CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 1.5611 1.5532 -0.0079 -0.5% 1.5619
High 1.5611 1.5532 -0.0079 -0.5% 1.5715
Low 1.5611 1.5518 -0.0093 -0.6% 1.5611
Close 1.5611 1.5518 -0.0093 -0.6% 1.5611
Range 0.0000 0.0014 0.0014 0.0104
ATR 0.0062 0.0064 0.0002 3.6% 0.0000
Volume 12 11 -1 -8.3% 115
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.5565 1.5555 1.5526
R3 1.5551 1.5541 1.5522
R2 1.5537 1.5537 1.5521
R1 1.5527 1.5527 1.5519 1.5525
PP 1.5523 1.5523 1.5523 1.5522
S1 1.5513 1.5513 1.5517 1.5511
S2 1.5509 1.5509 1.5515
S3 1.5495 1.5499 1.5514
S4 1.5481 1.5485 1.5510
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.5958 1.5888 1.5668
R3 1.5854 1.5784 1.5640
R2 1.5750 1.5750 1.5630
R1 1.5680 1.5680 1.5621 1.5663
PP 1.5646 1.5646 1.5646 1.5637
S1 1.5576 1.5576 1.5601 1.5559
S2 1.5542 1.5542 1.5592
S3 1.5438 1.5472 1.5582
S4 1.5334 1.5368 1.5554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5715 1.5518 0.0197 1.3% 0.0003 0.0% 0% False True 22
10 1.5715 1.5422 0.0293 1.9% 0.0001 0.0% 33% False False 42
20 1.5715 1.5422 0.0293 1.9% 0.0009 0.1% 33% False False 43
40 1.5726 1.5360 0.0366 2.4% 0.0012 0.1% 43% False False 23
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 14 trading days
Fibonacci Retracements and Extensions
4.250 1.5592
2.618 1.5569
1.618 1.5555
1.000 1.5546
0.618 1.5541
HIGH 1.5532
0.618 1.5527
0.500 1.5525
0.382 1.5523
LOW 1.5518
0.618 1.5509
1.000 1.5504
1.618 1.5495
2.618 1.5481
4.250 1.5459
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 1.5525 1.5617
PP 1.5523 1.5584
S1 1.5520 1.5551

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

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