CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 15-Feb-2013
Day Change Summary
Previous Current
14-Feb-2013 15-Feb-2013 Change Change % Previous Week
Open 1.5526 1.5483 -0.0043 -0.3% 1.5793
High 1.5526 1.5530 0.0004 0.0% 1.5793
Low 1.5467 1.5460 -0.0007 0.0% 1.5460
Close 1.5474 1.5504 0.0030 0.2% 1.5504
Range 0.0059 0.0070 0.0011 18.6% 0.0333
ATR 0.0091 0.0090 -0.0002 -1.7% 0.0000
Volume 230 178 -52 -22.6% 682
Daily Pivots for day following 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.5708 1.5676 1.5543
R3 1.5638 1.5606 1.5523
R2 1.5568 1.5568 1.5517
R1 1.5536 1.5536 1.5510 1.5552
PP 1.5498 1.5498 1.5498 1.5506
S1 1.5466 1.5466 1.5498 1.5482
S2 1.5428 1.5428 1.5491
S3 1.5358 1.5396 1.5485
S4 1.5288 1.5326 1.5466
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.6585 1.6377 1.5687
R3 1.6252 1.6044 1.5596
R2 1.5919 1.5919 1.5565
R1 1.5711 1.5711 1.5535 1.5649
PP 1.5586 1.5586 1.5586 1.5554
S1 1.5378 1.5378 1.5473 1.5316
S2 1.5253 1.5253 1.5443
S3 1.4920 1.5045 1.5412
S4 1.4587 1.4712 1.5321
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5793 1.5460 0.0333 2.1% 0.0106 0.7% 13% False True 136
10 1.5817 1.5460 0.0357 2.3% 0.0101 0.6% 12% False True 119
20 1.5972 1.5460 0.0512 3.3% 0.0092 0.6% 9% False True 96
40 1.6300 1.5460 0.0840 5.4% 0.0071 0.5% 5% False True 57
60 1.6300 1.5460 0.0840 5.4% 0.0052 0.3% 5% False True 40
80 1.6300 1.5460 0.0840 5.4% 0.0039 0.3% 5% False True 30
100 1.6300 1.5460 0.0840 5.4% 0.0031 0.2% 5% False True 24
120 1.6300 1.5460 0.0840 5.4% 0.0026 0.2% 5% False True 28
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5828
2.618 1.5713
1.618 1.5643
1.000 1.5600
0.618 1.5573
HIGH 1.5530
0.618 1.5503
0.500 1.5495
0.382 1.5487
LOW 1.5460
0.618 1.5417
1.000 1.5390
1.618 1.5347
2.618 1.5277
4.250 1.5163
Fisher Pivots for day following 15-Feb-2013
Pivot 1 day 3 day
R1 1.5501 1.5570
PP 1.5498 1.5548
S1 1.5495 1.5526

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

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