CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 22-Oct-2012
Day Change Summary
Previous Current
19-Oct-2012 22-Oct-2012 Change Change % Previous Week
Open 1.5999 1.5992 -0.0007 0.0% 1.6061
High 1.5999 1.5992 -0.0007 0.0% 1.6137
Low 1.5999 1.5992 -0.0007 0.0% 1.5999
Close 1.5999 1.5992 -0.0007 0.0% 1.5999
Range
ATR 0.0044 0.0041 -0.0003 -6.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.5992 1.5992 1.5992
R3 1.5992 1.5992 1.5992
R2 1.5992 1.5992 1.5992
R1 1.5992 1.5992 1.5992 1.5992
PP 1.5992 1.5992 1.5992 1.5992
S1 1.5992 1.5992 1.5992 1.5992
S2 1.5992 1.5992 1.5992
S3 1.5992 1.5992 1.5992
S4 1.5992 1.5992 1.5992
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.6459 1.6367 1.6075
R3 1.6321 1.6229 1.6037
R2 1.6183 1.6183 1.6024
R1 1.6091 1.6091 1.6012 1.6068
PP 1.6045 1.6045 1.6045 1.6034
S1 1.5953 1.5953 1.5986 1.5930
S2 1.5907 1.5907 1.5974
S3 1.5769 1.5815 1.5961
S4 1.5631 1.5677 1.5923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6137 1.5992 0.0145 0.9% 0.0001 0.0% 0% False True 1
10 1.6137 1.5990 0.0147 0.9% 0.0001 0.0% 1% False False 1
20 1.6222 1.5990 0.0232 1.5% 0.0000 0.0% 1% False False 2
40 1.6230 1.5779 0.0451 2.8% 0.0001 0.0% 47% False False 23
60 1.6230 1.5500 0.0730 4.6% 0.0001 0.0% 67% False False 20
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 1.5992
2.618 1.5992
1.618 1.5992
1.000 1.5992
0.618 1.5992
HIGH 1.5992
0.618 1.5992
0.500 1.5992
0.382 1.5992
LOW 1.5992
0.618 1.5992
1.000 1.5992
1.618 1.5992
2.618 1.5992
4.250 1.5992
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 1.5992 1.6020
PP 1.5992 1.6010
S1 1.5992 1.6001

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

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