CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 29-Jan-2013
Day Change Summary
Previous Current
28-Jan-2013 29-Jan-2013 Change Change % Previous Week
Open 1.5688 1.5697 0.0009 0.1% 1.5828
High 1.5688 1.5743 0.0055 0.4% 1.5828
Low 1.5680 1.5697 0.0017 0.1% 1.5775
Close 1.5680 1.5743 0.0063 0.4% 1.5783
Range 0.0008 0.0046 0.0038 475.0% 0.0053
ATR 0.0048 0.0049 0.0001 2.3% 0.0000
Volume 1 25 24 2,400.0% 4
Daily Pivots for day following 29-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.5866 1.5850 1.5768
R3 1.5820 1.5804 1.5756
R2 1.5774 1.5774 1.5751
R1 1.5758 1.5758 1.5747 1.5766
PP 1.5728 1.5728 1.5728 1.5732
S1 1.5712 1.5712 1.5739 1.5720
S2 1.5682 1.5682 1.5735
S3 1.5636 1.5666 1.5730
S4 1.5590 1.5620 1.5718
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 1.5954 1.5922 1.5812
R3 1.5901 1.5869 1.5798
R2 1.5848 1.5848 1.5793
R1 1.5816 1.5816 1.5788 1.5806
PP 1.5795 1.5795 1.5795 1.5790
S1 1.5763 1.5763 1.5778 1.5753
S2 1.5742 1.5742 1.5773
S3 1.5689 1.5710 1.5768
S4 1.5636 1.5657 1.5754
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5824 1.5680 0.0144 0.9% 0.0011 0.1% 44% False False 5
10 1.6041 1.5680 0.0361 2.3% 0.0005 0.0% 17% False False 3
20 1.6231 1.5680 0.0551 3.5% 0.0005 0.0% 11% False False 2
40 1.6269 1.5680 0.0589 3.7% 0.0003 0.0% 11% False False 1
60 1.6269 1.5680 0.0589 3.7% 0.0002 0.0% 11% False False 1
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 0.0000
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.5939
2.618 1.5863
1.618 1.5817
1.000 1.5789
0.618 1.5771
HIGH 1.5743
0.618 1.5725
0.500 1.5720
0.382 1.5715
LOW 1.5697
0.618 1.5669
1.000 1.5651
1.618 1.5623
2.618 1.5577
4.250 1.5502
Fisher Pivots for day following 29-Jan-2013
Pivot 1 day 3 day
R1 1.5735 1.5739
PP 1.5728 1.5735
S1 1.5720 1.5732

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

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