CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 1.5900 1.5869 -0.0031 -0.2% 1.6017
High 1.5902 1.5869 -0.0033 -0.2% 1.6017
Low 1.5870 1.5849 -0.0021 -0.1% 1.5890
Close 1.5870 1.5849 -0.0021 -0.1% 1.5897
Range 0.0032 0.0020 -0.0012 -37.5% 0.0127
ATR 0.0056 0.0054 -0.0003 -4.5% 0.0000
Volume 57 90 33 57.9% 222
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.5916 1.5902 1.5860
R3 1.5896 1.5882 1.5855
R2 1.5876 1.5876 1.5853
R1 1.5862 1.5862 1.5851 1.5859
PP 1.5856 1.5856 1.5856 1.5854
S1 1.5842 1.5842 1.5847 1.5839
S2 1.5836 1.5836 1.5845
S3 1.5816 1.5822 1.5844
S4 1.5796 1.5802 1.5838
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.6316 1.6233 1.5967
R3 1.6189 1.6106 1.5932
R2 1.6062 1.6062 1.5920
R1 1.5979 1.5979 1.5909 1.5957
PP 1.5935 1.5935 1.5935 1.5924
S1 1.5852 1.5852 1.5885 1.5830
S2 1.5808 1.5808 1.5874
S3 1.5681 1.5725 1.5862
S4 1.5554 1.5598 1.5827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5983 1.5849 0.0134 0.8% 0.0031 0.2% 0% False True 67
10 1.6140 1.5849 0.0291 1.8% 0.0033 0.2% 0% False True 47
20 1.6140 1.5849 0.0291 1.8% 0.0036 0.2% 0% False True 49
40 1.6281 1.5849 0.0432 2.7% 0.0045 0.3% 0% False True 40
60 1.6281 1.5781 0.0500 3.2% 0.0035 0.2% 14% False False 32
80 1.6281 1.5500 0.0781 4.9% 0.0027 0.2% 45% False False 27
100 1.6281 1.5422 0.0859 5.4% 0.0024 0.1% 50% False False 30
120 1.6281 1.5360 0.0921 5.8% 0.0022 0.1% 53% False False 26
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5954
2.618 1.5921
1.618 1.5901
1.000 1.5889
0.618 1.5881
HIGH 1.5869
0.618 1.5861
0.500 1.5859
0.382 1.5857
LOW 1.5849
0.618 1.5837
1.000 1.5829
1.618 1.5817
2.618 1.5797
4.250 1.5764
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 1.5859 1.5876
PP 1.5856 1.5867
S1 1.5852 1.5858

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

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