CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 19-Apr-2013
Day Change Summary
Previous Current
18-Apr-2013 19-Apr-2013 Change Change % Previous Week
Open 1.5273 1.5320 0.0047 0.3% 1.5335
High 1.5283 1.5340 0.0057 0.4% 1.5360
Low 1.5273 1.5218 -0.0055 -0.4% 1.5218
Close 1.5274 1.5218 -0.0056 -0.4% 1.5218
Range 0.0010 0.0122 0.0112 1,120.0% 0.0142
ATR 0.0085 0.0087 0.0003 3.1% 0.0000
Volume 62 9 -53 -85.5% 94
Daily Pivots for day following 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.5625 1.5543 1.5285
R3 1.5503 1.5421 1.5252
R2 1.5381 1.5381 1.5240
R1 1.5299 1.5299 1.5229 1.5279
PP 1.5259 1.5259 1.5259 1.5249
S1 1.5177 1.5177 1.5207 1.5157
S2 1.5137 1.5137 1.5196
S3 1.5015 1.5055 1.5184
S4 1.4893 1.4933 1.5151
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.5691 1.5597 1.5296
R3 1.5549 1.5455 1.5257
R2 1.5407 1.5407 1.5244
R1 1.5313 1.5313 1.5231 1.5289
PP 1.5265 1.5265 1.5265 1.5254
S1 1.5171 1.5171 1.5205 1.5147
S2 1.5123 1.5123 1.5192
S3 1.4981 1.5029 1.5179
S4 1.4839 1.4887 1.5140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5360 1.5218 0.0142 0.9% 0.0070 0.5% 0% False True 18
10 1.5388 1.5218 0.0170 1.1% 0.0063 0.4% 0% False True 40
20 1.5388 1.5060 0.0328 2.2% 0.0075 0.5% 48% False False 36
40 1.5388 1.4830 0.0558 3.7% 0.0065 0.4% 70% False False 24
60 1.5840 1.4830 0.1010 6.6% 0.0046 0.3% 38% False False 20
80 1.6231 1.4830 0.1401 9.2% 0.0035 0.2% 28% False False 15
100 1.6269 1.4830 0.1439 9.5% 0.0028 0.2% 27% False False 12
120 1.6269 1.4830 0.1439 9.5% 0.0024 0.2% 27% False False 10
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5859
2.618 1.5659
1.618 1.5537
1.000 1.5462
0.618 1.5415
HIGH 1.5340
0.618 1.5293
0.500 1.5279
0.382 1.5265
LOW 1.5218
0.618 1.5143
1.000 1.5096
1.618 1.5021
2.618 1.4899
4.250 1.4700
Fisher Pivots for day following 19-Apr-2013
Pivot 1 day 3 day
R1 1.5279 1.5289
PP 1.5259 1.5265
S1 1.5238 1.5242

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

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