CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 1.6025 1.6110 0.0085 0.5% 1.6061
High 1.6027 1.6110 0.0083 0.5% 1.6137
Low 1.6025 1.6110 0.0085 0.5% 1.5999
Close 1.6027 1.6110 0.0083 0.5% 1.5999
Range 0.0002 0.0000 -0.0002 -100.0% 0.0138
ATR 0.0046 0.0049 0.0003 5.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.6110 1.6110 1.6110
R3 1.6110 1.6110 1.6110
R2 1.6110 1.6110 1.6110
R1 1.6110 1.6110 1.6110 1.6110
PP 1.6110 1.6110 1.6110 1.6110
S1 1.6110 1.6110 1.6110 1.6110
S2 1.6110 1.6110 1.6110
S3 1.6110 1.6110 1.6110
S4 1.6110 1.6110 1.6110
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 1.6110 1.5931 0.0179 1.1% 0.0000 0.0% 100% True False 1
10 1.6137 1.5931 0.0206 1.3% 0.0001 0.0% 87% False False 1
20 1.6172 1.5931 0.0241 1.5% 0.0001 0.0% 74% False False 2
40 1.6230 1.5779 0.0451 2.8% 0.0001 0.0% 73% False False 19
60 1.6230 1.5500 0.0730 4.5% 0.0001 0.0% 84% False False 20
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 1.6110
2.618 1.6110
1.618 1.6110
1.000 1.6110
0.618 1.6110
HIGH 1.6110
0.618 1.6110
0.500 1.6110
0.382 1.6110
LOW 1.6110
0.618 1.6110
1.000 1.6110
1.618 1.6110
2.618 1.6110
4.250 1.6110
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 1.6110 1.6080
PP 1.6110 1.6050
S1 1.6110 1.6021

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

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