CME British Pound Future June 2013


Trading Metrics calculated at close of trading on 13-Jun-2013
Day Change Summary
Previous Current
12-Jun-2013 13-Jun-2013 Change Change % Previous Week
Open 1.5644 1.5680 0.0036 0.2% 1.5196
High 1.5700 1.5738 0.0038 0.2% 1.5684
Low 1.5633 1.5646 0.0013 0.1% 1.5191
Close 1.5677 1.5697 0.0020 0.1% 1.5558
Range 0.0067 0.0092 0.0025 37.3% 0.0493
ATR 0.0126 0.0124 -0.0002 -1.9% 0.0000
Volume 165,791 136,240 -29,551 -17.8% 812,461
Daily Pivots for day following 13-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.5970 1.5925 1.5748
R3 1.5878 1.5833 1.5722
R2 1.5786 1.5786 1.5714
R1 1.5741 1.5741 1.5705 1.5764
PP 1.5694 1.5694 1.5694 1.5705
S1 1.5649 1.5649 1.5689 1.5672
S2 1.5602 1.5602 1.5680
S3 1.5510 1.5557 1.5672
S4 1.5418 1.5465 1.5646
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.6957 1.6750 1.5829
R3 1.6464 1.6257 1.5694
R2 1.5971 1.5971 1.5648
R1 1.5764 1.5764 1.5603 1.5868
PP 1.5478 1.5478 1.5478 1.5529
S1 1.5271 1.5271 1.5513 1.5375
S2 1.4985 1.4985 1.5468
S3 1.4492 1.4778 1.5422
S4 1.3999 1.4285 1.5287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5738 1.5490 0.0248 1.6% 0.0102 0.6% 83% True False 161,249
10 1.5738 1.5138 0.0600 3.8% 0.0129 0.8% 93% True False 157,032
20 1.5738 1.5006 0.0732 4.7% 0.0129 0.8% 94% True False 143,679
40 1.5738 1.5006 0.0732 4.7% 0.0120 0.8% 94% True False 125,353
60 1.5738 1.5006 0.0732 4.7% 0.0117 0.7% 94% True False 117,902
80 1.5738 1.4823 0.0915 5.8% 0.0119 0.8% 96% True False 97,611
100 1.5867 1.4823 0.1044 6.7% 0.0114 0.7% 84% False False 78,110
120 1.6300 1.4823 0.1477 9.4% 0.0104 0.7% 59% False False 65,096
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 True
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 1.6129
2.618 1.5979
1.618 1.5887
1.000 1.5830
0.618 1.5795
HIGH 1.5738
0.618 1.5703
0.500 1.5692
0.382 1.5681
LOW 1.5646
0.618 1.5589
1.000 1.5554
1.618 1.5497
2.618 1.5405
4.250 1.5255
Fisher Pivots for day following 13-Jun-2013
Pivot 1 day 3 day
R1 1.5695 1.5674
PP 1.5694 1.5652
S1 1.5692 1.5629

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

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