CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 14-Dec-2012
Day Change Summary
Previous Current
13-Dec-2012 14-Dec-2012 Change Change % Previous Week
Open 1.6096 1.6120 0.0024 0.1% 1.6038
High 1.6102 1.6159 0.0057 0.4% 1.6159
Low 1.6096 1.6120 0.0024 0.1% 1.6038
Close 1.6102 1.6159 0.0057 0.4% 1.6159
Range 0.0006 0.0039 0.0033 550.0% 0.0121
ATR 0.0035 0.0036 0.0002 4.6% 0.0000
Volume 14 1 -13 -92.9% 80
Daily Pivots for day following 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.6263 1.6250 1.6180
R3 1.6224 1.6211 1.6170
R2 1.6185 1.6185 1.6166
R1 1.6172 1.6172 1.6163 1.6179
PP 1.6146 1.6146 1.6146 1.6149
S1 1.6133 1.6133 1.6155 1.6140
S2 1.6107 1.6107 1.6152
S3 1.6068 1.6094 1.6148
S4 1.6029 1.6055 1.6138
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.6482 1.6441 1.6226
R3 1.6361 1.6320 1.6192
R2 1.6240 1.6240 1.6181
R1 1.6199 1.6199 1.6170 1.6220
PP 1.6119 1.6119 1.6119 1.6129
S1 1.6078 1.6078 1.6148 1.6099
S2 1.5998 1.5998 1.6137
S3 1.5877 1.5957 1.6126
S4 1.5756 1.5836 1.6092
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6159 1.6038 0.0121 0.7% 0.0031 0.2% 100% True False 16
10 1.6159 1.6027 0.0132 0.8% 0.0018 0.1% 100% True False 9
20 1.6159 1.5875 0.0284 1.8% 0.0009 0.1% 100% True False 5
40 1.6159 1.5843 0.0316 2.0% 0.0005 0.0% 100% True False 3
60 1.6230 1.5843 0.0387 2.4% 0.0004 0.0% 82% False False 4
80 1.6230 1.5779 0.0451 2.8% 0.0003 0.0% 84% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6325
2.618 1.6261
1.618 1.6222
1.000 1.6198
0.618 1.6183
HIGH 1.6159
0.618 1.6144
0.500 1.6140
0.382 1.6135
LOW 1.6120
0.618 1.6096
1.000 1.6081
1.618 1.6057
2.618 1.6018
4.250 1.5954
Fisher Pivots for day following 14-Dec-2012
Pivot 1 day 3 day
R1 1.6153 1.6149
PP 1.6146 1.6138
S1 1.6140 1.6128

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

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