CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 27-Dec-2012
Day Change Summary
Previous Current
26-Dec-2012 27-Dec-2012 Change Change % Previous Week
Open 1.6147 1.6135 -0.0012 -0.1% 1.6169
High 1.6169 1.6201 0.0032 0.2% 1.6304
Low 1.6105 1.6065 -0.0040 -0.2% 1.6148
Close 1.6126 1.6106 -0.0020 -0.1% 1.6157
Range 0.0064 0.0136 0.0072 112.5% 0.0156
ATR 0.0071 0.0075 0.0005 6.6% 0.0000
Volume 31,069 78,650 47,581 153.1% 439,604
Daily Pivots for day following 27-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.6532 1.6455 1.6181
R3 1.6396 1.6319 1.6143
R2 1.6260 1.6260 1.6131
R1 1.6183 1.6183 1.6118 1.6154
PP 1.6124 1.6124 1.6124 1.6109
S1 1.6047 1.6047 1.6094 1.6018
S2 1.5988 1.5988 1.6081
S3 1.5852 1.5911 1.6069
S4 1.5716 1.5775 1.6031
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.6671 1.6570 1.6243
R3 1.6515 1.6414 1.6200
R2 1.6359 1.6359 1.6186
R1 1.6258 1.6258 1.6171 1.6231
PP 1.6203 1.6203 1.6203 1.6189
S1 1.6102 1.6102 1.6143 1.6075
S2 1.6047 1.6047 1.6128
S3 1.5891 1.5946 1.6114
S4 1.5735 1.5790 1.6071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6294 1.6065 0.0229 1.4% 0.0099 0.6% 18% False True 66,600
10 1.6304 1.6065 0.0239 1.5% 0.0084 0.5% 17% False True 76,503
20 1.6304 1.5983 0.0321 2.0% 0.0075 0.5% 38% False False 45,886
40 1.6304 1.5828 0.0476 3.0% 0.0057 0.4% 58% False False 22,971
60 1.6304 1.5828 0.0476 3.0% 0.0054 0.3% 58% False False 15,327
80 1.6304 1.5828 0.0476 3.0% 0.0049 0.3% 58% False False 11,503
100 1.6304 1.5626 0.0678 4.2% 0.0041 0.3% 71% False False 9,204
120 1.6304 1.5422 0.0882 5.5% 0.0034 0.2% 78% False False 7,675
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 1.6779
2.618 1.6557
1.618 1.6421
1.000 1.6337
0.618 1.6285
HIGH 1.6201
0.618 1.6149
0.500 1.6133
0.382 1.6117
LOW 1.6065
0.618 1.5981
1.000 1.5929
1.618 1.5845
2.618 1.5709
4.250 1.5487
Fisher Pivots for day following 27-Dec-2012
Pivot 1 day 3 day
R1 1.6133 1.6135
PP 1.6124 1.6125
S1 1.6115 1.6116

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

View Archives - Comment on this page... - Back to Index of Symbols