CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 02-Oct-2012
Day Change Summary
Previous Current
01-Oct-2012 02-Oct-2012 Change Change % Previous Week
Open 1.6138 1.6150 0.0012 0.1% 1.6185
High 1.6141 1.6168 0.0027 0.2% 1.6255
Low 1.6122 1.6133 0.0011 0.1% 1.6114
Close 1.6122 1.6133 0.0011 0.1% 1.6131
Range 0.0019 0.0035 0.0016 84.2% 0.0141
ATR 0.0056 0.0056 -0.0001 -1.3% 0.0000
Volume 68 49 -19 -27.9% 234
Daily Pivots for day following 02-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.6250 1.6226 1.6152
R3 1.6215 1.6191 1.6143
R2 1.6180 1.6180 1.6139
R1 1.6156 1.6156 1.6136 1.6151
PP 1.6145 1.6145 1.6145 1.6142
S1 1.6121 1.6121 1.6130 1.6116
S2 1.6110 1.6110 1.6127
S3 1.6075 1.6086 1.6123
S4 1.6040 1.6051 1.6114
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6590 1.6501 1.6209
R3 1.6449 1.6360 1.6170
R2 1.6308 1.6308 1.6157
R1 1.6219 1.6219 1.6144 1.6193
PP 1.6167 1.6167 1.6167 1.6154
S1 1.6078 1.6078 1.6118 1.6052
S2 1.6026 1.6026 1.6105
S3 1.5885 1.5937 1.6092
S4 1.5744 1.5796 1.6053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6255 1.6114 0.0141 0.9% 0.0059 0.4% 13% False False 39
10 1.6281 1.6114 0.0167 1.0% 0.0055 0.3% 11% False False 42
20 1.6281 1.5897 0.0384 2.4% 0.0036 0.2% 61% False False 34
40 1.6281 1.5626 0.0655 4.1% 0.0023 0.1% 77% False False 20
60 1.6281 1.5422 0.0859 5.3% 0.0015 0.1% 83% False False 23
80 1.6281 1.5422 0.0859 5.3% 0.0016 0.1% 83% False False 23
100 1.6281 1.5360 0.0921 5.7% 0.0015 0.1% 84% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6317
2.618 1.6260
1.618 1.6225
1.000 1.6203
0.618 1.6190
HIGH 1.6168
0.618 1.6155
0.500 1.6151
0.382 1.6146
LOW 1.6133
0.618 1.6111
1.000 1.6098
1.618 1.6076
2.618 1.6041
4.250 1.5984
Fisher Pivots for day following 02-Oct-2012
Pivot 1 day 3 day
R1 1.6151 1.6185
PP 1.6145 1.6167
S1 1.6139 1.6150

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

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