CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 21-Feb-2013
Day Change Summary
Previous Current
20-Feb-2013 21-Feb-2013 Change Change % Previous Week
Open 1.5300 1.5249 -0.0051 -0.3% 1.5648
High 1.5300 1.5249 -0.0051 -0.3% 1.5648
Low 1.5230 1.5228 -0.0002 0.0% 1.5468
Close 1.5230 1.5228 -0.0002 0.0% 1.5498
Range 0.0070 0.0021 -0.0049 -70.0% 0.0180
ATR 0.0070 0.0066 -0.0003 -5.0% 0.0000
Volume 1 1 0 0.0% 50
Daily Pivots for day following 21-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.5298 1.5284 1.5240
R3 1.5277 1.5263 1.5234
R2 1.5256 1.5256 1.5232
R1 1.5242 1.5242 1.5230 1.5239
PP 1.5235 1.5235 1.5235 1.5233
S1 1.5221 1.5221 1.5226 1.5218
S2 1.5214 1.5214 1.5224
S3 1.5193 1.5200 1.5222
S4 1.5172 1.5179 1.5216
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.6078 1.5968 1.5597
R3 1.5898 1.5788 1.5548
R2 1.5718 1.5718 1.5531
R1 1.5608 1.5608 1.5515 1.5573
PP 1.5538 1.5538 1.5538 1.5521
S1 1.5428 1.5428 1.5482 1.5393
S2 1.5358 1.5358 1.5465
S3 1.5178 1.5248 1.5449
S4 1.4998 1.5068 1.5399
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5498 1.5228 0.0270 1.8% 0.0026 0.2% 0% False True
10 1.5781 1.5228 0.0553 3.6% 0.0013 0.1% 0% False True 10
20 1.5840 1.5228 0.0612 4.0% 0.0009 0.1% 0% False True 14
40 1.6231 1.5228 0.1003 6.6% 0.0006 0.0% 0% False True 7
60 1.6269 1.5228 0.1041 6.8% 0.0004 0.0% 0% False True 5
80 1.6269 1.5228 0.1041 6.8% 0.0003 0.0% 0% False True 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5338
2.618 1.5304
1.618 1.5283
1.000 1.5270
0.618 1.5262
HIGH 1.5249
0.618 1.5241
0.500 1.5239
0.382 1.5236
LOW 1.5228
0.618 1.5215
1.000 1.5207
1.618 1.5194
2.618 1.5173
4.250 1.5139
Fisher Pivots for day following 21-Feb-2013
Pivot 1 day 3 day
R1 1.5239 1.5339
PP 1.5235 1.5302
S1 1.5232 1.5265

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

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