CME British Pound Future March 2013


Trading Metrics calculated at close of trading on 14-Mar-2013
Day Change Summary
Previous Current
13-Mar-2013 14-Mar-2013 Change Change % Previous Week
Open 1.4898 1.4920 0.0022 0.1% 1.5028
High 1.4983 1.5121 0.0138 0.9% 1.5199
Low 1.4892 1.4915 0.0023 0.2% 1.4884
Close 1.4923 1.5080 0.0157 1.1% 1.4933
Range 0.0091 0.0206 0.0115 126.4% 0.0315
ATR 0.0120 0.0126 0.0006 5.1% 0.0000
Volume 163,182 153,893 -9,289 -5.7% 645,744
Daily Pivots for day following 14-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.5657 1.5574 1.5193
R3 1.5451 1.5368 1.5137
R2 1.5245 1.5245 1.5118
R1 1.5162 1.5162 1.5099 1.5204
PP 1.5039 1.5039 1.5039 1.5059
S1 1.4956 1.4956 1.5061 1.4998
S2 1.4833 1.4833 1.5042
S3 1.4627 1.4750 1.5023
S4 1.4421 1.4544 1.4967
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.5950 1.5757 1.5106
R3 1.5635 1.5442 1.5020
R2 1.5320 1.5320 1.4991
R1 1.5127 1.5127 1.4962 1.5066
PP 1.5005 1.5005 1.5005 1.4975
S1 1.4812 1.4812 1.4904 1.4751
S2 1.4690 1.4690 1.4875
S3 1.4375 1.4497 1.4846
S4 1.4060 1.4182 1.4760
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5121 1.4831 0.0290 1.9% 0.0127 0.8% 86% True False 145,607
10 1.5199 1.4831 0.0368 2.4% 0.0132 0.9% 68% False False 137,783
20 1.5548 1.4831 0.0717 4.8% 0.0128 0.8% 35% False False 141,108
40 1.6076 1.4831 0.1245 8.3% 0.0121 0.8% 20% False False 135,853
60 1.6314 1.4831 0.1483 9.8% 0.0115 0.8% 17% False False 119,573
80 1.6314 1.4831 0.1483 9.8% 0.0101 0.7% 17% False False 93,851
100 1.6314 1.4831 0.1483 9.8% 0.0088 0.6% 17% False False 75,091
120 1.6314 1.4831 0.1483 9.8% 0.0082 0.5% 17% False False 62,581
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.5997
2.618 1.5660
1.618 1.5454
1.000 1.5327
0.618 1.5248
HIGH 1.5121
0.618 1.5042
0.500 1.5018
0.382 1.4994
LOW 1.4915
0.618 1.4788
1.000 1.4709
1.618 1.4582
2.618 1.4376
4.250 1.4040
Fisher Pivots for day following 14-Mar-2013
Pivot 1 day 3 day
R1 1.5059 1.5045
PP 1.5039 1.5011
S1 1.5018 1.4976

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

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