CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 1.5693 1.5680 -0.0013 -0.1% 1.5607
High 1.5693 1.5680 -0.0013 -0.1% 1.5663
Low 1.5676 1.5680 0.0004 0.0% 1.5607
Close 1.5676 1.5680 0.0004 0.0% 1.5663
Range 0.0017 0.0000 -0.0017 -100.0% 0.0056
ATR 0.0052 0.0049 -0.0003 -6.6% 0.0000
Volume 2 31 29 1,450.0% 10
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.5680 1.5680 1.5680
R3 1.5680 1.5680 1.5680
R2 1.5680 1.5680 1.5680
R1 1.5680 1.5680 1.5680 1.5680
PP 1.5680 1.5680 1.5680 1.5680
S1 1.5680 1.5680 1.5680 1.5680
S2 1.5680 1.5680 1.5680
S3 1.5680 1.5680 1.5680
S4 1.5680 1.5680 1.5680
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.5812 1.5794 1.5694
R3 1.5756 1.5738 1.5678
R2 1.5700 1.5700 1.5673
R1 1.5682 1.5682 1.5668 1.5691
PP 1.5644 1.5644 1.5644 1.5649
S1 1.5626 1.5626 1.5658 1.5635
S2 1.5588 1.5588 1.5653
S3 1.5532 1.5570 1.5648
S4 1.5476 1.5514 1.5632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5693 1.5626 0.0067 0.4% 0.0003 0.0% 81% False False 7
10 1.5693 1.5500 0.0193 1.2% 0.0002 0.0% 93% False False 7
20 1.5723 1.5500 0.0223 1.4% 0.0002 0.0% 81% False False 13
40 1.5726 1.5422 0.0304 1.9% 0.0005 0.0% 85% False False 26
60 1.5779 1.5360 0.0419 2.7% 0.0010 0.1% 76% False False 19
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5680
2.618 1.5680
1.618 1.5680
1.000 1.5680
0.618 1.5680
HIGH 1.5680
0.618 1.5680
0.500 1.5680
0.382 1.5680
LOW 1.5680
0.618 1.5680
1.000 1.5680
1.618 1.5680
2.618 1.5680
4.250 1.5680
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 1.5680 1.5679
PP 1.5680 1.5679
S1 1.5680 1.5678

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

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