CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 04-Mar-2013
Day Change Summary
Previous Current
01-Mar-2013 04-Mar-2013 Change Change % Previous Week
Open 1.5065 1.5002 -0.0063 -0.4% 1.5100
High 1.5065 1.5101 0.0036 0.2% 1.5224
Low 1.4995 1.5002 0.0007 0.0% 1.4995
Close 1.5007 1.5101 0.0094 0.6% 1.5007
Range 0.0070 0.0099 0.0029 41.4% 0.0229
ATR 0.0072 0.0074 0.0002 2.6% 0.0000
Volume 1 5 4 400.0% 6
Daily Pivots for day following 04-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.5365 1.5332 1.5155
R3 1.5266 1.5233 1.5128
R2 1.5167 1.5167 1.5119
R1 1.5134 1.5134 1.5110 1.5151
PP 1.5068 1.5068 1.5068 1.5076
S1 1.5035 1.5035 1.5092 1.5052
S2 1.4969 1.4969 1.5083
S3 1.4870 1.4936 1.5074
S4 1.4771 1.4837 1.5047
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.5762 1.5614 1.5133
R3 1.5533 1.5385 1.5070
R2 1.5304 1.5304 1.5049
R1 1.5156 1.5156 1.5028 1.5116
PP 1.5075 1.5075 1.5075 1.5055
S1 1.4927 1.4927 1.4986 1.4887
S2 1.4846 1.4846 1.4965
S3 1.4617 1.4698 1.4944
S4 1.4388 1.4469 1.4881
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5224 1.4995 0.0229 1.5% 0.0054 0.4% 46% False False 2
10 1.5450 1.4995 0.0455 3.0% 0.0048 0.3% 23% False False 1
20 1.5781 1.4995 0.0786 5.2% 0.0024 0.2% 13% False False 9
40 1.6137 1.4995 0.1142 7.6% 0.0014 0.1% 9% False False 7
60 1.6269 1.4995 0.1274 8.4% 0.0010 0.1% 8% False False 5
80 1.6269 1.4995 0.1274 8.4% 0.0007 0.0% 8% False False 4
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 92 trading days
Fibonacci Retracements and Extensions
4.250 1.5522
2.618 1.5360
1.618 1.5261
1.000 1.5200
0.618 1.5162
HIGH 1.5101
0.618 1.5063
0.500 1.5052
0.382 1.5040
LOW 1.5002
0.618 1.4941
1.000 1.4903
1.618 1.4842
2.618 1.4743
4.250 1.4581
Fisher Pivots for day following 04-Mar-2013
Pivot 1 day 3 day
R1 1.5085 1.5110
PP 1.5068 1.5107
S1 1.5052 1.5104

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

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