CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 07-Jan-2013
Day Change Summary
Previous Current
04-Jan-2013 07-Jan-2013 Change Change % Previous Week
Open 1.6077 1.6096 0.0019 0.1% 1.6170
High 1.6077 1.6096 0.0019 0.1% 1.6300
Low 1.6009 1.6096 0.0087 0.5% 1.6009
Close 1.6053 1.6096 0.0043 0.3% 1.6053
Range 0.0068 0.0000 -0.0068 -100.0% 0.0291
ATR 0.0060 0.0059 -0.0001 -2.0% 0.0000
Volume 6 27 21 350.0% 38
Daily Pivots for day following 07-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.6096 1.6096 1.6096
R3 1.6096 1.6096 1.6096
R2 1.6096 1.6096 1.6096
R1 1.6096 1.6096 1.6096 1.6096
PP 1.6096 1.6096 1.6096 1.6096
S1 1.6096 1.6096 1.6096 1.6096
S2 1.6096 1.6096 1.6096
S3 1.6096 1.6096 1.6096
S4 1.6096 1.6096 1.6096
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% 0.0050 0.3% 30% False False 13
10 1.6300 1.6009 0.0291 1.8% 0.0054 0.3% 30% False False 13
20 1.6300 1.6009 0.0291 1.8% 0.0041 0.3% 30% False False 11
40 1.6300 1.5843 0.0457 2.8% 0.0021 0.1% 55% False False 6
60 1.6300 1.5843 0.0457 2.8% 0.0014 0.1% 55% False False 5
80 1.6300 1.5843 0.0457 2.8% 0.0011 0.1% 55% False False 8
100 1.6300 1.5675 0.0625 3.9% 0.0009 0.1% 67% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 19 trading days
Fibonacci Retracements and Extensions
4.250 1.6096
2.618 1.6096
1.618 1.6096
1.000 1.6096
0.618 1.6096
HIGH 1.6096
0.618 1.6096
0.500 1.6096
0.382 1.6096
LOW 1.6096
0.618 1.6096
1.000 1.6096
1.618 1.6096
2.618 1.6096
4.250 1.6096
Fisher Pivots for day following 07-Jan-2013
Pivot 1 day 3 day
R1 1.6096 1.6090
PP 1.6096 1.6083
S1 1.6096 1.6077

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

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