CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 1.5880 1.5897 0.0017 0.1% 1.5792
High 1.5880 1.5897 0.0017 0.1% 1.5876
Low 1.5873 1.5897 0.0024 0.2% 1.5781
Close 1.5873 1.5897 0.0024 0.2% 1.5876
Range 0.0007 0.0000 -0.0007 -100.0% 0.0095
ATR 0.0043 0.0042 -0.0001 -3.1% 0.0000
Volume 4 34 30 750.0% 20
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.5897 1.5897 1.5897
R3 1.5897 1.5897 1.5897
R2 1.5897 1.5897 1.5897
R1 1.5897 1.5897 1.5897 1.5897
PP 1.5897 1.5897 1.5897 1.5897
S1 1.5897 1.5897 1.5897 1.5897
S2 1.5897 1.5897 1.5897
S3 1.5897 1.5897 1.5897
S4 1.5897 1.5897 1.5897
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.6129 1.6098 1.5928
R3 1.6034 1.6003 1.5902
R2 1.5939 1.5939 1.5893
R1 1.5908 1.5908 1.5885 1.5924
PP 1.5844 1.5844 1.5844 1.5852
S1 1.5813 1.5813 1.5867 1.5829
S2 1.5749 1.5749 1.5859
S3 1.5654 1.5718 1.5850
S4 1.5559 1.5623 1.5824
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5897 1.5781 0.0116 0.7% 0.0001 0.0% 100% True False 10
10 1.5897 1.5781 0.0116 0.7% 0.0008 0.1% 100% True False 7
20 1.5897 1.5626 0.0271 1.7% 0.0009 0.1% 100% True False 8
40 1.5897 1.5422 0.0475 3.0% 0.0005 0.0% 100% True False 15
60 1.5897 1.5422 0.0475 3.0% 0.0010 0.1% 100% True False 20
80 1.6070 1.5360 0.0710 4.5% 0.0009 0.1% 76% False False 16
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5897
2.618 1.5897
1.618 1.5897
1.000 1.5897
0.618 1.5897
HIGH 1.5897
0.618 1.5897
0.500 1.5897
0.382 1.5897
LOW 1.5897
0.618 1.5897
1.000 1.5897
1.618 1.5897
2.618 1.5897
4.250 1.5897
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 1.5897 1.5893
PP 1.5897 1.5889
S1 1.5897 1.5885

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

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