CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 1.5923 1.5951 0.0028 0.2% 1.5900
High 1.5950 1.6048 0.0098 0.6% 1.6048
Low 1.5903 1.5924 0.0021 0.1% 1.5890
Close 1.5944 1.6041 0.0097 0.6% 1.6041
Range 0.0047 0.0124 0.0077 163.8% 0.0158
ATR 0.0050 0.0055 0.0005 10.6% 0.0000
Volume 97 53 -44 -45.4% 180
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.6376 1.6333 1.6109
R3 1.6252 1.6209 1.6075
R2 1.6128 1.6128 1.6064
R1 1.6085 1.6085 1.6052 1.6107
PP 1.6004 1.6004 1.6004 1.6015
S1 1.5961 1.5961 1.6030 1.5983
S2 1.5880 1.5880 1.6018
S3 1.5756 1.5837 1.6007
S4 1.5632 1.5713 1.5973
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.6467 1.6412 1.6128
R3 1.6309 1.6254 1.6084
R2 1.6151 1.6151 1.6070
R1 1.6096 1.6096 1.6055 1.6124
PP 1.5993 1.5993 1.5993 1.6007
S1 1.5938 1.5938 1.6027 1.5966
S2 1.5835 1.5835 1.6012
S3 1.5677 1.5780 1.5998
S4 1.5519 1.5622 1.5954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6048 1.5842 0.0206 1.3% 0.0053 0.3% 97% True False 46
10 1.6048 1.5828 0.0220 1.4% 0.0041 0.3% 97% True False 48
20 1.6140 1.5828 0.0312 1.9% 0.0035 0.2% 68% False False 48
40 1.6255 1.5828 0.0427 2.7% 0.0045 0.3% 50% False False 40
60 1.6281 1.5781 0.0500 3.1% 0.0039 0.2% 52% False False 36
80 1.6281 1.5500 0.0781 4.9% 0.0031 0.2% 69% False False 28
100 1.6281 1.5422 0.0859 5.4% 0.0025 0.2% 72% False False 32
120 1.6281 1.5422 0.0859 5.4% 0.0025 0.2% 72% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 1.6575
2.618 1.6373
1.618 1.6249
1.000 1.6172
0.618 1.6125
HIGH 1.6048
0.618 1.6001
0.500 1.5986
0.382 1.5971
LOW 1.5924
0.618 1.5847
1.000 1.5800
1.618 1.5723
2.618 1.5599
4.250 1.5397
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 1.6023 1.6019
PP 1.6004 1.5997
S1 1.5986 1.5976

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

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