CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
24-May-2013 28-May-2013 Change Change % Previous Week
Open 1.5103 1.5122 0.0019 0.1% 1.5184
High 1.5141 1.5155 0.0014 0.1% 1.5279
Low 1.5062 1.5024 -0.0038 -0.3% 1.5012
Close 1.5112 1.5062 -0.0050 -0.3% 1.5112
Range 0.0079 0.0131 0.0052 65.8% 0.0267
ATR 0.0118 0.0119 0.0001 0.8% 0.0000
Volume 99,745 134,350 34,605 34.7% 666,023
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 1.5473 1.5399 1.5134
R3 1.5342 1.5268 1.5098
R2 1.5211 1.5211 1.5086
R1 1.5137 1.5137 1.5074 1.5109
PP 1.5080 1.5080 1.5080 1.5066
S1 1.5006 1.5006 1.5050 1.4978
S2 1.4949 1.4949 1.5038
S3 1.4818 1.4875 1.5026
S4 1.4687 1.4744 1.4990
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 1.5274 1.5012 0.0262 1.7% 0.0129 0.9% 19% False False 137,981
10 1.5327 1.5012 0.0315 2.1% 0.0126 0.8% 16% False False 132,519
20 1.5603 1.5012 0.0591 3.9% 0.0119 0.8% 8% False False 118,513
40 1.5603 1.5012 0.0591 3.9% 0.0117 0.8% 8% False False 109,797
60 1.5603 1.4823 0.0780 5.2% 0.0114 0.8% 31% False False 99,294
80 1.5867 1.4823 0.1044 6.9% 0.0116 0.8% 23% False False 74,674
100 1.6160 1.4823 0.1337 8.9% 0.0105 0.7% 18% False False 59,748
120 1.6300 1.4823 0.1477 9.8% 0.0093 0.6% 16% False False 49,792
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5712
2.618 1.5498
1.618 1.5367
1.000 1.5286
0.618 1.5236
HIGH 1.5155
0.618 1.5105
0.500 1.5090
0.382 1.5074
LOW 1.5024
0.618 1.4943
1.000 1.4893
1.618 1.4812
2.618 1.4681
4.250 1.4467
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 1.5090 1.5084
PP 1.5080 1.5076
S1 1.5071 1.5069

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

View Archives - Comment on this page... - Back to Index of Symbols