CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 26-Feb-2013
Day Change Summary
Previous Current
25-Feb-2013 26-Feb-2013 Change Change % Previous Week
Open 1.5108 1.5160 0.0052 0.3% 1.5473
High 1.5186 1.5209 0.0023 0.2% 1.5497
Low 1.5061 1.5105 0.0044 0.3% 1.5117
Close 1.5179 1.5123 -0.0056 -0.4% 1.5232
Range 0.0125 0.0104 -0.0021 -16.8% 0.0380
ATR 0.0113 0.0112 -0.0001 -0.6% 0.0000
Volume 835 1,950 1,115 133.5% 5,652
Daily Pivots for day following 26-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.5458 1.5394 1.5180
R3 1.5354 1.5290 1.5152
R2 1.5250 1.5250 1.5142
R1 1.5186 1.5186 1.5133 1.5166
PP 1.5146 1.5146 1.5146 1.5136
S1 1.5082 1.5082 1.5113 1.5062
S2 1.5042 1.5042 1.5104
S3 1.4938 1.4978 1.5094
S4 1.4834 1.4874 1.5066
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 1.5429 1.5061 0.0368 2.4% 0.0156 1.0% 17% False False 1,611
10 1.5679 1.5061 0.0618 4.1% 0.0126 0.8% 10% False False 908
20 1.5867 1.5061 0.0806 5.3% 0.0113 0.7% 8% False False 502
40 1.6300 1.5061 0.1239 8.2% 0.0086 0.6% 5% False False 267
60 1.6300 1.5061 0.1239 8.2% 0.0066 0.4% 5% False False 180
80 1.6300 1.5061 0.1239 8.2% 0.0050 0.3% 5% False False 135
100 1.6300 1.5061 0.1239 8.2% 0.0040 0.3% 5% False False 109
120 1.6300 1.5061 0.1239 8.2% 0.0034 0.2% 5% False False 96
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0028
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5651
2.618 1.5481
1.618 1.5377
1.000 1.5313
0.618 1.5273
HIGH 1.5209
0.618 1.5169
0.500 1.5157
0.382 1.5145
LOW 1.5105
0.618 1.5041
1.000 1.5001
1.618 1.4937
2.618 1.4833
4.250 1.4663
Fisher Pivots for day following 26-Feb-2013
Pivot 1 day 3 day
R1 1.5157 1.5186
PP 1.5146 1.5165
S1 1.5134 1.5144

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

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