CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 16-Oct-2012
Day Change Summary
Previous Current
15-Oct-2012 16-Oct-2012 Change Change % Previous Week
Open 1.6061 1.6100 0.0039 0.2% 1.6020
High 1.6061 1.6100 0.0039 0.2% 1.6058
Low 1.6061 1.6096 0.0035 0.2% 1.5990
Close 1.6061 1.6096 0.0035 0.2% 1.6058
Range 0.0000 0.0004 0.0004 0.0068
ATR 0.0040 0.0040 0.0000 -0.1% 0.0000
Volume 1 1 0 0.0% 11
Daily Pivots for day following 16-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.6109 1.6107 1.6098
R3 1.6105 1.6103 1.6097
R2 1.6101 1.6101 1.6097
R1 1.6099 1.6099 1.6096 1.6098
PP 1.6097 1.6097 1.6097 1.6097
S1 1.6095 1.6095 1.6096 1.6094
S2 1.6093 1.6093 1.6095
S3 1.6089 1.6091 1.6095
S4 1.6085 1.6087 1.6094
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.6239 1.6217 1.6095
R3 1.6171 1.6149 1.6077
R2 1.6103 1.6103 1.6070
R1 1.6081 1.6081 1.6064 1.6092
PP 1.6035 1.6035 1.6035 1.6041
S1 1.6013 1.6013 1.6052 1.6024
S2 1.5967 1.5967 1.6046
S3 1.5899 1.5945 1.6039
S4 1.5831 1.5877 1.6021
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6100 1.5990 0.0110 0.7% 0.0001 0.0% 96% True False 1
10 1.6172 1.5990 0.0182 1.1% 0.0001 0.0% 58% False False 2
20 1.6230 1.5990 0.0240 1.5% 0.0002 0.0% 44% False False 9
40 1.6230 1.5767 0.0463 2.9% 0.0001 0.0% 71% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6117
2.618 1.6110
1.618 1.6106
1.000 1.6104
0.618 1.6102
HIGH 1.6100
0.618 1.6098
0.500 1.6098
0.382 1.6098
LOW 1.6096
0.618 1.6094
1.000 1.6092
1.618 1.6090
2.618 1.6086
4.250 1.6079
Fisher Pivots for day following 16-Oct-2012
Pivot 1 day 3 day
R1 1.6098 1.6090
PP 1.6097 1.6085
S1 1.6097 1.6079

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

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