CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 11-Jan-2013
Day Change Summary
Previous Current
10-Jan-2013 11-Jan-2013 Change Change % Previous Week
Open 1.6088 1.6106 0.0018 0.1% 1.6090
High 1.6137 1.6106 -0.0031 -0.2% 1.6137
Low 1.6088 1.6106 0.0018 0.1% 1.6001
Close 1.6137 1.6106 -0.0031 -0.2% 1.6106
Range 0.0049 0.0000 -0.0049 -100.0% 0.0136
ATR 0.0051 0.0049 -0.0001 -2.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.6106 1.6106 1.6106
R3 1.6106 1.6106 1.6106
R2 1.6106 1.6106 1.6106
R1 1.6106 1.6106 1.6106 1.6106
PP 1.6106 1.6106 1.6106 1.6106
S1 1.6106 1.6106 1.6106 1.6106
S2 1.6106 1.6106 1.6106
S3 1.6106 1.6106 1.6106
S4 1.6106 1.6106 1.6106
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.6489 1.6434 1.6181
R3 1.6353 1.6298 1.6143
R2 1.6217 1.6217 1.6131
R1 1.6162 1.6162 1.6118 1.6190
PP 1.6081 1.6081 1.6081 1.6095
S1 1.6026 1.6026 1.6094 1.6054
S2 1.5945 1.5945 1.6081
S3 1.5809 1.5890 1.6069
S4 1.5673 1.5754 1.6031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6137 1.6001 0.0136 0.8% 0.0010 0.1% 77% False False 1
10 1.6231 1.6001 0.0230 1.4% 0.0005 0.0% 46% False False 1
20 1.6269 1.6001 0.0268 1.7% 0.0002 0.0% 39% False False 1
40 1.6269 1.5841 0.0428 2.7% 0.0001 0.0% 62% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6106
2.618 1.6106
1.618 1.6106
1.000 1.6106
0.618 1.6106
HIGH 1.6106
0.618 1.6106
0.500 1.6106
0.382 1.6106
LOW 1.6106
0.618 1.6106
1.000 1.6106
1.618 1.6106
2.618 1.6106
4.250 1.6106
Fisher Pivots for day following 11-Jan-2013
Pivot 1 day 3 day
R1 1.6106 1.6094
PP 1.6106 1.6081
S1 1.6106 1.6069

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

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