CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 25-Feb-2013
Day Change Summary
Previous Current
22-Feb-2013 25-Feb-2013 Change Change % Previous Week
Open 1.5250 1.5108 -0.0142 -0.9% 1.5473
High 1.5311 1.5186 -0.0125 -0.8% 1.5497
Low 1.5151 1.5061 -0.0090 -0.6% 1.5117
Close 1.5232 1.5179 -0.0053 -0.3% 1.5232
Range 0.0160 0.0125 -0.0035 -21.9% 0.0380
ATR 0.0109 0.0113 0.0004 4.1% 0.0000
Volume 1,081 835 -246 -22.8% 5,652
Daily Pivots for day following 25-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.5517 1.5473 1.5248
R3 1.5392 1.5348 1.5213
R2 1.5267 1.5267 1.5202
R1 1.5223 1.5223 1.5190 1.5245
PP 1.5142 1.5142 1.5142 1.5153
S1 1.5098 1.5098 1.5168 1.5120
S2 1.5017 1.5017 1.5156
S3 1.4892 1.4973 1.5145
S4 1.4767 1.4848 1.5110
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 1.5497 1.5061 0.0436 2.9% 0.0153 1.0% 27% False True 1,297
10 1.5793 1.5061 0.0732 4.8% 0.0130 0.9% 16% False True 716
20 1.5867 1.5061 0.0806 5.3% 0.0112 0.7% 15% False True 405
40 1.6300 1.5061 0.1239 8.2% 0.0085 0.6% 10% False True 218
60 1.6300 1.5061 0.1239 8.2% 0.0065 0.4% 10% False True 148
80 1.6300 1.5061 0.1239 8.2% 0.0049 0.3% 10% False True 111
100 1.6300 1.5061 0.1239 8.2% 0.0039 0.3% 10% False True 89
120 1.6300 1.5061 0.1239 8.2% 0.0033 0.2% 10% False True 80
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5717
2.618 1.5513
1.618 1.5388
1.000 1.5311
0.618 1.5263
HIGH 1.5186
0.618 1.5138
0.500 1.5124
0.382 1.5109
LOW 1.5061
0.618 1.4984
1.000 1.4936
1.618 1.4859
2.618 1.4734
4.250 1.4530
Fisher Pivots for day following 25-Feb-2013
Pivot 1 day 3 day
R1 1.5161 1.5186
PP 1.5142 1.5184
S1 1.5124 1.5181

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

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