CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 1.5906 1.5923 0.0017 0.1% 1.5870
High 1.5930 1.5950 0.0020 0.1% 1.5902
Low 1.5906 1.5903 -0.0003 0.0% 1.5828
Close 1.5911 1.5944 0.0033 0.2% 1.5877
Range 0.0024 0.0047 0.0023 95.8% 0.0074
ATR 0.0050 0.0050 0.0000 -0.4% 0.0000
Volume 17 97 80 470.6% 276
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.6073 1.6056 1.5970
R3 1.6026 1.6009 1.5957
R2 1.5979 1.5979 1.5953
R1 1.5962 1.5962 1.5948 1.5971
PP 1.5932 1.5932 1.5932 1.5937
S1 1.5915 1.5915 1.5940 1.5924
S2 1.5885 1.5885 1.5935
S3 1.5838 1.5868 1.5931
S4 1.5791 1.5821 1.5918
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.6091 1.6058 1.5918
R3 1.6017 1.5984 1.5897
R2 1.5943 1.5943 1.5891
R1 1.5910 1.5910 1.5884 1.5927
PP 1.5869 1.5869 1.5869 1.5877
S1 1.5836 1.5836 1.5870 1.5853
S2 1.5795 1.5795 1.5863
S3 1.5721 1.5762 1.5857
S4 1.5647 1.5688 1.5836
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5950 1.5828 0.0122 0.8% 0.0037 0.2% 95% True False 38
10 1.5983 1.5828 0.0155 1.0% 0.0034 0.2% 75% False False 53
20 1.6140 1.5828 0.0312 2.0% 0.0030 0.2% 37% False False 48
40 1.6255 1.5828 0.0427 2.7% 0.0043 0.3% 27% False False 39
60 1.6281 1.5781 0.0500 3.1% 0.0037 0.2% 33% False False 35
80 1.6281 1.5500 0.0781 4.9% 0.0030 0.2% 57% False False 28
100 1.6281 1.5422 0.0859 5.4% 0.0024 0.1% 61% False False 32
120 1.6281 1.5361 0.0920 5.8% 0.0024 0.1% 63% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6150
2.618 1.6073
1.618 1.6026
1.000 1.5997
0.618 1.5979
HIGH 1.5950
0.618 1.5932
0.500 1.5927
0.382 1.5921
LOW 1.5903
0.618 1.5874
1.000 1.5856
1.618 1.5827
2.618 1.5780
4.250 1.5703
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 1.5938 1.5936
PP 1.5932 1.5928
S1 1.5927 1.5920

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

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