CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 28-Feb-2013
Day Change Summary
Previous Current
27-Feb-2013 28-Feb-2013 Change Change % Previous Week
Open 1.5100 1.5224 0.0124 0.8% 1.5450
High 1.5138 1.5224 0.0086 0.6% 1.5450
Low 1.5100 1.5163 0.0063 0.4% 1.5227
Close 1.5138 1.5163 0.0025 0.2% 1.5227
Range 0.0038 0.0061 0.0023 60.5% 0.0223
ATR 0.0064 0.0065 0.0002 2.5% 0.0000
Volume 1 2 1 100.0% 4
Daily Pivots for day following 28-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.5366 1.5326 1.5197
R3 1.5305 1.5265 1.5180
R2 1.5244 1.5244 1.5174
R1 1.5204 1.5204 1.5169 1.5194
PP 1.5183 1.5183 1.5183 1.5178
S1 1.5143 1.5143 1.5157 1.5133
S2 1.5122 1.5122 1.5152
S3 1.5061 1.5082 1.5146
S4 1.5000 1.5021 1.5129
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 1.5970 1.5822 1.5350
R3 1.5747 1.5599 1.5288
R2 1.5524 1.5524 1.5268
R1 1.5376 1.5376 1.5247 1.5339
PP 1.5301 1.5301 1.5301 1.5283
S1 1.5153 1.5153 1.5207 1.5116
S2 1.5078 1.5078 1.5186
S3 1.4855 1.4930 1.5166
S4 1.4632 1.4707 1.5104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5227 1.5100 0.0127 0.8% 0.0035 0.2% 50% False False 1
10 1.5498 1.5100 0.0398 2.6% 0.0031 0.2% 16% False False
20 1.5840 1.5100 0.0740 4.9% 0.0015 0.1% 9% False False 11
40 1.6231 1.5100 0.1131 7.5% 0.0010 0.1% 6% False False 7
60 1.6269 1.5100 0.1169 7.7% 0.0007 0.0% 5% False False 5
80 1.6269 1.5100 0.1169 7.7% 0.0005 0.0% 5% False False 4
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5483
2.618 1.5384
1.618 1.5323
1.000 1.5285
0.618 1.5262
HIGH 1.5224
0.618 1.5201
0.500 1.5194
0.382 1.5186
LOW 1.5163
0.618 1.5125
1.000 1.5102
1.618 1.5064
2.618 1.5003
4.250 1.4904
Fisher Pivots for day following 28-Feb-2013
Pivot 1 day 3 day
R1 1.5194 1.5163
PP 1.5183 1.5162
S1 1.5173 1.5162

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

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