CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 30-Oct-2012
Day Change Summary
Previous Current
29-Oct-2012 30-Oct-2012 Change Change % Previous Week
Open 1.6032 1.6070 0.0038 0.2% 1.6022
High 1.6032 1.6070 0.0038 0.2% 1.6130
Low 1.6032 1.6070 0.0038 0.2% 1.5913
Close 1.6032 1.6070 0.0038 0.2% 1.6090
Range
ATR 0.0063 0.0061 -0.0002 -2.8% 0.0000
Volume 101 101 0 0.0% 247
Daily Pivots for day following 30-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.6070 1.6070 1.6070
R3 1.6070 1.6070 1.6070
R2 1.6070 1.6070 1.6070
R1 1.6070 1.6070 1.6070 1.6070
PP 1.6070 1.6070 1.6070 1.6070
S1 1.6070 1.6070 1.6070 1.6070
S2 1.6070 1.6070 1.6070
S3 1.6070 1.6070 1.6070
S4 1.6070 1.6070 1.6070
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 1.5973 0.0157 1.0% 0.0025 0.2% 62% False False 74
10 1.6165 1.5913 0.0252 1.6% 0.0042 0.3% 62% False False 53
20 1.6195 1.5913 0.0282 1.8% 0.0047 0.3% 56% False False 37
40 1.6281 1.5897 0.0384 2.4% 0.0041 0.3% 45% False False 35
60 1.6281 1.5626 0.0655 4.1% 0.0031 0.2% 68% False False 26
80 1.6281 1.5422 0.0859 5.3% 0.0023 0.1% 75% False False 26
100 1.6281 1.5422 0.0859 5.3% 0.0022 0.1% 75% False False 26
120 1.6281 1.5360 0.0921 5.7% 0.0020 0.1% 77% False False 22
Crabel Price Patterns
NR False
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.6070
2.618 1.6070
1.618 1.6070
1.000 1.6070
0.618 1.6070
HIGH 1.6070
0.618 1.6070
0.500 1.6070
0.382 1.6070
LOW 1.6070
0.618 1.6070
1.000 1.6070
1.618 1.6070
2.618 1.6070
4.250 1.6070
Fisher Pivots for day following 30-Oct-2012
Pivot 1 day 3 day
R1 1.6070 1.6079
PP 1.6070 1.6076
S1 1.6070 1.6073

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

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