CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 14-Mar-2013
Day Change Summary
Previous Current
13-Mar-2013 14-Mar-2013 Change Change % Previous Week
Open 1.4894 1.4911 0.0017 0.1% 1.5021
High 1.4973 1.5113 0.0140 0.9% 1.5193
Low 1.4884 1.4907 0.0023 0.2% 1.4875
Close 1.4915 1.5071 0.0156 1.0% 1.4926
Range 0.0089 0.0206 0.0117 131.5% 0.0318
ATR 0.0113 0.0120 0.0007 5.8% 0.0000
Volume 88,005 100,198 12,193 13.9% 63,033
Daily Pivots for day following 14-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.5648 1.5566 1.5184
R3 1.5442 1.5360 1.5128
R2 1.5236 1.5236 1.5109
R1 1.5154 1.5154 1.5090 1.5195
PP 1.5030 1.5030 1.5030 1.5051
S1 1.4948 1.4948 1.5052 1.4989
S2 1.4824 1.4824 1.5033
S3 1.4618 1.4742 1.5014
S4 1.4412 1.4536 1.4958
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 1.5113 1.4823 0.0290 1.9% 0.0127 0.8% 86% True False 60,736
10 1.5193 1.4823 0.0370 2.5% 0.0131 0.9% 67% False False 34,754
20 1.5530 1.4823 0.0707 4.7% 0.0124 0.8% 35% False False 17,957
40 1.6022 1.4823 0.1199 8.0% 0.0108 0.7% 21% False False 9,017
60 1.6300 1.4823 0.1477 9.8% 0.0088 0.6% 17% False False 6,017
80 1.6300 1.4823 0.1477 9.8% 0.0068 0.5% 17% False False 4,514
100 1.6300 1.4823 0.1477 9.8% 0.0055 0.4% 17% False False 3,611
120 1.6300 1.4823 0.1477 9.8% 0.0046 0.3% 17% False False 3,010
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.5989
2.618 1.5652
1.618 1.5446
1.000 1.5319
0.618 1.5240
HIGH 1.5113
0.618 1.5034
0.500 1.5010
0.382 1.4986
LOW 1.4907
0.618 1.4780
1.000 1.4701
1.618 1.4574
2.618 1.4368
4.250 1.4032
Fisher Pivots for day following 14-Mar-2013
Pivot 1 day 3 day
R1 1.5051 1.5037
PP 1.5030 1.5002
S1 1.5010 1.4968

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

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