CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 07-Nov-2012
Day Change Summary
Previous Current
06-Nov-2012 07-Nov-2012 Change Change % Previous Week
Open 1.5972 1.5957 -0.0015 -0.1% 1.6032
High 1.6000 1.5981 -0.0019 -0.1% 1.6140
Low 1.5972 1.5949 -0.0023 -0.1% 1.6014
Close 1.5987 1.5981 -0.0006 0.0% 1.6014
Range 0.0028 0.0032 0.0004 14.3% 0.0126
ATR 0.0060 0.0058 -0.0002 -2.6% 0.0000
Volume 55 25 -30 -54.5% 245
Daily Pivots for day following 07-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.6066 1.6056 1.5999
R3 1.6034 1.6024 1.5990
R2 1.6002 1.6002 1.5987
R1 1.5992 1.5992 1.5984 1.5997
PP 1.5970 1.5970 1.5970 1.5973
S1 1.5960 1.5960 1.5978 1.5965
S2 1.5938 1.5938 1.5975
S3 1.5906 1.5928 1.5972
S4 1.5874 1.5896 1.5963
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.6434 1.6350 1.6083
R3 1.6308 1.6224 1.6049
R2 1.6182 1.6182 1.6037
R1 1.6098 1.6098 1.6026 1.6077
PP 1.6056 1.6056 1.6056 1.6046
S1 1.5972 1.5972 1.6002 1.5951
S2 1.5930 1.5930 1.5991
S3 1.5804 1.5846 1.5979
S4 1.5678 1.5720 1.5945
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6140 1.5949 0.0191 1.2% 0.0036 0.2% 17% False True 27
10 1.6140 1.5949 0.0191 1.2% 0.0026 0.2% 17% False True 43
20 1.6165 1.5913 0.0252 1.6% 0.0039 0.2% 27% False False 36
40 1.6281 1.5913 0.0368 2.3% 0.0045 0.3% 18% False False 34
60 1.6281 1.5661 0.0620 3.9% 0.0034 0.2% 52% False False 27
80 1.6281 1.5500 0.0781 4.9% 0.0026 0.2% 62% False False 24
100 1.6281 1.5422 0.0859 5.4% 0.0022 0.1% 65% False False 27
120 1.6281 1.5360 0.0921 5.8% 0.0022 0.1% 67% False False 23
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6117
2.618 1.6065
1.618 1.6033
1.000 1.6013
0.618 1.6001
HIGH 1.5981
0.618 1.5969
0.500 1.5965
0.382 1.5961
LOW 1.5949
0.618 1.5929
1.000 1.5917
1.618 1.5897
2.618 1.5865
4.250 1.5813
Fisher Pivots for day following 07-Nov-2012
Pivot 1 day 3 day
R1 1.5976 1.5983
PP 1.5970 1.5982
S1 1.5965 1.5982

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

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