CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 04-Jan-2013
Day Change Summary
Previous Current
03-Jan-2013 04-Jan-2013 Change Change % Previous Week
Open 1.6140 1.6077 -0.0063 -0.4% 1.6170
High 1.6144 1.6077 -0.0067 -0.4% 1.6300
Low 1.6097 1.6009 -0.0088 -0.5% 1.6009
Close 1.6097 1.6053 -0.0044 -0.3% 1.6053
Range 0.0047 0.0068 0.0021 44.7% 0.0291
ATR 0.0058 0.0060 0.0002 3.7% 0.0000
Volume 10 6 -4 -40.0% 38
Daily Pivots for day following 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.6250 1.6220 1.6090
R3 1.6182 1.6152 1.6072
R2 1.6114 1.6114 1.6065
R1 1.6084 1.6084 1.6059 1.6065
PP 1.6046 1.6046 1.6046 1.6037
S1 1.6016 1.6016 1.6047 1.5997
S2 1.5978 1.5978 1.6041
S3 1.5910 1.5948 1.6034
S4 1.5842 1.5880 1.6016
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.6994 1.6814 1.6213
R3 1.6703 1.6523 1.6133
R2 1.6412 1.6412 1.6106
R1 1.6232 1.6232 1.6080 1.6177
PP 1.6121 1.6121 1.6121 1.6093
S1 1.5941 1.5941 1.6026 1.5886
S2 1.5830 1.5830 1.6000
S3 1.5539 1.5650 1.5973
S4 1.5248 1.5359 1.5893
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6300 1.6009 0.0291 1.8% 0.0058 0.4% 15% False True 14
10 1.6300 1.6009 0.0291 1.8% 0.0055 0.3% 15% False True 11
20 1.6300 1.6009 0.0291 1.8% 0.0041 0.3% 15% False True 10
40 1.6300 1.5843 0.0457 2.8% 0.0021 0.1% 46% False False 6
60 1.6300 1.5843 0.0457 2.8% 0.0014 0.1% 46% False False 4
80 1.6300 1.5843 0.0457 2.8% 0.0011 0.1% 46% False False 8
100 1.6300 1.5675 0.0625 3.9% 0.0009 0.1% 60% 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 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6366
2.618 1.6255
1.618 1.6187
1.000 1.6145
0.618 1.6119
HIGH 1.6077
0.618 1.6051
0.500 1.6043
0.382 1.6035
LOW 1.6009
0.618 1.5967
1.000 1.5941
1.618 1.5899
2.618 1.5831
4.250 1.5720
Fisher Pivots for day following 04-Jan-2013
Pivot 1 day 3 day
R1 1.6050 1.6155
PP 1.6046 1.6121
S1 1.6043 1.6087

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

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