CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 09-Jan-2013
Day Change Summary
Previous Current
08-Jan-2013 09-Jan-2013 Change Change % Previous Week
Open 1.6048 1.6010 -0.0038 -0.2% 1.6170
High 1.6048 1.6010 -0.0038 -0.2% 1.6300
Low 1.6048 1.5994 -0.0054 -0.3% 1.6009
Close 1.6048 1.6006 -0.0042 -0.3% 1.6053
Range 0.0000 0.0016 0.0016 0.0291
ATR 0.0058 0.0058 0.0000 -0.5% 0.0000
Volume 27 1 -26 -96.3% 38
Daily Pivots for day following 09-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.6051 1.6045 1.6015
R3 1.6035 1.6029 1.6010
R2 1.6019 1.6019 1.6009
R1 1.6013 1.6013 1.6007 1.6008
PP 1.6003 1.6003 1.6003 1.6001
S1 1.5997 1.5997 1.6005 1.5992
S2 1.5987 1.5987 1.6003
S3 1.5971 1.5981 1.6002
S4 1.5955 1.5965 1.5997
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 1.6144 1.5994 0.0150 0.9% 0.0026 0.2% 8% False True 14
10 1.6300 1.5994 0.0306 1.9% 0.0042 0.3% 4% False True 15
20 1.6300 1.5994 0.0306 1.9% 0.0040 0.3% 4% False True 13
40 1.6300 1.5843 0.0457 2.9% 0.0021 0.1% 36% False False 7
60 1.6300 1.5843 0.0457 2.9% 0.0014 0.1% 36% False False 5
80 1.6300 1.5843 0.0457 2.9% 0.0011 0.1% 36% False False 7
100 1.6300 1.5681 0.0619 3.9% 0.0009 0.1% 53% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6078
2.618 1.6052
1.618 1.6036
1.000 1.6026
0.618 1.6020
HIGH 1.6010
0.618 1.6004
0.500 1.6002
0.382 1.6000
LOW 1.5994
0.618 1.5984
1.000 1.5978
1.618 1.5968
2.618 1.5952
4.250 1.5926
Fisher Pivots for day following 09-Jan-2013
Pivot 1 day 3 day
R1 1.6005 1.6045
PP 1.6003 1.6032
S1 1.6002 1.6019

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

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