CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 1.5040 1.4966 -0.0074 -0.5% 1.5100
High 1.5040 1.5054 0.0014 0.1% 1.5224
Low 1.5014 1.4966 -0.0048 -0.3% 1.4995
Close 1.5030 1.5004 -0.0026 -0.2% 1.5007
Range 0.0026 0.0088 0.0062 238.5% 0.0229
ATR 0.0076 0.0077 0.0001 1.2% 0.0000
Volume 4 7 3 75.0% 6
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.5272 1.5226 1.5052
R3 1.5184 1.5138 1.5028
R2 1.5096 1.5096 1.5020
R1 1.5050 1.5050 1.5012 1.5073
PP 1.5008 1.5008 1.5008 1.5020
S1 1.4962 1.4962 1.4996 1.4985
S2 1.4920 1.4920 1.4988
S3 1.4832 1.4874 1.4980
S4 1.4744 1.4786 1.4956
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 1.5183 1.4966 0.0217 1.4% 0.0073 0.5% 18% False True 4
10 1.5227 1.4966 0.0261 1.7% 0.0054 0.4% 15% False True 2
20 1.5781 1.4966 0.0815 5.4% 0.0034 0.2% 5% False True 6
40 1.6137 1.4966 0.1171 7.8% 0.0019 0.1% 3% False True 7
60 1.6269 1.4966 0.1303 8.7% 0.0013 0.1% 3% False True 5
80 1.6269 1.4966 0.1303 8.7% 0.0010 0.1% 3% False True 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5428
2.618 1.5284
1.618 1.5196
1.000 1.5142
0.618 1.5108
HIGH 1.5054
0.618 1.5020
0.500 1.5010
0.382 1.5000
LOW 1.4966
0.618 1.4912
1.000 1.4878
1.618 1.4824
2.618 1.4736
4.250 1.4592
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 1.5010 1.5075
PP 1.5008 1.5051
S1 1.5006 1.5028

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

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