CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 19-Dec-2012
Day Change Summary
Previous Current
18-Dec-2012 19-Dec-2012 Change Change % Previous Week
Open 1.6195 1.6245 0.0050 0.3% 1.6026
High 1.6267 1.6304 0.0037 0.2% 1.6202
Low 1.6191 1.6240 0.0049 0.3% 1.6010
Close 1.6244 1.6255 0.0011 0.1% 1.6164
Range 0.0076 0.0064 -0.0012 -15.8% 0.0192
ATR 0.0064 0.0064 0.0000 0.0% 0.0000
Volume 83,645 93,483 9,838 11.8% 310,619
Daily Pivots for day following 19-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.6458 1.6421 1.6290
R3 1.6394 1.6357 1.6273
R2 1.6330 1.6330 1.6267
R1 1.6293 1.6293 1.6261 1.6312
PP 1.6266 1.6266 1.6266 1.6276
S1 1.6229 1.6229 1.6249 1.6248
S2 1.6202 1.6202 1.6243
S3 1.6138 1.6165 1.6237
S4 1.6074 1.6101 1.6220
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.6701 1.6625 1.6270
R3 1.6509 1.6433 1.6217
R2 1.6317 1.6317 1.6199
R1 1.6241 1.6241 1.6182 1.6279
PP 1.6125 1.6125 1.6125 1.6145
S1 1.6049 1.6049 1.6146 1.6087
S2 1.5933 1.5933 1.6129
S3 1.5741 1.5857 1.6111
S4 1.5549 1.5665 1.6058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6304 1.6081 0.0223 1.4% 0.0069 0.4% 78% True False 86,407
10 1.6304 1.6000 0.0304 1.9% 0.0074 0.5% 84% True False 57,797
20 1.6304 1.5903 0.0401 2.5% 0.0065 0.4% 88% True False 29,265
40 1.6304 1.5828 0.0476 2.9% 0.0048 0.3% 90% True False 14,656
60 1.6304 1.5828 0.0476 2.9% 0.0050 0.3% 90% True False 9,780
80 1.6304 1.5781 0.0523 3.2% 0.0043 0.3% 91% True False 7,341
100 1.6304 1.5500 0.0804 4.9% 0.0036 0.2% 94% True False 5,874
120 1.6304 1.5422 0.0882 5.4% 0.0031 0.2% 94% True False 4,903
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6576
2.618 1.6472
1.618 1.6408
1.000 1.6368
0.618 1.6344
HIGH 1.6304
0.618 1.6280
0.500 1.6272
0.382 1.6264
LOW 1.6240
0.618 1.6200
1.000 1.6176
1.618 1.6136
2.618 1.6072
4.250 1.5968
Fisher Pivots for day following 19-Dec-2012
Pivot 1 day 3 day
R1 1.6272 1.6246
PP 1.6266 1.6237
S1 1.6261 1.6229

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

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