CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 28-Mar-2013
Day Change Summary
Previous Current
27-Mar-2013 28-Mar-2013 Change Change % Previous Week
Open 1.5100 1.5125 0.0025 0.2% 1.5110
High 1.5120 1.5180 0.0060 0.4% 1.5232
Low 1.5092 1.5102 0.0010 0.1% 1.5033
Close 1.5118 1.5160 0.0042 0.3% 1.5218
Range 0.0028 0.0078 0.0050 178.6% 0.0199
ATR 0.0073 0.0074 0.0000 0.5% 0.0000
Volume 4 7 3 75.0% 240
Daily Pivots for day following 28-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.5381 1.5349 1.5203
R3 1.5303 1.5271 1.5181
R2 1.5225 1.5225 1.5174
R1 1.5193 1.5193 1.5167 1.5209
PP 1.5147 1.5147 1.5147 1.5156
S1 1.5115 1.5115 1.5153 1.5131
S2 1.5069 1.5069 1.5146
S3 1.4991 1.5037 1.5139
S4 1.4913 1.4959 1.5117
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 1.5092 0.0153 1.0% 0.0061 0.4% 44% False False 20
10 1.5245 1.5033 0.0212 1.4% 0.0057 0.4% 60% False False 30
20 1.5245 1.4830 0.0415 2.7% 0.0061 0.4% 80% False False 17
40 1.5840 1.4830 0.1010 6.7% 0.0038 0.3% 33% False False 14
60 1.6231 1.4830 0.1401 9.2% 0.0027 0.2% 24% False False 10
80 1.6269 1.4830 0.1439 9.5% 0.0020 0.1% 23% False False 8
100 1.6269 1.4830 0.1439 9.5% 0.0016 0.1% 23% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5512
2.618 1.5384
1.618 1.5306
1.000 1.5258
0.618 1.5228
HIGH 1.5180
0.618 1.5150
0.500 1.5141
0.382 1.5132
LOW 1.5102
0.618 1.5054
1.000 1.5024
1.618 1.4976
2.618 1.4898
4.250 1.4771
Fisher Pivots for day following 28-Mar-2013
Pivot 1 day 3 day
R1 1.5154 1.5152
PP 1.5147 1.5144
S1 1.5141 1.5136

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

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