CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 28-Nov-2012
Day Change Summary
Previous Current
27-Nov-2012 28-Nov-2012 Change Change % Previous Week
Open 1.6032 1.6018 -0.0014 -0.1% 1.5900
High 1.6053 1.6018 -0.0035 -0.2% 1.6048
Low 1.6012 1.5960 -0.0052 -0.3% 1.5890
Close 1.6015 1.6013 -0.0002 0.0% 1.6041
Range 0.0041 0.0058 0.0017 41.5% 0.0158
ATR 0.0053 0.0053 0.0000 0.7% 0.0000
Volume 55 99 44 80.0% 180
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.6171 1.6150 1.6045
R3 1.6113 1.6092 1.6029
R2 1.6055 1.6055 1.6024
R1 1.6034 1.6034 1.6018 1.6016
PP 1.5997 1.5997 1.5997 1.5988
S1 1.5976 1.5976 1.6008 1.5958
S2 1.5939 1.5939 1.6002
S3 1.5881 1.5918 1.5997
S4 1.5823 1.5860 1.5981
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 1.6053 1.5903 0.0150 0.9% 0.0058 0.4% 73% False False 115
10 1.6053 1.5828 0.0225 1.4% 0.0045 0.3% 82% False False 76
20 1.6140 1.5828 0.0312 1.9% 0.0039 0.2% 59% False False 57
40 1.6195 1.5828 0.0367 2.3% 0.0043 0.3% 50% False False 47
60 1.6281 1.5828 0.0453 2.8% 0.0041 0.3% 41% False False 42
80 1.6281 1.5626 0.0655 4.1% 0.0033 0.2% 59% False False 33
100 1.6281 1.5422 0.0859 5.4% 0.0026 0.2% 69% False False 32
120 1.6281 1.5422 0.0859 5.4% 0.0025 0.2% 69% False False 31
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6265
2.618 1.6170
1.618 1.6112
1.000 1.6076
0.618 1.6054
HIGH 1.6018
0.618 1.5996
0.500 1.5989
0.382 1.5982
LOW 1.5960
0.618 1.5924
1.000 1.5902
1.618 1.5866
2.618 1.5808
4.250 1.5714
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 1.6005 1.6011
PP 1.5997 1.6009
S1 1.5989 1.6007

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.