CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 11-Feb-2013
Day Change Summary
Previous Current
08-Feb-2013 11-Feb-2013 Change Change % Previous Week
Open 1.5699 1.5793 0.0094 0.6% 1.5686
High 1.5817 1.5793 -0.0024 -0.2% 1.5817
Low 1.5699 1.5650 -0.0049 -0.3% 1.5622
Close 1.5787 1.5653 -0.0134 -0.8% 1.5787
Range 0.0118 0.0143 0.0025 21.2% 0.0195
ATR 0.0083 0.0088 0.0004 5.1% 0.0000
Volume 130 36 -94 -72.3% 513
Daily Pivots for day following 11-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.6128 1.6033 1.5732
R3 1.5985 1.5890 1.5692
R2 1.5842 1.5842 1.5679
R1 1.5747 1.5747 1.5666 1.5723
PP 1.5699 1.5699 1.5699 1.5687
S1 1.5604 1.5604 1.5640 1.5580
S2 1.5556 1.5556 1.5627
S3 1.5413 1.5461 1.5614
S4 1.5270 1.5318 1.5574
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.6327 1.6252 1.5894
R3 1.6132 1.6057 1.5841
R2 1.5937 1.5937 1.5823
R1 1.5862 1.5862 1.5805 1.5900
PP 1.5742 1.5742 1.5742 1.5761
S1 1.5667 1.5667 1.5769 1.5705
S2 1.5547 1.5547 1.5751
S3 1.5352 1.5472 1.5733
S4 1.5157 1.5277 1.5680
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5817 1.5622 0.0195 1.2% 0.0109 0.7% 16% False False 72
10 1.5867 1.5622 0.0245 1.6% 0.0100 0.6% 13% False False 96
20 1.6103 1.5622 0.0481 3.1% 0.0083 0.5% 6% False False 70
40 1.6300 1.5622 0.0678 4.3% 0.0065 0.4% 5% False False 41
60 1.6300 1.5622 0.0678 4.3% 0.0045 0.3% 5% False False 29
80 1.6300 1.5622 0.0678 4.3% 0.0034 0.2% 5% False False 22
100 1.6300 1.5622 0.0678 4.3% 0.0028 0.2% 5% False False 19
120 1.6300 1.5622 0.0678 4.3% 0.0023 0.1% 5% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6401
2.618 1.6167
1.618 1.6024
1.000 1.5936
0.618 1.5881
HIGH 1.5793
0.618 1.5738
0.500 1.5722
0.382 1.5705
LOW 1.5650
0.618 1.5562
1.000 1.5507
1.618 1.5419
2.618 1.5276
4.250 1.5042
Fisher Pivots for day following 11-Feb-2013
Pivot 1 day 3 day
R1 1.5722 1.5729
PP 1.5699 1.5703
S1 1.5676 1.5678

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

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