CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 06-Feb-2013
Day Change Summary
Previous Current
05-Feb-2013 06-Feb-2013 Change Change % Previous Week
Open 1.5749 1.5657 -0.0092 -0.6% 1.5766
High 1.5802 1.5675 -0.0127 -0.8% 1.5874
Low 1.5627 1.5628 0.0001 0.0% 1.5670
Close 1.5658 1.5663 0.0005 0.0% 1.5713
Range 0.0175 0.0047 -0.0128 -73.1% 0.0204
ATR 0.0108 0.0104 -0.0004 -4.0% 0.0000
Volume 143,369 95,529 -47,840 -33.4% 586,067
Daily Pivots for day following 06-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.5796 1.5777 1.5689
R3 1.5749 1.5730 1.5676
R2 1.5702 1.5702 1.5672
R1 1.5683 1.5683 1.5667 1.5693
PP 1.5655 1.5655 1.5655 1.5660
S1 1.5636 1.5636 1.5659 1.5646
S2 1.5608 1.5608 1.5654
S3 1.5561 1.5589 1.5650
S4 1.5514 1.5542 1.5637
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.6364 1.6243 1.5825
R3 1.6160 1.6039 1.5769
R2 1.5956 1.5956 1.5750
R1 1.5835 1.5835 1.5732 1.5794
PP 1.5752 1.5752 1.5752 1.5732
S1 1.5631 1.5631 1.5694 1.5590
S2 1.5548 1.5548 1.5676
S3 1.5344 1.5427 1.5657
S4 1.5140 1.5223 1.5601
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5874 1.5627 0.0247 1.6% 0.0118 0.8% 15% False False 120,197
10 1.5874 1.5627 0.0247 1.6% 0.0107 0.7% 15% False False 119,242
20 1.6166 1.5627 0.0539 3.4% 0.0106 0.7% 7% False False 122,620
40 1.6314 1.5627 0.0687 4.4% 0.0101 0.6% 5% False False 98,856
60 1.6314 1.5627 0.0687 4.4% 0.0083 0.5% 5% False False 66,293
80 1.6314 1.5627 0.0687 4.4% 0.0072 0.5% 5% False False 49,730
100 1.6314 1.5627 0.0687 4.4% 0.0068 0.4% 5% False False 39,790
120 1.6314 1.5627 0.0687 4.4% 0.0059 0.4% 5% False False 33,161
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 0.0024
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 1.5875
2.618 1.5798
1.618 1.5751
1.000 1.5722
0.618 1.5704
HIGH 1.5675
0.618 1.5657
0.500 1.5652
0.382 1.5646
LOW 1.5628
0.618 1.5599
1.000 1.5581
1.618 1.5552
2.618 1.5505
4.250 1.5428
Fisher Pivots for day following 06-Feb-2013
Pivot 1 day 3 day
R1 1.5659 1.5715
PP 1.5655 1.5697
S1 1.5652 1.5680

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

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