CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 1.5968 1.5893 -0.0075 -0.5% 1.5960
High 1.5968 1.5893 -0.0075 -0.5% 1.5985
Low 1.5968 1.5893 -0.0075 -0.5% 1.5893
Close 1.5968 1.5893 -0.0075 -0.5% 1.5893
Range
ATR 0.0042 0.0044 0.0002 5.7% 0.0000
Volume 2 2 0 0.0% 7
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.5893 1.5893 1.5893
R3 1.5893 1.5893 1.5893
R2 1.5893 1.5893 1.5893
R1 1.5893 1.5893 1.5893 1.5893
PP 1.5893 1.5893 1.5893 1.5893
S1 1.5893 1.5893 1.5893 1.5893
S2 1.5893 1.5893 1.5893
S3 1.5893 1.5893 1.5893
S4 1.5893 1.5893 1.5893
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.6200 1.6138 1.5944
R3 1.6108 1.6046 1.5918
R2 1.6016 1.6016 1.5910
R1 1.5954 1.5954 1.5901 1.5939
PP 1.5924 1.5924 1.5924 1.5916
S1 1.5862 1.5862 1.5885 1.5847
S2 1.5832 1.5832 1.5876
S3 1.5740 1.5770 1.5868
S4 1.5648 1.5678 1.5842
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5985 1.5893 0.0092 0.6% 0.0000 0.0% 0% False True 1
10 1.6119 1.5893 0.0226 1.4% 0.0001 0.0% 0% False True 1
20 1.6137 1.5893 0.0244 1.5% 0.0001 0.0% 0% False True 1
40 1.6230 1.5893 0.0337 2.1% 0.0001 0.0% 0% False True 7
60 1.6230 1.5681 0.0549 3.5% 0.0001 0.0% 39% False False 19
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 1.5893
2.618 1.5893
1.618 1.5893
1.000 1.5893
0.618 1.5893
HIGH 1.5893
0.618 1.5893
0.500 1.5893
0.382 1.5893
LOW 1.5893
0.618 1.5893
1.000 1.5893
1.618 1.5893
2.618 1.5893
4.250 1.5893
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 1.5893 1.5934
PP 1.5893 1.5920
S1 1.5893 1.5907

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

View Archives - Comment on this page... - Back to Index of Symbols