CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 02-Nov-2012
Day Change Summary
Previous Current
01-Nov-2012 02-Nov-2012 Change Change % Previous Week
Open 1.6118 1.6017 -0.0101 -0.6% 1.6028
High 1.6118 1.6017 -0.0101 -0.6% 1.6119
Low 1.6118 1.6010 -0.0108 -0.7% 1.6010
Close 1.6118 1.6010 -0.0108 -0.7% 1.6010
Range 0.0000 0.0007 0.0007 0.0109
ATR 0.0044 0.0049 0.0005 10.3% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.6033 1.6029 1.6014
R3 1.6026 1.6022 1.6012
R2 1.6019 1.6019 1.6011
R1 1.6015 1.6015 1.6011 1.6014
PP 1.6012 1.6012 1.6012 1.6012
S1 1.6008 1.6008 1.6009 1.6007
S2 1.6005 1.6005 1.6009
S3 1.5998 1.6001 1.6008
S4 1.5991 1.5994 1.6006
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.6373 1.6301 1.6070
R3 1.6264 1.6192 1.6040
R2 1.6155 1.6155 1.6030
R1 1.6083 1.6083 1.6020 1.6065
PP 1.6046 1.6046 1.6046 1.6037
S1 1.5974 1.5974 1.6000 1.5956
S2 1.5937 1.5937 1.5990
S3 1.5828 1.5865 1.5980
S4 1.5719 1.5756 1.5950
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6119 1.6010 0.0109 0.7% 0.0001 0.0% 0% False True 2
10 1.6119 1.5931 0.0188 1.2% 0.0001 0.0% 42% False False 1
20 1.6137 1.5931 0.0206 1.3% 0.0001 0.0% 38% False False 1
40 1.6230 1.5931 0.0299 1.9% 0.0001 0.0% 26% False False 13
60 1.6230 1.5659 0.0571 3.6% 0.0001 0.0% 61% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 30 trading days
Fibonacci Retracements and Extensions
4.250 1.6047
2.618 1.6035
1.618 1.6028
1.000 1.6024
0.618 1.6021
HIGH 1.6017
0.618 1.6014
0.500 1.6014
0.382 1.6013
LOW 1.6010
0.618 1.6006
1.000 1.6003
1.618 1.5999
2.618 1.5992
4.250 1.5980
Fisher Pivots for day following 02-Nov-2012
Pivot 1 day 3 day
R1 1.6014 1.6065
PP 1.6012 1.6046
S1 1.6011 1.6028

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

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