CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 09-Jan-2013
Day Change Summary
Previous Current
08-Jan-2013 09-Jan-2013 Change Change % Previous Week
Open 1.6120 1.6052 -0.0068 -0.4% 1.6162
High 1.6123 1.6071 -0.0052 -0.3% 1.6314
Low 1.6025 1.5988 -0.0037 -0.2% 1.5945
Close 1.6054 1.6012 -0.0042 -0.3% 1.6059
Range 0.0098 0.0083 -0.0015 -15.3% 0.0369
ATR 0.0093 0.0093 -0.0001 -0.8% 0.0000
Volume 85,885 106,874 20,989 24.4% 365,958
Daily Pivots for day following 09-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.6273 1.6225 1.6058
R3 1.6190 1.6142 1.6035
R2 1.6107 1.6107 1.6027
R1 1.6059 1.6059 1.6020 1.6042
PP 1.6024 1.6024 1.6024 1.6015
S1 1.5976 1.5976 1.6004 1.5959
S2 1.5941 1.5941 1.5997
S3 1.5858 1.5893 1.5989
S4 1.5775 1.5810 1.5966
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 1.6252 1.5945 0.0307 1.9% 0.0120 0.7% 22% False False 103,341
10 1.6314 1.5945 0.0369 2.3% 0.0113 0.7% 18% False False 82,318
20 1.6314 1.5945 0.0369 2.3% 0.0096 0.6% 18% False False 79,658
40 1.6314 1.5828 0.0486 3.0% 0.0073 0.5% 38% False False 40,801
60 1.6314 1.5828 0.0486 3.0% 0.0062 0.4% 38% False False 27,214
80 1.6314 1.5828 0.0486 3.0% 0.0059 0.4% 38% False False 20,419
100 1.6314 1.5684 0.0630 3.9% 0.0049 0.3% 52% False False 16,338
120 1.6314 1.5500 0.0814 5.1% 0.0042 0.3% 63% False False 13,617
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 1.6424
2.618 1.6288
1.618 1.6205
1.000 1.6154
0.618 1.6122
HIGH 1.6071
0.618 1.6039
0.500 1.6030
0.382 1.6020
LOW 1.5988
0.618 1.5937
1.000 1.5905
1.618 1.5854
2.618 1.5771
4.250 1.5635
Fisher Pivots for day following 09-Jan-2013
Pivot 1 day 3 day
R1 1.6030 1.6056
PP 1.6024 1.6041
S1 1.6018 1.6027

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

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