CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 28-Feb-2013
Day Change Summary
Previous Current
27-Feb-2013 28-Feb-2013 Change Change % Previous Week
Open 1.5126 1.5157 0.0031 0.2% 1.5487
High 1.5187 1.5221 0.0034 0.2% 1.5512
Low 1.5079 1.5146 0.0067 0.4% 1.5124
Close 1.5146 1.5172 0.0026 0.2% 1.5239
Range 0.0108 0.0075 -0.0033 -30.6% 0.0388
ATR 0.0124 0.0121 -0.0004 -2.8% 0.0000
Volume 134,279 120,311 -13,968 -10.4% 642,830
Daily Pivots for day following 28-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.5405 1.5363 1.5213
R3 1.5330 1.5288 1.5193
R2 1.5255 1.5255 1.5186
R1 1.5213 1.5213 1.5179 1.5234
PP 1.5180 1.5180 1.5180 1.5190
S1 1.5138 1.5138 1.5165 1.5159
S2 1.5105 1.5105 1.5158
S3 1.5030 1.5063 1.5151
S4 1.4955 1.4988 1.5131
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.6456 1.6235 1.5452
R3 1.6068 1.5847 1.5346
R2 1.5680 1.5680 1.5310
R1 1.5459 1.5459 1.5275 1.5376
PP 1.5292 1.5292 1.5292 1.5250
S1 1.5071 1.5071 1.5203 1.4988
S2 1.4904 1.4904 1.5168
S3 1.4516 1.4683 1.5132
S4 1.4128 1.4295 1.5026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5320 1.5079 0.0241 1.6% 0.0114 0.8% 39% False False 143,918
10 1.5548 1.5079 0.0469 3.1% 0.0124 0.8% 20% False False 144,433
20 1.5874 1.5079 0.0795 5.2% 0.0126 0.8% 12% False False 137,695
40 1.6314 1.5079 0.1235 8.1% 0.0116 0.8% 8% False False 127,331
60 1.6314 1.5079 0.1235 8.1% 0.0105 0.7% 8% False False 102,134
80 1.6314 1.5079 0.1235 8.1% 0.0089 0.6% 8% False False 76,634
100 1.6314 1.5079 0.1235 8.1% 0.0080 0.5% 8% False False 61,315
120 1.6314 1.5079 0.1235 8.1% 0.0074 0.5% 8% False False 51,101
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.5540
2.618 1.5417
1.618 1.5342
1.000 1.5296
0.618 1.5267
HIGH 1.5221
0.618 1.5192
0.500 1.5184
0.382 1.5175
LOW 1.5146
0.618 1.5100
1.000 1.5071
1.618 1.5025
2.618 1.4950
4.250 1.4827
Fisher Pivots for day following 28-Feb-2013
Pivot 1 day 3 day
R1 1.5184 1.5165
PP 1.5180 1.5157
S1 1.5176 1.5150

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

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