CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 26-Mar-2013
Day Change Summary
Previous Current
25-Mar-2013 26-Mar-2013 Change Change % Previous Week
Open 1.5239 1.5164 -0.0075 -0.5% 1.5110
High 1.5245 1.5180 -0.0065 -0.4% 1.5232
Low 1.5140 1.5147 0.0007 0.0% 1.5033
Close 1.5171 1.5147 -0.0024 -0.2% 1.5218
Range 0.0105 0.0033 -0.0072 -68.6% 0.0199
ATR 0.0078 0.0075 -0.0003 -4.1% 0.0000
Volume 30 21 -9 -30.0% 240
Daily Pivots for day following 26-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.5257 1.5235 1.5165
R3 1.5224 1.5202 1.5156
R2 1.5191 1.5191 1.5153
R1 1.5169 1.5169 1.5150 1.5164
PP 1.5158 1.5158 1.5158 1.5155
S1 1.5136 1.5136 1.5144 1.5131
S2 1.5125 1.5125 1.5141
S3 1.5092 1.5103 1.5138
S4 1.5059 1.5070 1.5129
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% 0.0082 0.5% 54% False False 56
10 1.5245 1.4912 0.0333 2.2% 0.0054 0.4% 71% False False 30
20 1.5245 1.4830 0.0415 2.7% 0.0061 0.4% 76% False False 17
40 1.5840 1.4830 0.1010 6.7% 0.0037 0.2% 31% False False 15
60 1.6231 1.4830 0.1401 9.2% 0.0026 0.2% 23% False False 10
80 1.6269 1.4830 0.1439 9.5% 0.0019 0.1% 22% False False 8
100 1.6269 1.4830 0.1439 9.5% 0.0015 0.1% 22% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5320
2.618 1.5266
1.618 1.5233
1.000 1.5213
0.618 1.5200
HIGH 1.5180
0.618 1.5167
0.500 1.5164
0.382 1.5160
LOW 1.5147
0.618 1.5127
1.000 1.5114
1.618 1.5094
2.618 1.5061
4.250 1.5007
Fisher Pivots for day following 26-Mar-2013
Pivot 1 day 3 day
R1 1.5164 1.5193
PP 1.5158 1.5177
S1 1.5153 1.5162

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

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