CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 28-Sep-2012
Day Change Summary
Previous Current
27-Sep-2012 28-Sep-2012 Change Change % Previous Week
Open 1.6222 1.6126 -0.0096 -0.6% 1.6213
High 1.6222 1.6126 -0.0096 -0.6% 1.6222
Low 1.6222 1.6126 -0.0096 -0.6% 1.6126
Close 1.6222 1.6126 -0.0096 -0.6% 1.6126
Range
ATR 0.0036 0.0040 0.0004 11.8% 0.0000
Volume 4 4 0 0.0% 20
Daily Pivots for day following 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6126 1.6126 1.6126
R3 1.6126 1.6126 1.6126
R2 1.6126 1.6126 1.6126
R1 1.6126 1.6126 1.6126 1.6126
PP 1.6126 1.6126 1.6126 1.6126
S1 1.6126 1.6126 1.6126 1.6126
S2 1.6126 1.6126 1.6126
S3 1.6126 1.6126 1.6126
S4 1.6126 1.6126 1.6126
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.6446 1.6382 1.6179
R3 1.6350 1.6286 1.6152
R2 1.6254 1.6254 1.6144
R1 1.6190 1.6190 1.6135 1.6174
PP 1.6158 1.6158 1.6158 1.6150
S1 1.6094 1.6094 1.6117 1.6078
S2 1.6062 1.6062 1.6108
S3 1.5966 1.5998 1.6100
S4 1.5870 1.5902 1.6073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6222 1.6126 0.0096 0.6% 0.0000 0.0% 0% False True 4
10 1.6230 1.6126 0.0104 0.6% 0.0003 0.0% 0% False True 25
20 1.6230 1.5870 0.0360 2.2% 0.0001 0.0% 71% False False 35
40 1.6230 1.5608 0.0622 3.9% 0.0001 0.0% 83% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.6126
2.618 1.6126
1.618 1.6126
1.000 1.6126
0.618 1.6126
HIGH 1.6126
0.618 1.6126
0.500 1.6126
0.382 1.6126
LOW 1.6126
0.618 1.6126
1.000 1.6126
1.618 1.6126
2.618 1.6126
4.250 1.6126
Fisher Pivots for day following 28-Sep-2012
Pivot 1 day 3 day
R1 1.6126 1.6174
PP 1.6126 1.6158
S1 1.6126 1.6142

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

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