CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 20-Feb-2013
Day Change Summary
Previous Current
19-Feb-2013 20-Feb-2013 Change Change % Previous Week
Open 1.5473 1.5422 -0.0051 -0.3% 1.5793
High 1.5497 1.5429 -0.0068 -0.4% 1.5793
Low 1.5405 1.5185 -0.0220 -1.4% 1.5460
Close 1.5415 1.5235 -0.0180 -1.2% 1.5504
Range 0.0092 0.0244 0.0152 165.2% 0.0333
ATR 0.0090 0.0101 0.0011 12.1% 0.0000
Volume 378 2,589 2,211 584.9% 682
Daily Pivots for day following 20-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.6015 1.5869 1.5369
R3 1.5771 1.5625 1.5302
R2 1.5527 1.5527 1.5280
R1 1.5381 1.5381 1.5257 1.5332
PP 1.5283 1.5283 1.5283 1.5259
S1 1.5137 1.5137 1.5213 1.5088
S2 1.5039 1.5039 1.5190
S3 1.4795 1.4893 1.5168
S4 1.4551 1.4649 1.5101
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 1.5679 1.5185 0.0494 3.2% 0.0126 0.8% 10% False True 714
10 1.5817 1.5185 0.0632 4.1% 0.0111 0.7% 8% False True 394
20 1.5867 1.5185 0.0682 4.5% 0.0099 0.7% 7% False True 234
40 1.6300 1.5185 0.1115 7.3% 0.0079 0.5% 4% False True 131
60 1.6300 1.5185 0.1115 7.3% 0.0057 0.4% 4% False True 89
80 1.6300 1.5185 0.1115 7.3% 0.0043 0.3% 4% False True 67
100 1.6300 1.5185 0.1115 7.3% 0.0035 0.2% 4% False True 54
120 1.6300 1.5185 0.1115 7.3% 0.0029 0.2% 4% False True 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 143 trading days
Fibonacci Retracements and Extensions
4.250 1.6466
2.618 1.6068
1.618 1.5824
1.000 1.5673
0.618 1.5580
HIGH 1.5429
0.618 1.5336
0.500 1.5307
0.382 1.5278
LOW 1.5185
0.618 1.5034
1.000 1.4941
1.618 1.4790
2.618 1.4546
4.250 1.4148
Fisher Pivots for day following 20-Feb-2013
Pivot 1 day 3 day
R1 1.5307 1.5358
PP 1.5283 1.5317
S1 1.5259 1.5276

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

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