CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 25-Mar-2013
Day Change Summary
Previous Current
22-Mar-2013 25-Mar-2013 Change Change % Previous Week
Open 1.5170 1.5239 0.0069 0.5% 1.5110
High 1.5232 1.5245 0.0013 0.1% 1.5232
Low 1.5170 1.5140 -0.0030 -0.2% 1.5033
Close 1.5218 1.5171 -0.0047 -0.3% 1.5218
Range 0.0062 0.0105 0.0043 69.4% 0.0199
ATR 0.0076 0.0078 0.0002 2.8% 0.0000
Volume 42 30 -12 -28.6% 240
Daily Pivots for day following 25-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.5500 1.5441 1.5229
R3 1.5395 1.5336 1.5200
R2 1.5290 1.5290 1.5190
R1 1.5231 1.5231 1.5181 1.5208
PP 1.5185 1.5185 1.5185 1.5174
S1 1.5126 1.5126 1.5161 1.5103
S2 1.5080 1.5080 1.5152
S3 1.4975 1.5021 1.5142
S4 1.4870 1.4916 1.5113
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.5758 1.5687 1.5327
R3 1.5559 1.5488 1.5273
R2 1.5360 1.5360 1.5254
R1 1.5289 1.5289 1.5236 1.5325
PP 1.5161 1.5161 1.5161 1.5179
S1 1.5090 1.5090 1.5200 1.5126
S2 1.4962 1.4962 1.5182
S3 1.4763 1.4891 1.5163
S4 1.4564 1.4692 1.5109
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5245 1.5033 0.0212 1.4% 0.0077 0.5% 65% True False 53
10 1.5245 1.4830 0.0415 2.7% 0.0060 0.4% 82% True False 28
20 1.5245 1.4830 0.0415 2.7% 0.0059 0.4% 82% True False 16
40 1.5840 1.4830 0.1010 6.7% 0.0036 0.2% 34% False False 15
60 1.6231 1.4830 0.1401 9.2% 0.0025 0.2% 24% False False 10
80 1.6269 1.4830 0.1439 9.5% 0.0019 0.1% 24% False False 8
100 1.6269 1.4830 0.1439 9.5% 0.0015 0.1% 24% False False 6
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5691
2.618 1.5520
1.618 1.5415
1.000 1.5350
0.618 1.5310
HIGH 1.5245
0.618 1.5205
0.500 1.5193
0.382 1.5180
LOW 1.5140
0.618 1.5075
1.000 1.5035
1.618 1.4970
2.618 1.4865
4.250 1.4694
Fisher Pivots for day following 25-Mar-2013
Pivot 1 day 3 day
R1 1.5193 1.5183
PP 1.5185 1.5179
S1 1.5178 1.5175

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

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