CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 12-Apr-2013
Day Change Summary
Previous Current
11-Apr-2013 12-Apr-2013 Change Change % Previous Week
Open 1.5323 1.5378 0.0055 0.4% 1.5327
High 1.5406 1.5405 -0.0001 0.0% 1.5406
Low 1.5310 1.5335 0.0025 0.2% 1.5232
Close 1.5385 1.5338 -0.0047 -0.3% 1.5338
Range 0.0096 0.0070 -0.0026 -27.1% 0.0174
ATR 0.0111 0.0108 -0.0003 -2.6% 0.0000
Volume 96,601 82,773 -13,828 -14.3% 436,835
Daily Pivots for day following 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.5569 1.5524 1.5377
R3 1.5499 1.5454 1.5357
R2 1.5429 1.5429 1.5351
R1 1.5384 1.5384 1.5344 1.5372
PP 1.5359 1.5359 1.5359 1.5353
S1 1.5314 1.5314 1.5332 1.5302
S2 1.5289 1.5289 1.5325
S3 1.5219 1.5244 1.5319
S4 1.5149 1.5174 1.5300
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.5847 1.5767 1.5434
R3 1.5673 1.5593 1.5386
R2 1.5499 1.5499 1.5370
R1 1.5419 1.5419 1.5354 1.5459
PP 1.5325 1.5325 1.5325 1.5346
S1 1.5245 1.5245 1.5322 1.5285
S2 1.5151 1.5151 1.5306
S3 1.4977 1.5071 1.5290
S4 1.4803 1.4897 1.5242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5406 1.5232 0.0174 1.1% 0.0085 0.6% 61% False False 87,367
10 1.5406 1.5027 0.0379 2.5% 0.0112 0.7% 82% False False 94,631
20 1.5406 1.5019 0.0387 2.5% 0.0106 0.7% 82% False False 106,252
40 1.5530 1.4823 0.0707 4.6% 0.0115 0.7% 73% False False 62,104
60 1.6022 1.4823 0.1199 7.8% 0.0107 0.7% 43% False False 41,429
80 1.6300 1.4823 0.1477 9.6% 0.0092 0.6% 35% False False 31,076
100 1.6300 1.4823 0.1477 9.6% 0.0076 0.5% 35% False False 24,861
120 1.6300 1.4823 0.1477 9.6% 0.0063 0.4% 35% False False 20,718
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5703
2.618 1.5588
1.618 1.5518
1.000 1.5475
0.618 1.5448
HIGH 1.5405
0.618 1.5378
0.500 1.5370
0.382 1.5362
LOW 1.5335
0.618 1.5292
1.000 1.5265
1.618 1.5222
2.618 1.5152
4.250 1.5038
Fisher Pivots for day following 12-Apr-2013
Pivot 1 day 3 day
R1 1.5370 1.5347
PP 1.5359 1.5344
S1 1.5349 1.5341

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

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