CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 1.6070 1.6108 0.0038 0.2% 1.6022
High 1.6070 1.6122 0.0052 0.3% 1.6130
Low 1.6070 1.6102 0.0032 0.2% 1.5913
Close 1.6070 1.6122 0.0052 0.3% 1.6090
Range 0.0000 0.0020 0.0020 0.0217
ATR 0.0061 0.0061 -0.0001 -1.1% 0.0000
Volume 101 2 -99 -98.0% 247
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.6175 1.6169 1.6133
R3 1.6155 1.6149 1.6128
R2 1.6135 1.6135 1.6126
R1 1.6129 1.6129 1.6124 1.6132
PP 1.6115 1.6115 1.6115 1.6117
S1 1.6109 1.6109 1.6120 1.6112
S2 1.6095 1.6095 1.6118
S3 1.6075 1.6089 1.6117
S4 1.6055 1.6069 1.6111
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 1.6032 0.0098 0.6% 0.0016 0.1% 92% False False 59
10 1.6130 1.5913 0.0217 1.3% 0.0039 0.2% 96% False False 51
20 1.6195 1.5913 0.0282 1.7% 0.0045 0.3% 74% False False 36
40 1.6281 1.5913 0.0368 2.3% 0.0042 0.3% 57% False False 34
60 1.6281 1.5626 0.0655 4.1% 0.0031 0.2% 76% False False 26
80 1.6281 1.5422 0.0859 5.3% 0.0023 0.1% 81% False False 25
100 1.6281 1.5422 0.0859 5.3% 0.0022 0.1% 81% False False 26
120 1.6281 1.5360 0.0921 5.7% 0.0020 0.1% 83% False False 22
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6207
2.618 1.6174
1.618 1.6154
1.000 1.6142
0.618 1.6134
HIGH 1.6122
0.618 1.6114
0.500 1.6112
0.382 1.6110
LOW 1.6102
0.618 1.6090
1.000 1.6082
1.618 1.6070
2.618 1.6050
4.250 1.6017
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 1.6119 1.6107
PP 1.6115 1.6092
S1 1.6112 1.6077

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

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