CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 06-Mar-2013
Day Change Summary
Previous Current
05-Mar-2013 06-Mar-2013 Change Change % Previous Week
Open 1.5160 1.5040 -0.0120 -0.8% 1.5100
High 1.5183 1.5040 -0.0143 -0.9% 1.5224
Low 1.5101 1.5014 -0.0087 -0.6% 1.4995
Close 1.5101 1.5030 -0.0071 -0.5% 1.5007
Range 0.0082 0.0026 -0.0056 -68.3% 0.0229
ATR 0.0075 0.0076 0.0001 1.2% 0.0000
Volume 4 4 0 0.0% 6
Daily Pivots for day following 06-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.5106 1.5094 1.5044
R3 1.5080 1.5068 1.5037
R2 1.5054 1.5054 1.5035
R1 1.5042 1.5042 1.5032 1.5035
PP 1.5028 1.5028 1.5028 1.5025
S1 1.5016 1.5016 1.5028 1.5009
S2 1.5002 1.5002 1.5025
S3 1.4976 1.4990 1.5023
S4 1.4950 1.4964 1.5016
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% 0.0068 0.4% 15% False False 3
10 1.5249 1.4995 0.0254 1.7% 0.0047 0.3% 14% False False 2
20 1.5781 1.4995 0.0786 5.2% 0.0029 0.2% 4% False False 7
40 1.6137 1.4995 0.1142 7.6% 0.0017 0.1% 3% False False 7
60 1.6269 1.4995 0.1274 8.5% 0.0011 0.1% 3% False False 5
80 1.6269 1.4995 0.1274 8.5% 0.0009 0.1% 3% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0002
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.5151
2.618 1.5108
1.618 1.5082
1.000 1.5066
0.618 1.5056
HIGH 1.5040
0.618 1.5030
0.500 1.5027
0.382 1.5024
LOW 1.5014
0.618 1.4998
1.000 1.4988
1.618 1.4972
2.618 1.4946
4.250 1.4904
Fisher Pivots for day following 06-Mar-2013
Pivot 1 day 3 day
R1 1.5029 1.5093
PP 1.5028 1.5072
S1 1.5027 1.5051

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

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