CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 1.6017 1.5960 -0.0057 -0.4% 1.6028
High 1.6017 1.5960 -0.0057 -0.4% 1.6119
Low 1.6010 1.5960 -0.0050 -0.3% 1.6010
Close 1.6010 1.5960 -0.0050 -0.3% 1.6010
Range 0.0007 0.0000 -0.0007 -100.0% 0.0109
ATR 0.0049 0.0049 0.0000 0.2% 0.0000
Volume 2 1 -1 -50.0% 10
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.5960 1.5960 1.5960
R3 1.5960 1.5960 1.5960
R2 1.5960 1.5960 1.5960
R1 1.5960 1.5960 1.5960 1.5960
PP 1.5960 1.5960 1.5960 1.5960
S1 1.5960 1.5960 1.5960 1.5960
S2 1.5960 1.5960 1.5960
S3 1.5960 1.5960 1.5960
S4 1.5960 1.5960 1.5960
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 1.5960 0.0159 1.0% 0.0001 0.0% 0% False True 1
10 1.6119 1.5931 0.0188 1.2% 0.0001 0.0% 15% False False 1
20 1.6137 1.5931 0.0206 1.3% 0.0001 0.0% 14% False False 1
40 1.6230 1.5931 0.0299 1.9% 0.0001 0.0% 10% False False 12
60 1.6230 1.5671 0.0559 3.5% 0.0001 0.0% 52% 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 1.5960
2.618 1.5960
1.618 1.5960
1.000 1.5960
0.618 1.5960
HIGH 1.5960
0.618 1.5960
0.500 1.5960
0.382 1.5960
LOW 1.5960
0.618 1.5960
1.000 1.5960
1.618 1.5960
2.618 1.5960
4.250 1.5960
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 1.5960 1.6039
PP 1.5960 1.6013
S1 1.5960 1.5986

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

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