CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 19-Apr-2013
Day Change Summary
Previous Current
18-Apr-2013 19-Apr-2013 Change Change % Previous Week
Open 1.5239 1.5276 0.0037 0.2% 1.5337
High 1.5308 1.5364 0.0056 0.4% 1.5381
Low 1.5213 1.5218 0.0005 0.0% 1.5212
Close 1.5280 1.5225 -0.0055 -0.4% 1.5225
Range 0.0095 0.0146 0.0051 53.7% 0.0169
ATR 0.0111 0.0113 0.0003 2.3% 0.0000
Volume 92,894 108,907 16,013 17.2% 513,181
Daily Pivots for day following 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.5707 1.5612 1.5305
R3 1.5561 1.5466 1.5265
R2 1.5415 1.5415 1.5252
R1 1.5320 1.5320 1.5238 1.5295
PP 1.5269 1.5269 1.5269 1.5256
S1 1.5174 1.5174 1.5212 1.5149
S2 1.5123 1.5123 1.5198
S3 1.4977 1.5028 1.5185
S4 1.4831 1.4882 1.5145
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.5780 1.5671 1.5318
R3 1.5611 1.5502 1.5271
R2 1.5442 1.5442 1.5256
R1 1.5333 1.5333 1.5240 1.5303
PP 1.5273 1.5273 1.5273 1.5258
S1 1.5164 1.5164 1.5210 1.5134
S2 1.5104 1.5104 1.5194
S3 1.4935 1.4995 1.5179
S4 1.4766 1.4826 1.5132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5381 1.5212 0.0169 1.1% 0.0123 0.8% 8% False False 102,636
10 1.5406 1.5212 0.0194 1.3% 0.0104 0.7% 7% False False 95,001
20 1.5406 1.5027 0.0379 2.5% 0.0110 0.7% 52% False False 96,696
40 1.5406 1.4823 0.0583 3.8% 0.0115 0.8% 69% False False 74,809
60 1.5867 1.4823 0.1044 6.9% 0.0112 0.7% 39% False False 49,977
80 1.6300 1.4823 0.1477 9.7% 0.0098 0.6% 27% False False 37,490
100 1.6300 1.4823 0.1477 9.7% 0.0082 0.5% 27% False False 29,993
120 1.6300 1.4823 0.1477 9.7% 0.0068 0.4% 27% False False 24,995
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5985
2.618 1.5746
1.618 1.5600
1.000 1.5510
0.618 1.5454
HIGH 1.5364
0.618 1.5308
0.500 1.5291
0.382 1.5274
LOW 1.5218
0.618 1.5128
1.000 1.5072
1.618 1.4982
2.618 1.4836
4.250 1.4598
Fisher Pivots for day following 19-Apr-2013
Pivot 1 day 3 day
R1 1.5291 1.5288
PP 1.5269 1.5267
S1 1.5247 1.5246

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

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