CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 1.5312 1.5406 0.0094 0.6% 1.5122
High 1.5409 1.5684 0.0275 1.8% 1.5239
Low 1.5290 1.5381 0.0091 0.6% 1.5006
Close 1.5401 1.5608 0.0207 1.3% 1.5180
Range 0.0119 0.0303 0.0184 154.6% 0.0233
ATR 0.0121 0.0134 0.0013 10.7% 0.0000
Volume 143,513 236,911 93,398 65.1% 537,591
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.6467 1.6340 1.5775
R3 1.6164 1.6037 1.5691
R2 1.5861 1.5861 1.5664
R1 1.5734 1.5734 1.5636 1.5798
PP 1.5558 1.5558 1.5558 1.5589
S1 1.5431 1.5431 1.5580 1.5495
S2 1.5255 1.5255 1.5552
S3 1.4952 1.5128 1.5525
S4 1.4649 1.4825 1.5441
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 1.5841 1.5743 1.5308
R3 1.5608 1.5510 1.5244
R2 1.5375 1.5375 1.5223
R1 1.5277 1.5277 1.5201 1.5326
PP 1.5142 1.5142 1.5142 1.5166
S1 1.5044 1.5044 1.5159 1.5093
S2 1.4909 1.4909 1.5137
S3 1.4676 1.4811 1.5116
S4 1.4443 1.4578 1.5052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5684 1.5138 0.0546 3.5% 0.0155 1.0% 86% True False 152,814
10 1.5684 1.5006 0.0678 4.3% 0.0137 0.9% 89% True False 140,045
20 1.5684 1.5006 0.0678 4.3% 0.0136 0.9% 89% True False 136,575
40 1.5684 1.5006 0.0678 4.3% 0.0121 0.8% 89% True False 117,465
60 1.5684 1.4884 0.0800 5.1% 0.0118 0.8% 91% True False 113,874
80 1.5684 1.4823 0.0861 5.5% 0.0119 0.8% 91% True False 87,545
100 1.6103 1.4823 0.1280 8.2% 0.0112 0.7% 61% False False 70,050
120 1.6300 1.4823 0.1477 9.5% 0.0101 0.6% 53% False False 58,377
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 0.0023
Widest range in 217 trading days
Fibonacci Retracements and Extensions
4.250 1.6972
2.618 1.6477
1.618 1.6174
1.000 1.5987
0.618 1.5871
HIGH 1.5684
0.618 1.5568
0.500 1.5533
0.382 1.5497
LOW 1.5381
0.618 1.5194
1.000 1.5078
1.618 1.4891
2.618 1.4588
4.250 1.4093
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 1.5583 1.5565
PP 1.5558 1.5521
S1 1.5533 1.5478

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

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