CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 30-Nov-2012
Day Change Summary
Previous Current
29-Nov-2012 30-Nov-2012 Change Change % Previous Week
Open 1.6011 1.6041 0.0030 0.2% 1.6003
High 1.6044 1.6056 0.0012 0.1% 1.6056
Low 1.6010 1.5983 -0.0027 -0.2% 1.5960
Close 1.6034 1.6019 -0.0015 -0.1% 1.6019
Range 0.0034 0.0073 0.0039 114.7% 0.0096
ATR 0.0052 0.0054 0.0001 2.9% 0.0000
Volume 180 1,408 1,228 682.2% 2,015
Daily Pivots for day following 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.6238 1.6202 1.6059
R3 1.6165 1.6129 1.6039
R2 1.6092 1.6092 1.6032
R1 1.6056 1.6056 1.6026 1.6038
PP 1.6019 1.6019 1.6019 1.6010
S1 1.5983 1.5983 1.6012 1.5965
S2 1.5946 1.5946 1.6006
S3 1.5873 1.5910 1.5999
S4 1.5800 1.5837 1.5979
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.6300 1.6255 1.6072
R3 1.6204 1.6159 1.6045
R2 1.6108 1.6108 1.6037
R1 1.6063 1.6063 1.6028 1.6086
PP 1.6012 1.6012 1.6012 1.6023
S1 1.5967 1.5967 1.6010 1.5990
S2 1.5916 1.5916 1.6001
S3 1.5820 1.5871 1.5993
S4 1.5724 1.5775 1.5966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6056 1.5960 0.0096 0.6% 0.0045 0.3% 61% True False 403
10 1.6056 1.5842 0.0214 1.3% 0.0049 0.3% 83% True False 224
20 1.6056 1.5828 0.0228 1.4% 0.0042 0.3% 84% True False 136
40 1.6195 1.5828 0.0367 2.3% 0.0042 0.3% 52% False False 86
60 1.6281 1.5828 0.0453 2.8% 0.0042 0.3% 42% False False 67
80 1.6281 1.5626 0.0655 4.1% 0.0034 0.2% 60% False False 53
100 1.6281 1.5422 0.0859 5.4% 0.0027 0.2% 69% False False 46
120 1.6281 1.5422 0.0859 5.4% 0.0026 0.2% 69% False False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6366
2.618 1.6247
1.618 1.6174
1.000 1.6129
0.618 1.6101
HIGH 1.6056
0.618 1.6028
0.500 1.6020
0.382 1.6011
LOW 1.5983
0.618 1.5938
1.000 1.5910
1.618 1.5865
2.618 1.5792
4.250 1.5673
Fisher Pivots for day following 30-Nov-2012
Pivot 1 day 3 day
R1 1.6020 1.6015
PP 1.6019 1.6012
S1 1.6019 1.6008

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

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