CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 08-Mar-2013
Day Change Summary
Previous Current
07-Mar-2013 08-Mar-2013 Change Change % Previous Week
Open 1.4966 1.5016 0.0050 0.3% 1.5002
High 1.5054 1.5016 -0.0038 -0.3% 1.5183
Low 1.4966 1.4896 -0.0070 -0.5% 1.4896
Close 1.5004 1.4922 -0.0082 -0.5% 1.4922
Range 0.0088 0.0120 0.0032 36.4% 0.0287
ATR 0.0077 0.0080 0.0003 4.0% 0.0000
Volume 7 7 0 0.0% 27
Daily Pivots for day following 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.5305 1.5233 1.4988
R3 1.5185 1.5113 1.4955
R2 1.5065 1.5065 1.4944
R1 1.4993 1.4993 1.4933 1.4969
PP 1.4945 1.4945 1.4945 1.4933
S1 1.4873 1.4873 1.4911 1.4849
S2 1.4825 1.4825 1.4900
S3 1.4705 1.4753 1.4889
S4 1.4585 1.4633 1.4856
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.5861 1.5679 1.5080
R3 1.5574 1.5392 1.5001
R2 1.5287 1.5287 1.4975
R1 1.5105 1.5105 1.4948 1.5053
PP 1.5000 1.5000 1.5000 1.4974
S1 1.4818 1.4818 1.4896 1.4766
S2 1.4713 1.4713 1.4869
S3 1.4426 1.4531 1.4843
S4 1.4139 1.4244 1.4764
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5183 1.4896 0.0287 1.9% 0.0083 0.6% 9% False True 5
10 1.5224 1.4896 0.0328 2.2% 0.0066 0.4% 8% False True 3
20 1.5781 1.4896 0.0885 5.9% 0.0040 0.3% 3% False True 5
40 1.6137 1.4896 0.1241 8.3% 0.0022 0.1% 2% False True 8
60 1.6269 1.4896 0.1373 9.2% 0.0015 0.1% 2% False True 5
80 1.6269 1.4896 0.1373 9.2% 0.0011 0.1% 2% False True 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 0.0002
Widest range in 96 trading days
Fibonacci Retracements and Extensions
4.250 1.5526
2.618 1.5330
1.618 1.5210
1.000 1.5136
0.618 1.5090
HIGH 1.5016
0.618 1.4970
0.500 1.4956
0.382 1.4942
LOW 1.4896
0.618 1.4822
1.000 1.4776
1.618 1.4702
2.618 1.4582
4.250 1.4386
Fisher Pivots for day following 08-Mar-2013
Pivot 1 day 3 day
R1 1.4956 1.4975
PP 1.4945 1.4957
S1 1.4933 1.4940

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

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