CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 05-Feb-2013
Day Change Summary
Previous Current
04-Feb-2013 05-Feb-2013 Change Change % Previous Week
Open 1.5686 1.5717 0.0031 0.2% 1.5766
High 1.5761 1.5775 0.0014 0.1% 1.5867
Low 1.5686 1.5622 -0.0064 -0.4% 1.5676
Close 1.5752 1.5651 -0.0101 -0.6% 1.5706
Range 0.0075 0.0153 0.0078 104.0% 0.0191
ATR 0.0077 0.0083 0.0005 7.0% 0.0000
Volume 185 36 -149 -80.5% 433
Daily Pivots for day following 05-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.6142 1.6049 1.5735
R3 1.5989 1.5896 1.5693
R2 1.5836 1.5836 1.5679
R1 1.5743 1.5743 1.5665 1.5713
PP 1.5683 1.5683 1.5683 1.5668
S1 1.5590 1.5590 1.5637 1.5560
S2 1.5530 1.5530 1.5623
S3 1.5377 1.5437 1.5609
S4 1.5224 1.5284 1.5567
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.6323 1.6205 1.5811
R3 1.6132 1.6014 1.5759
R2 1.5941 1.5941 1.5741
R1 1.5823 1.5823 1.5724 1.5787
PP 1.5750 1.5750 1.5750 1.5731
S1 1.5632 1.5632 1.5688 1.5596
S2 1.5559 1.5559 1.5671
S3 1.5368 1.5441 1.5653
S4 1.5177 1.5250 1.5601
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5867 1.5622 0.0245 1.6% 0.0107 0.7% 12% False True 120
10 1.5867 1.5622 0.0245 1.6% 0.0087 0.6% 12% False True 75
20 1.6160 1.5622 0.0538 3.4% 0.0075 0.5% 5% False True 58
40 1.6300 1.5622 0.0678 4.3% 0.0058 0.4% 4% False True 35
60 1.6300 1.5622 0.0678 4.3% 0.0039 0.2% 4% False True 24
80 1.6300 1.5622 0.0678 4.3% 0.0029 0.2% 4% False True 18
100 1.6300 1.5622 0.0678 4.3% 0.0024 0.2% 4% False True 18
120 1.6300 1.5622 0.0678 4.3% 0.0020 0.1% 4% False True 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6425
2.618 1.6176
1.618 1.6023
1.000 1.5928
0.618 1.5870
HIGH 1.5775
0.618 1.5717
0.500 1.5699
0.382 1.5680
LOW 1.5622
0.618 1.5527
1.000 1.5469
1.618 1.5374
2.618 1.5221
4.250 1.4972
Fisher Pivots for day following 05-Feb-2013
Pivot 1 day 3 day
R1 1.5699 1.5745
PP 1.5683 1.5713
S1 1.5667 1.5682

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

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