CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 15-Jan-2013
Day Change Summary
Previous Current
14-Jan-2013 15-Jan-2013 Change Change % Previous Week
Open 1.6129 1.6070 -0.0059 -0.4% 1.6075
High 1.6151 1.6097 -0.0054 -0.3% 1.6166
Low 1.6026 1.6028 0.0002 0.0% 1.5988
Close 1.6083 1.6053 -0.0030 -0.2% 1.6118
Range 0.0125 0.0069 -0.0056 -44.8% 0.0178
ATR 0.0099 0.0097 -0.0002 -2.1% 0.0000
Volume 101,229 109,936 8,707 8.6% 520,017
Daily Pivots for day following 15-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.6266 1.6229 1.6091
R3 1.6197 1.6160 1.6072
R2 1.6128 1.6128 1.6066
R1 1.6091 1.6091 1.6059 1.6075
PP 1.6059 1.6059 1.6059 1.6052
S1 1.6022 1.6022 1.6047 1.6006
S2 1.5990 1.5990 1.6040
S3 1.5921 1.5953 1.6034
S4 1.5852 1.5884 1.6015
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.6625 1.6549 1.6216
R3 1.6447 1.6371 1.6167
R2 1.6269 1.6269 1.6151
R1 1.6193 1.6193 1.6134 1.6231
PP 1.6091 1.6091 1.6091 1.6110
S1 1.6015 1.6015 1.6102 1.6053
S2 1.5913 1.5913 1.6085
S3 1.5735 1.5837 1.6069
S4 1.5557 1.5659 1.6020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6166 1.5988 0.0178 1.1% 0.0105 0.7% 37% False False 109,810
10 1.6314 1.5945 0.0369 2.3% 0.0113 0.7% 29% False False 103,698
20 1.6314 1.5945 0.0369 2.3% 0.0103 0.6% 29% False False 87,015
40 1.6314 1.5842 0.0472 2.9% 0.0081 0.5% 45% False False 51,850
60 1.6314 1.5828 0.0486 3.0% 0.0066 0.4% 46% False False 34,583
80 1.6314 1.5828 0.0486 3.0% 0.0063 0.4% 46% False False 25,945
100 1.6314 1.5781 0.0533 3.3% 0.0053 0.3% 51% False False 20,759
120 1.6314 1.5500 0.0814 5.1% 0.0046 0.3% 68% False False 17,301
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.6390
2.618 1.6278
1.618 1.6209
1.000 1.6166
0.618 1.6140
HIGH 1.6097
0.618 1.6071
0.500 1.6063
0.382 1.6054
LOW 1.6028
0.618 1.5985
1.000 1.5959
1.618 1.5916
2.618 1.5847
4.250 1.5735
Fisher Pivots for day following 15-Jan-2013
Pivot 1 day 3 day
R1 1.6063 1.6096
PP 1.6059 1.6082
S1 1.6056 1.6067

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

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