CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 22-Feb-2013
Day Change Summary
Previous Current
21-Feb-2013 22-Feb-2013 Change Change % Previous Week
Open 1.5221 1.5250 0.0029 0.2% 1.5473
High 1.5263 1.5311 0.0048 0.3% 1.5497
Low 1.5117 1.5151 0.0034 0.2% 1.5117
Close 1.5232 1.5232 0.0000 0.0% 1.5232
Range 0.0146 0.0160 0.0014 9.6% 0.0380
ATR 0.0105 0.0109 0.0004 3.8% 0.0000
Volume 1,604 1,081 -523 -32.6% 5,652
Daily Pivots for day following 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.5711 1.5632 1.5320
R3 1.5551 1.5472 1.5276
R2 1.5391 1.5391 1.5261
R1 1.5312 1.5312 1.5247 1.5272
PP 1.5231 1.5231 1.5231 1.5211
S1 1.5152 1.5152 1.5217 1.5112
S2 1.5071 1.5071 1.5203
S3 1.4911 1.4992 1.5188
S4 1.4751 1.4832 1.5144
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.6422 1.6207 1.5441
R3 1.6042 1.5827 1.5337
R2 1.5662 1.5662 1.5302
R1 1.5447 1.5447 1.5267 1.5365
PP 1.5282 1.5282 1.5282 1.5241
S1 1.5067 1.5067 1.5197 1.4985
S2 1.4902 1.4902 1.5162
S3 1.4522 1.4687 1.5128
S4 1.4142 1.4307 1.5023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5530 1.5117 0.0413 2.7% 0.0142 0.9% 28% False False 1,166
10 1.5817 1.5117 0.0700 4.6% 0.0129 0.8% 16% False False 646
20 1.5867 1.5117 0.0750 4.9% 0.0109 0.7% 15% False False 365
40 1.6300 1.5117 0.1183 7.8% 0.0083 0.5% 10% False False 198
60 1.6300 1.5117 0.1183 7.8% 0.0063 0.4% 10% False False 134
80 1.6300 1.5117 0.1183 7.8% 0.0047 0.3% 10% False False 101
100 1.6300 1.5117 0.1183 7.8% 0.0038 0.2% 10% False False 81
120 1.6300 1.5117 0.1183 7.8% 0.0032 0.2% 10% False False 73
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5991
2.618 1.5730
1.618 1.5570
1.000 1.5471
0.618 1.5410
HIGH 1.5311
0.618 1.5250
0.500 1.5231
0.382 1.5212
LOW 1.5151
0.618 1.5052
1.000 1.4991
1.618 1.4892
2.618 1.4732
4.250 1.4471
Fisher Pivots for day following 22-Feb-2013
Pivot 1 day 3 day
R1 1.5232 1.5273
PP 1.5231 1.5259
S1 1.5231 1.5246

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

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