CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 06-Feb-2013
Day Change Summary
Previous Current
05-Feb-2013 06-Feb-2013 Change Change % Previous Week
Open 1.5717 1.5651 -0.0066 -0.4% 1.5766
High 1.5775 1.5656 -0.0119 -0.8% 1.5867
Low 1.5622 1.5637 0.0015 0.1% 1.5676
Close 1.5651 1.5656 0.0005 0.0% 1.5706
Range 0.0153 0.0019 -0.0134 -87.6% 0.0191
ATR 0.0083 0.0078 -0.0005 -5.5% 0.0000
Volume 36 70 34 94.4% 433
Daily Pivots for day following 06-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.5707 1.5700 1.5666
R3 1.5688 1.5681 1.5661
R2 1.5669 1.5669 1.5659
R1 1.5662 1.5662 1.5658 1.5666
PP 1.5650 1.5650 1.5650 1.5651
S1 1.5643 1.5643 1.5654 1.5647
S2 1.5631 1.5631 1.5653
S3 1.5612 1.5624 1.5651
S4 1.5593 1.5605 1.5646
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% 0.0096 0.6% 14% False False 88
10 1.5867 1.5622 0.0245 1.6% 0.0086 0.5% 14% False False 77
20 1.6160 1.5622 0.0538 3.4% 0.0076 0.5% 6% False False 60
40 1.6300 1.5622 0.0678 4.3% 0.0058 0.4% 5% False False 37
60 1.6300 1.5622 0.0678 4.3% 0.0039 0.3% 5% False False 25
80 1.6300 1.5622 0.0678 4.3% 0.0030 0.2% 5% False False 19
100 1.6300 1.5622 0.0678 4.3% 0.0024 0.2% 5% False False 18
120 1.6300 1.5622 0.0678 4.3% 0.0020 0.1% 5% False False 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.5737
2.618 1.5706
1.618 1.5687
1.000 1.5675
0.618 1.5668
HIGH 1.5656
0.618 1.5649
0.500 1.5647
0.382 1.5644
LOW 1.5637
0.618 1.5625
1.000 1.5618
1.618 1.5606
2.618 1.5587
4.250 1.5556
Fisher Pivots for day following 06-Feb-2013
Pivot 1 day 3 day
R1 1.5653 1.5699
PP 1.5650 1.5684
S1 1.5647 1.5670

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

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