CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 26-Oct-2012
Day Change Summary
Previous Current
25-Oct-2012 26-Oct-2012 Change Change % Previous Week
Open 1.6113 1.6093 -0.0020 -0.1% 1.6022
High 1.6130 1.6126 -0.0004 0.0% 1.6130
Low 1.6108 1.6086 -0.0022 -0.1% 1.5913
Close 1.6116 1.6090 -0.0026 -0.2% 1.6090
Range 0.0022 0.0040 0.0018 81.8% 0.0217
ATR 0.0065 0.0063 -0.0002 -2.8% 0.0000
Volume 50 43 -7 -14.0% 247
Daily Pivots for day following 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.6221 1.6195 1.6112
R3 1.6181 1.6155 1.6101
R2 1.6141 1.6141 1.6097
R1 1.6115 1.6115 1.6094 1.6108
PP 1.6101 1.6101 1.6101 1.6097
S1 1.6075 1.6075 1.6086 1.6068
S2 1.6061 1.6061 1.6083
S3 1.6021 1.6035 1.6079
S4 1.5981 1.5995 1.6068
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.6695 1.6610 1.6209
R3 1.6478 1.6393 1.6150
R2 1.6261 1.6261 1.6130
R1 1.6176 1.6176 1.6110 1.6219
PP 1.6044 1.6044 1.6044 1.6066
S1 1.5959 1.5959 1.6070 1.6002
S2 1.5827 1.5827 1.6050
S3 1.5610 1.5742 1.6030
S4 1.5393 1.5525 1.5971
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6130 1.5913 0.0217 1.3% 0.0049 0.3% 82% False False 49
10 1.6165 1.5913 0.0252 1.6% 0.0051 0.3% 70% False False 35
20 1.6195 1.5913 0.0282 1.8% 0.0050 0.3% 63% False False 32
40 1.6281 1.5873 0.0408 2.5% 0.0042 0.3% 53% False False 30
60 1.6281 1.5607 0.0674 4.2% 0.0031 0.2% 72% False False 22
80 1.6281 1.5422 0.0859 5.3% 0.0023 0.1% 78% False False 27
100 1.6281 1.5422 0.0859 5.3% 0.0023 0.1% 78% False False 24
120 1.6281 1.5360 0.0921 5.7% 0.0020 0.1% 79% False False 21
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6296
2.618 1.6231
1.618 1.6191
1.000 1.6166
0.618 1.6151
HIGH 1.6126
0.618 1.6111
0.500 1.6106
0.382 1.6101
LOW 1.6086
0.618 1.6061
1.000 1.6046
1.618 1.6021
2.618 1.5981
4.250 1.5916
Fisher Pivots for day following 26-Oct-2012
Pivot 1 day 3 day
R1 1.6106 1.6077
PP 1.6101 1.6064
S1 1.6095 1.6052

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

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