CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 24-May-2013
Day Change Summary
Previous Current
23-May-2013 24-May-2013 Change Change % Previous Week
Open 1.5039 1.5103 0.0064 0.4% 1.5184
High 1.5127 1.5141 0.0014 0.1% 1.5279
Low 1.5012 1.5062 0.0050 0.3% 1.5012
Close 1.5102 1.5112 0.0010 0.1% 1.5112
Range 0.0115 0.0079 -0.0036 -31.3% 0.0267
ATR 0.0121 0.0118 -0.0003 -2.5% 0.0000
Volume 136,036 99,745 -36,291 -26.7% 666,023
Daily Pivots for day following 24-May-2013
Classic Woodie Camarilla DeMark
R4 1.5342 1.5306 1.5155
R3 1.5263 1.5227 1.5134
R2 1.5184 1.5184 1.5126
R1 1.5148 1.5148 1.5119 1.5166
PP 1.5105 1.5105 1.5105 1.5114
S1 1.5069 1.5069 1.5105 1.5087
S2 1.5026 1.5026 1.5098
S3 1.4947 1.4990 1.5090
S4 1.4868 1.4911 1.5069
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1.5935 1.5791 1.5259
R3 1.5668 1.5524 1.5185
R2 1.5401 1.5401 1.5161
R1 1.5257 1.5257 1.5136 1.5196
PP 1.5134 1.5134 1.5134 1.5104
S1 1.4990 1.4990 1.5088 1.4929
S2 1.4867 1.4867 1.5063
S3 1.4600 1.4723 1.5039
S4 1.4333 1.4456 1.4965
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5279 1.5012 0.0267 1.8% 0.0125 0.8% 37% False False 133,204
10 1.5382 1.5012 0.0370 2.4% 0.0124 0.8% 27% False False 129,402
20 1.5603 1.5012 0.0591 3.9% 0.0116 0.8% 17% False False 116,183
40 1.5603 1.5012 0.0591 3.9% 0.0115 0.8% 17% False False 107,522
60 1.5603 1.4823 0.0780 5.2% 0.0115 0.8% 37% False False 97,119
80 1.5867 1.4823 0.1044 6.9% 0.0115 0.8% 28% False False 72,996
100 1.6300 1.4823 0.1477 9.8% 0.0104 0.7% 20% False False 58,405
120 1.6300 1.4823 0.1477 9.8% 0.0092 0.6% 20% False False 48,672
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 0.0028
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.5477
2.618 1.5348
1.618 1.5269
1.000 1.5220
0.618 1.5190
HIGH 1.5141
0.618 1.5111
0.500 1.5102
0.382 1.5092
LOW 1.5062
0.618 1.5013
1.000 1.4983
1.618 1.4934
2.618 1.4855
4.250 1.4726
Fisher Pivots for day following 24-May-2013
Pivot 1 day 3 day
R1 1.5109 1.5105
PP 1.5105 1.5098
S1 1.5102 1.5092

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

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