CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 11-Mar-2013
Day Change Summary
Previous Current
08-Mar-2013 11-Mar-2013 Change Change % Previous Week
Open 1.5015 1.4913 -0.0102 -0.7% 1.5021
High 1.5038 1.4935 -0.0103 -0.7% 1.5193
Low 1.4875 1.4857 -0.0018 -0.1% 1.4875
Close 1.4926 1.4923 -0.0003 0.0% 1.4926
Range 0.0163 0.0078 -0.0085 -52.1% 0.0318
ATR 0.0119 0.0116 -0.0003 -2.5% 0.0000
Volume 22,997 32,790 9,793 42.6% 63,033
Daily Pivots for day following 11-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.5139 1.5109 1.4966
R3 1.5061 1.5031 1.4944
R2 1.4983 1.4983 1.4937
R1 1.4953 1.4953 1.4930 1.4968
PP 1.4905 1.4905 1.4905 1.4913
S1 1.4875 1.4875 1.4916 1.4890
S2 1.4827 1.4827 1.4909
S3 1.4749 1.4797 1.4902
S4 1.4671 1.4719 1.4880
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.5952 1.5757 1.5101
R3 1.5634 1.5439 1.5013
R2 1.5316 1.5316 1.4984
R1 1.5121 1.5121 1.4955 1.5060
PP 1.4998 1.4998 1.4998 1.4967
S1 1.4803 1.4803 1.4897 1.4742
S2 1.4680 1.4680 1.4868
S3 1.4362 1.4485 1.4839
S4 1.4044 1.4167 1.4751
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5193 1.4857 0.0336 2.3% 0.0119 0.8% 20% False True 17,250
10 1.5214 1.4857 0.0357 2.4% 0.0119 0.8% 18% False True 10,435
20 1.5793 1.4857 0.0936 6.3% 0.0124 0.8% 7% False True 5,575
40 1.6154 1.4857 0.1297 8.7% 0.0101 0.7% 5% False True 2,823
60 1.6300 1.4857 0.1443 9.7% 0.0083 0.6% 5% False True 1,886
80 1.6300 1.4857 0.1443 9.7% 0.0063 0.4% 5% False True 1,415
100 1.6300 1.4857 0.1443 9.7% 0.0051 0.3% 5% False True 1,132
120 1.6300 1.4857 0.1443 9.7% 0.0043 0.3% 5% False True 946
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0026
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.5267
2.618 1.5139
1.618 1.5061
1.000 1.5013
0.618 1.4983
HIGH 1.4935
0.618 1.4905
0.500 1.4896
0.382 1.4887
LOW 1.4857
0.618 1.4809
1.000 1.4779
1.618 1.4731
2.618 1.4653
4.250 1.4526
Fisher Pivots for day following 11-Mar-2013
Pivot 1 day 3 day
R1 1.4914 1.4966
PP 1.4905 1.4951
S1 1.4896 1.4937

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

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