CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 24-Sep-2012
Day Change Summary
Previous Current
21-Sep-2012 24-Sep-2012 Change Change % Previous Week
Open 1.6248 1.6185 -0.0063 -0.4% 1.6230
High 1.6281 1.6222 -0.0059 -0.4% 1.6281
Low 1.6232 1.6172 -0.0060 -0.4% 1.6164
Close 1.6235 1.6220 -0.0015 -0.1% 1.6235
Range 0.0049 0.0050 0.0001 2.0% 0.0117
ATR 0.0047 0.0048 0.0001 2.4% 0.0000
Volume 29 66 37 127.6% 91
Daily Pivots for day following 24-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6355 1.6337 1.6248
R3 1.6305 1.6287 1.6234
R2 1.6255 1.6255 1.6229
R1 1.6237 1.6237 1.6225 1.6246
PP 1.6205 1.6205 1.6205 1.6209
S1 1.6187 1.6187 1.6215 1.6196
S2 1.6155 1.6155 1.6211
S3 1.6105 1.6137 1.6206
S4 1.6055 1.6087 1.6193
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6578 1.6523 1.6299
R3 1.6461 1.6406 1.6267
R2 1.6344 1.6344 1.6256
R1 1.6289 1.6289 1.6246 1.6317
PP 1.6227 1.6227 1.6227 1.6240
S1 1.6172 1.6172 1.6224 1.6200
S2 1.6110 1.6110 1.6214
S3 1.5993 1.6055 1.6203
S4 1.5876 1.5938 1.6171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6281 1.6164 0.0117 0.7% 0.0040 0.2% 48% False False 27
10 1.6281 1.6053 0.0228 1.4% 0.0035 0.2% 73% False False 25
20 1.6281 1.5781 0.0500 3.1% 0.0018 0.1% 88% False False 21
40 1.6281 1.5500 0.0781 4.8% 0.0013 0.1% 92% False False 15
60 1.6281 1.5422 0.0859 5.3% 0.0012 0.1% 93% False False 25
80 1.6281 1.5361 0.0920 5.7% 0.0012 0.1% 93% False False 20
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 0.0008
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.6435
2.618 1.6353
1.618 1.6303
1.000 1.6272
0.618 1.6253
HIGH 1.6222
0.618 1.6203
0.500 1.6197
0.382 1.6191
LOW 1.6172
0.618 1.6141
1.000 1.6122
1.618 1.6091
2.618 1.6041
4.250 1.5960
Fisher Pivots for day following 24-Sep-2012
Pivot 1 day 3 day
R1 1.6212 1.6223
PP 1.6205 1.6222
S1 1.6197 1.6221

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

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