High 1.5619 1.5637 0.0018 0.1% 1.5560
Low 1.5619 1.5637 0.0018 0.1% 1.5422
Close 1.5619 1.5637 0.0018 0.1% 1.5560
Range
ATR 0.0065 0.0061 -0.0003 -5.2% 0.0000
Volume 14 43 29 207.1% 440
Daily Pivots for day following 17-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.5637 1.5637 1.5637
R3 1.5637 1.5637 1.5637
R2 1.5637 1.5637 1.5637
R1 1.5637 1.5637 1.5637 1.5637
PP 1.5637 1.5637 1.5637 1.5637
S1 1.5637 1.5637 1.5637 1.5637
S2 1.5637 1.5637 1.5637
S3 1.5637 1.5637 1.5637
S4 1.5637 1.5637 1.5637
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.5928 1.5882 1.5636
R3 1.5790 1.5744 1.5598
R2 1.5652 1.5652 1.5585
R1 1.5606 1.5606 1.5573 1.5629
PP 1.5514 1.5514 1.5514 1.5526
S1 1.5468 1.5468 1.5547 1.5491
S2 1.5376 1.5376 1.5535
S3 1.5238 1.5330 1.5522
S4 1.5100 1.5192 1.5484
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5637 1.5422 0.0215 1.4% 0.0000 0.0% 100% True False 43
10 1.5685 1.5422 0.0263 1.7% 0.0000 0.0% 82% False False 78
20 1.5726 1.5422 0.0304 1.9% 0.0009 0.1% 71% False False 40
40 1.5779 1.5360 0.0419 2.7% 0.0014 0.1% 66% False False 22
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 1.5637
2.618 1.5637
1.618 1.5637
1.000 1.5637
0.618 1.5637
HIGH 1.5637
0.618 1.5637
0.500 1.5637
0.382 1.5637
LOW 1.5637
0.618 1.5637
1.000 1.5637
1.618 1.5637
2.618 1.5637
4.250 1.5637
Fisher Pivots for day following 17-Jul-2012
Pivot 1 day 3 day
R1 1.5637 1.5624
PP 1.5637 1.5611
S1 1.5637 1.5599

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

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