CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 04-Jan-2013
Day Change Summary
Previous Current
03-Jan-2013 04-Jan-2013 Change Change % Previous Week
Open 1.6250 1.6065 -0.0185 -1.1% 1.6162
High 1.6252 1.6103 -0.0149 -0.9% 1.6314
Low 1.6087 1.5945 -0.0142 -0.9% 1.5945
Close 1.6103 1.6059 -0.0044 -0.3% 1.6059
Range 0.0165 0.0158 -0.0007 -4.2% 0.0369
ATR 0.0088 0.0093 0.0005 5.7% 0.0000
Volume 100,945 126,759 25,814 25.6% 365,958
Daily Pivots for day following 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.6510 1.6442 1.6146
R3 1.6352 1.6284 1.6102
R2 1.6194 1.6194 1.6088
R1 1.6126 1.6126 1.6073 1.6081
PP 1.6036 1.6036 1.6036 1.6013
S1 1.5968 1.5968 1.6045 1.5923
S2 1.5878 1.5878 1.6030
S3 1.5720 1.5810 1.6016
S4 1.5562 1.5652 1.5972
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.7213 1.7005 1.6262
R3 1.6844 1.6636 1.6160
R2 1.6475 1.6475 1.6127
R1 1.6267 1.6267 1.6093 1.6187
PP 1.6106 1.6106 1.6106 1.6066
S1 1.5898 1.5898 1.6025 1.5818
S2 1.5737 1.5737 1.5991
S3 1.5368 1.5529 1.5958
S4 1.4999 1.5160 1.5856
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6314 1.5945 0.0369 2.3% 0.0130 0.8% 31% False True 84,891
10 1.6314 1.5945 0.0369 2.3% 0.0114 0.7% 31% False True 75,746
20 1.6314 1.5945 0.0369 2.3% 0.0094 0.6% 31% False True 66,771
40 1.6314 1.5828 0.0486 3.0% 0.0069 0.4% 48% False False 33,580
60 1.6314 1.5828 0.0486 3.0% 0.0059 0.4% 48% False False 22,398
80 1.6314 1.5828 0.0486 3.0% 0.0057 0.4% 48% False False 16,807
100 1.6314 1.5661 0.0653 4.1% 0.0048 0.3% 61% False False 13,448
120 1.6314 1.5500 0.0814 5.1% 0.0040 0.2% 69% False False 11,209
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 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6775
2.618 1.6517
1.618 1.6359
1.000 1.6261
0.618 1.6201
HIGH 1.6103
0.618 1.6043
0.500 1.6024
0.382 1.6005
LOW 1.5945
0.618 1.5847
1.000 1.5787
1.618 1.5689
2.618 1.5531
4.250 1.5274
Fisher Pivots for day following 04-Jan-2013
Pivot 1 day 3 day
R1 1.6047 1.6130
PP 1.6036 1.6106
S1 1.6024 1.6083

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

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