CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 24-Dec-2012
Day Change Summary
Previous Current
21-Dec-2012 24-Dec-2012 Change Change % Previous Week
Open 1.6218 1.6177 -0.0041 -0.3% 1.6171
High 1.6218 1.6192 -0.0026 -0.2% 1.6280
Low 1.6148 1.6126 -0.0022 -0.1% 1.6148
Close 1.6152 1.6126 -0.0026 -0.2% 1.6152
Range 0.0070 0.0066 -0.0004 -5.7% 0.0132
ATR 0.0043 0.0045 0.0002 3.8% 0.0000
Volume 1 6 5 500.0% 20
Daily Pivots for day following 24-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.6346 1.6302 1.6162
R3 1.6280 1.6236 1.6144
R2 1.6214 1.6214 1.6138
R1 1.6170 1.6170 1.6132 1.6159
PP 1.6148 1.6148 1.6148 1.6143
S1 1.6104 1.6104 1.6120 1.6093
S2 1.6082 1.6082 1.6114
S3 1.6016 1.6038 1.6108
S4 1.5950 1.5972 1.6090
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.6589 1.6503 1.6225
R3 1.6457 1.6371 1.6188
R2 1.6325 1.6325 1.6176
R1 1.6239 1.6239 1.6164 1.6216
PP 1.6193 1.6193 1.6193 1.6182
S1 1.6107 1.6107 1.6140 1.6084
S2 1.6061 1.6061 1.6128
S3 1.5929 1.5975 1.6116
S4 1.5797 1.5843 1.6079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6280 1.6126 0.0154 1.0% 0.0046 0.3% 0% False True 5
10 1.6280 1.6071 0.0209 1.3% 0.0039 0.2% 26% False False 10
20 1.6280 1.6008 0.0272 1.7% 0.0022 0.1% 43% False False 6
40 1.6280 1.5843 0.0437 2.7% 0.0011 0.1% 65% False False 4
60 1.6280 1.5843 0.0437 2.7% 0.0008 0.0% 65% False False 3
80 1.6280 1.5843 0.0437 2.7% 0.0006 0.0% 65% False False 11
100 1.6280 1.5608 0.0672 4.2% 0.0005 0.0% 77% False False 13
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6473
2.618 1.6365
1.618 1.6299
1.000 1.6258
0.618 1.6233
HIGH 1.6192
0.618 1.6167
0.500 1.6159
0.382 1.6151
LOW 1.6126
0.618 1.6085
1.000 1.6060
1.618 1.6019
2.618 1.5953
4.250 1.5846
Fisher Pivots for day following 24-Dec-2012
Pivot 1 day 3 day
R1 1.6159 1.6200
PP 1.6148 1.6175
S1 1.6137 1.6151

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

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