CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 1.6000 1.5990 -0.0010 -0.1% 1.5880
High 1.6000 1.5990 -0.0010 -0.1% 1.6000
Low 1.5997 1.5990 -0.0007 0.0% 1.5873
Close 1.5997 1.5990 -0.0007 0.0% 1.5997
Range 0.0003 0.0000 -0.0003 -100.0% 0.0127
ATR 0.0043 0.0040 -0.0003 -6.0% 0.0000
Volume 54 10 -44 -81.5% 147
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.5990 1.5990 1.5990
R3 1.5990 1.5990 1.5990
R2 1.5990 1.5990 1.5990
R1 1.5990 1.5990 1.5990 1.5990
PP 1.5990 1.5990 1.5990 1.5990
S1 1.5990 1.5990 1.5990 1.5990
S2 1.5990 1.5990 1.5990
S3 1.5990 1.5990 1.5990
S4 1.5990 1.5990 1.5990
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6338 1.6294 1.6067
R3 1.6211 1.6167 1.6032
R2 1.6084 1.6084 1.6020
R1 1.6040 1.6040 1.6009 1.6062
PP 1.5957 1.5957 1.5957 1.5968
S1 1.5913 1.5913 1.5985 1.5935
S2 1.5830 1.5830 1.5974
S3 1.5703 1.5786 1.5962
S4 1.5576 1.5659 1.5927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6000 1.5873 0.0127 0.8% 0.0002 0.0% 92% False False 31
10 1.6000 1.5781 0.0219 1.4% 0.0001 0.0% 95% False False 17
20 1.6000 1.5661 0.0339 2.1% 0.0009 0.1% 97% False False 13
40 1.6000 1.5500 0.0500 3.1% 0.0005 0.0% 98% False False 14
60 1.6000 1.5422 0.0578 3.6% 0.0010 0.1% 98% False False 22
80 1.6000 1.5360 0.0640 4.0% 0.0009 0.1% 98% False False 17
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 1.5990
2.618 1.5990
1.618 1.5990
1.000 1.5990
0.618 1.5990
HIGH 1.5990
0.618 1.5990
0.500 1.5990
0.382 1.5990
LOW 1.5990
0.618 1.5990
1.000 1.5990
1.618 1.5990
2.618 1.5990
4.250 1.5990
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 1.5990 1.5982
PP 1.5990 1.5973
S1 1.5990 1.5965

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

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