CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 10-Oct-2012
Day Change Summary
Previous Current
09-Oct-2012 10-Oct-2012 Change Change % Previous Week
Open 1.6000 1.5990 -0.0010 -0.1% 1.6117
High 1.6000 1.5990 -0.0010 -0.1% 1.6172
Low 1.5995 1.5990 -0.0005 0.0% 1.6060
Close 1.5995 1.5990 -0.0005 0.0% 1.6129
Range 0.0005 0.0000 -0.0005 -100.0% 0.0112
ATR 0.0047 0.0044 -0.0003 -6.4% 0.0000
Volume 4 1 -3 -75.0% 20
Daily Pivots for day following 10-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.5990 1.5990 1.5990
R3 1.5990 1.5990 1.5990
R2 1.5990 1.5990 1.5990
R1 1.5990 1.5990 1.5990 1.5990
PP 1.5990 1.5990 1.5990 1.5990
S1 1.5990 1.5990 1.5990 1.5990
S2 1.5990 1.5990 1.5990
S3 1.5990 1.5990 1.5990
S4 1.5990 1.5990 1.5990
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.6456 1.6405 1.6191
R3 1.6344 1.6293 1.6160
R2 1.6232 1.6232 1.6150
R1 1.6181 1.6181 1.6139 1.6207
PP 1.6120 1.6120 1.6120 1.6133
S1 1.6069 1.6069 1.6119 1.6095
S2 1.6008 1.6008 1.6108
S3 1.5896 1.5957 1.6098
S4 1.5784 1.5845 1.6067
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6172 1.5990 0.0182 1.1% 0.0001 0.0% 0% False True 3
10 1.6222 1.5990 0.0232 1.5% 0.0001 0.0% 0% False True 3
20 1.6230 1.5990 0.0240 1.5% 0.0002 0.0% 0% False True 18
40 1.6230 1.5675 0.0555 3.5% 0.0001 0.0% 57% False False 29
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5990
2.618 1.5990
1.618 1.5990
1.000 1.5990
0.618 1.5990
HIGH 1.5990
0.618 1.5990
0.500 1.5990
0.382 1.5990
LOW 1.5990
0.618 1.5990
1.000 1.5990
1.618 1.5990
2.618 1.5990
4.250 1.5990
Fisher Pivots for day following 10-Oct-2012
Pivot 1 day 3 day
R1 1.5990 1.6005
PP 1.5990 1.6000
S1 1.5990 1.5995

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

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