CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 28-Dec-2012
Day Change Summary
Previous Current
27-Dec-2012 28-Dec-2012 Change Change % Previous Week
Open 1.6135 1.6106 -0.0029 -0.2% 1.6161
High 1.6201 1.6168 -0.0033 -0.2% 1.6205
Low 1.6065 1.6075 0.0010 0.1% 1.6065
Close 1.6106 1.6148 0.0042 0.3% 1.6148
Range 0.0136 0.0093 -0.0043 -31.6% 0.0140
ATR 0.0075 0.0076 0.0001 1.7% 0.0000
Volume 78,650 58,501 -20,149 -25.6% 203,558
Daily Pivots for day following 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.6409 1.6372 1.6199
R3 1.6316 1.6279 1.6174
R2 1.6223 1.6223 1.6165
R1 1.6186 1.6186 1.6157 1.6205
PP 1.6130 1.6130 1.6130 1.6140
S1 1.6093 1.6093 1.6139 1.6112
S2 1.6037 1.6037 1.6131
S3 1.5944 1.6000 1.6122
S4 1.5851 1.5907 1.6097
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.6559 1.6494 1.6225
R3 1.6419 1.6354 1.6187
R2 1.6279 1.6279 1.6174
R1 1.6214 1.6214 1.6161 1.6177
PP 1.6139 1.6139 1.6139 1.6121
S1 1.6074 1.6074 1.6135 1.6037
S2 1.5999 1.5999 1.6122
S3 1.5859 1.5934 1.6110
S4 1.5719 1.5794 1.6071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6279 1.6065 0.0214 1.3% 0.0106 0.7% 39% False False 59,009
10 1.6304 1.6065 0.0239 1.5% 0.0086 0.5% 35% False False 74,405
20 1.6304 1.5983 0.0321 2.0% 0.0078 0.5% 51% False False 48,802
40 1.6304 1.5828 0.0476 2.9% 0.0059 0.4% 67% False False 24,434
60 1.6304 1.5828 0.0476 2.9% 0.0054 0.3% 67% False False 16,301
80 1.6304 1.5828 0.0476 2.9% 0.0050 0.3% 67% False False 12,234
100 1.6304 1.5626 0.0678 4.2% 0.0042 0.3% 77% False False 9,789
120 1.6304 1.5422 0.0882 5.5% 0.0035 0.2% 82% False False 8,161
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6563
2.618 1.6411
1.618 1.6318
1.000 1.6261
0.618 1.6225
HIGH 1.6168
0.618 1.6132
0.500 1.6122
0.382 1.6111
LOW 1.6075
0.618 1.6018
1.000 1.5982
1.618 1.5925
2.618 1.5832
4.250 1.5680
Fisher Pivots for day following 28-Dec-2012
Pivot 1 day 3 day
R1 1.6139 1.6143
PP 1.6130 1.6138
S1 1.6122 1.6133

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

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