CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 05-Mar-2013
Day Change Summary
Previous Current
04-Mar-2013 05-Mar-2013 Change Change % Previous Week
Open 1.5021 1.5107 0.0086 0.6% 1.5108
High 1.5110 1.5193 0.0083 0.5% 1.5214
Low 1.4991 1.5085 0.0094 0.6% 1.4978
Close 1.5104 1.5105 0.0001 0.0% 1.5010
Range 0.0119 0.0108 -0.0011 -9.2% 0.0236
ATR 0.0116 0.0115 -0.0001 -0.5% 0.0000
Volume 9,571 4,271 -5,300 -55.4% 9,362
Daily Pivots for day following 05-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.5452 1.5386 1.5164
R3 1.5344 1.5278 1.5135
R2 1.5236 1.5236 1.5125
R1 1.5170 1.5170 1.5115 1.5149
PP 1.5128 1.5128 1.5128 1.5117
S1 1.5062 1.5062 1.5095 1.5041
S2 1.5020 1.5020 1.5085
S3 1.4912 1.4954 1.5075
S4 1.4804 1.4846 1.5046
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.5775 1.5629 1.5140
R3 1.5539 1.5393 1.5075
R2 1.5303 1.5303 1.5053
R1 1.5157 1.5157 1.5032 1.5112
PP 1.5067 1.5067 1.5067 1.5045
S1 1.4921 1.4921 1.4988 1.4876
S2 1.4831 1.4831 1.4967
S3 1.4595 1.4685 1.4945
S4 1.4359 1.4449 1.4880
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5214 1.4978 0.0236 1.6% 0.0121 0.8% 54% False False 4,083
10 1.5429 1.4978 0.0451 3.0% 0.0138 0.9% 28% False False 2,847
20 1.5817 1.4978 0.0839 5.6% 0.0120 0.8% 15% False False 1,493
40 1.6160 1.4978 0.1182 7.8% 0.0094 0.6% 11% False False 775
60 1.6300 1.4978 0.1322 8.8% 0.0076 0.5% 10% False False 520
80 1.6300 1.4978 0.1322 8.8% 0.0057 0.4% 10% False False 391
100 1.6300 1.4978 0.1322 8.8% 0.0046 0.3% 10% False False 313
120 1.6300 1.4978 0.1322 8.8% 0.0039 0.3% 10% False False 264
Crabel Price Patterns
NR True
NR4 False
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 0.0034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5652
2.618 1.5476
1.618 1.5368
1.000 1.5301
0.618 1.5260
HIGH 1.5193
0.618 1.5152
0.500 1.5139
0.382 1.5126
LOW 1.5085
0.618 1.5018
1.000 1.4977
1.618 1.4910
2.618 1.4802
4.250 1.4626
Fisher Pivots for day following 05-Mar-2013
Pivot 1 day 3 day
R1 1.5139 1.5099
PP 1.5128 1.5092
S1 1.5116 1.5086

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

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