CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 13-Feb-2013
Day Change Summary
Previous Current
12-Feb-2013 13-Feb-2013 Change Change % Previous Week
Open 1.5649 1.5679 0.0030 0.2% 1.5695
High 1.5669 1.5686 0.0017 0.1% 1.5842
Low 1.5568 1.5520 -0.0048 -0.3% 1.5627
Close 1.5651 1.5539 -0.0112 -0.7% 1.5794
Range 0.0101 0.0166 0.0065 64.4% 0.0215
ATR 0.0111 0.0114 0.0004 3.6% 0.0000
Volume 131,541 147,927 16,386 12.5% 666,135
Daily Pivots for day following 13-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.6080 1.5975 1.5630
R3 1.5914 1.5809 1.5585
R2 1.5748 1.5748 1.5569
R1 1.5643 1.5643 1.5554 1.5613
PP 1.5582 1.5582 1.5582 1.5566
S1 1.5477 1.5477 1.5524 1.5447
S2 1.5416 1.5416 1.5509
S3 1.5250 1.5311 1.5493
S4 1.5084 1.5145 1.5448
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.6399 1.6312 1.5912
R3 1.6184 1.6097 1.5853
R2 1.5969 1.5969 1.5833
R1 1.5882 1.5882 1.5814 1.5926
PP 1.5754 1.5754 1.5754 1.5776
S1 1.5667 1.5667 1.5774 1.5711
S2 1.5539 1.5539 1.5755
S3 1.5324 1.5452 1.5735
S4 1.5109 1.5237 1.5676
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5842 1.5520 0.0322 2.1% 0.0138 0.9% 6% False True 141,718
10 1.5874 1.5520 0.0354 2.3% 0.0128 0.8% 5% False True 130,958
20 1.6076 1.5520 0.0556 3.6% 0.0114 0.7% 3% False True 130,597
40 1.6314 1.5520 0.0794 5.1% 0.0109 0.7% 2% False True 108,806
60 1.6314 1.5520 0.0794 5.1% 0.0092 0.6% 2% False True 78,099
80 1.6314 1.5520 0.0794 5.1% 0.0078 0.5% 2% False True 58,586
100 1.6314 1.5520 0.0794 5.1% 0.0073 0.5% 2% False True 46,875
120 1.6314 1.5520 0.0794 5.1% 0.0063 0.4% 2% False True 39,066
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6392
2.618 1.6121
1.618 1.5955
1.000 1.5852
0.618 1.5789
HIGH 1.5686
0.618 1.5623
0.500 1.5603
0.382 1.5583
LOW 1.5520
0.618 1.5417
1.000 1.5354
1.618 1.5251
2.618 1.5085
4.250 1.4815
Fisher Pivots for day following 13-Feb-2013
Pivot 1 day 3 day
R1 1.5603 1.5664
PP 1.5582 1.5622
S1 1.5560 1.5581

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

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