CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 24-Oct-2012
Day Change Summary
Previous Current
23-Oct-2012 24-Oct-2012 Change Change % Previous Week
Open 1.5931 1.6025 0.0094 0.6% 1.6061
High 1.5931 1.6027 0.0096 0.6% 1.6137
Low 1.5931 1.6025 0.0094 0.6% 1.5999
Close 1.5931 1.6027 0.0096 0.6% 1.5999
Range 0.0000 0.0002 0.0002 0.0138
ATR 0.0042 0.0046 0.0004 9.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 24-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.6032 1.6032 1.6028
R3 1.6030 1.6030 1.6028
R2 1.6028 1.6028 1.6027
R1 1.6028 1.6028 1.6027 1.6028
PP 1.6026 1.6026 1.6026 1.6027
S1 1.6026 1.6026 1.6027 1.6026
S2 1.6024 1.6024 1.6027
S3 1.6022 1.6024 1.6026
S4 1.6020 1.6022 1.6026
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 1.6047 1.5931 0.0116 0.7% 0.0000 0.0% 83% False False 1
10 1.6137 1.5931 0.0206 1.3% 0.0001 0.0% 47% False False 1
20 1.6222 1.5931 0.0291 1.8% 0.0001 0.0% 33% False False 2
40 1.6230 1.5779 0.0451 2.8% 0.0001 0.0% 55% False False 21
60 1.6230 1.5500 0.0730 4.6% 0.0001 0.0% 72% False False 20
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6036
2.618 1.6032
1.618 1.6030
1.000 1.6029
0.618 1.6028
HIGH 1.6027
0.618 1.6026
0.500 1.6026
0.382 1.6026
LOW 1.6025
0.618 1.6024
1.000 1.6023
1.618 1.6022
2.618 1.6020
4.250 1.6017
Fisher Pivots for day following 24-Oct-2012
Pivot 1 day 3 day
R1 1.6027 1.6011
PP 1.6026 1.5995
S1 1.6026 1.5979

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

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