CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 21-Sep-2012
Day Change Summary
Previous Current
20-Sep-2012 21-Sep-2012 Change Change % Previous Week
Open 1.6201 1.6205 0.0004 0.0% 1.6215
High 1.6201 1.6230 0.0029 0.2% 1.6230
Low 1.6201 1.6205 0.0004 0.0% 1.6201
Close 1.6201 1.6230 0.0029 0.2% 1.6230
Range 0.0000 0.0025 0.0025 0.0029
ATR 0.0034 0.0033 0.0000 -1.0% 0.0000
Volume 46 46 0 0.0% 230
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6297 1.6288 1.6244
R3 1.6272 1.6263 1.6237
R2 1.6247 1.6247 1.6235
R1 1.6238 1.6238 1.6232 1.6243
PP 1.6222 1.6222 1.6222 1.6224
S1 1.6213 1.6213 1.6228 1.6218
S2 1.6197 1.6197 1.6225
S3 1.6172 1.6188 1.6223
S4 1.6147 1.6163 1.6216
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6307 1.6298 1.6246
R3 1.6278 1.6269 1.6238
R2 1.6249 1.6249 1.6235
R1 1.6240 1.6240 1.6233 1.6245
PP 1.6220 1.6220 1.6220 1.6223
S1 1.6211 1.6211 1.6227 1.6216
S2 1.6191 1.6191 1.6225
S3 1.6162 1.6182 1.6222
S4 1.6133 1.6153 1.6214
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6230 1.6201 0.0029 0.2% 0.0005 0.0% 100% True False 46
10 1.6230 1.5985 0.0245 1.5% 0.0003 0.0% 100% True False 46
20 1.6230 1.5779 0.0451 2.8% 0.0001 0.0% 100% True False 46
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 0.0000
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 1.6336
2.618 1.6295
1.618 1.6270
1.000 1.6255
0.618 1.6245
HIGH 1.6230
0.618 1.6220
0.500 1.6218
0.382 1.6215
LOW 1.6205
0.618 1.6190
1.000 1.6180
1.618 1.6165
2.618 1.6140
4.250 1.6099
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 1.6226 1.6225
PP 1.6222 1.6220
S1 1.6218 1.6216

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

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