CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 22-Apr-2013
Day Change Summary
Previous Current
19-Apr-2013 22-Apr-2013 Change Change % Previous Week
Open 1.5320 1.5204 -0.0116 -0.8% 1.5335
High 1.5340 1.5276 -0.0064 -0.4% 1.5360
Low 1.5218 1.5204 -0.0014 -0.1% 1.5218
Close 1.5218 1.5267 0.0049 0.3% 1.5218
Range 0.0122 0.0072 -0.0050 -41.0% 0.0142
ATR 0.0087 0.0086 -0.0001 -1.3% 0.0000
Volume 9 24 15 166.7% 94
Daily Pivots for day following 22-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.5465 1.5438 1.5307
R3 1.5393 1.5366 1.5287
R2 1.5321 1.5321 1.5280
R1 1.5294 1.5294 1.5274 1.5308
PP 1.5249 1.5249 1.5249 1.5256
S1 1.5222 1.5222 1.5260 1.5236
S2 1.5177 1.5177 1.5254
S3 1.5105 1.5150 1.5247
S4 1.5033 1.5078 1.5227
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 1.5204 0.0156 1.0% 0.0069 0.5% 40% False True 21
10 1.5388 1.5204 0.0184 1.2% 0.0060 0.4% 34% False True 32
20 1.5388 1.5060 0.0328 2.1% 0.0075 0.5% 63% False False 35
40 1.5388 1.4830 0.0558 3.7% 0.0066 0.4% 78% False False 24
60 1.5840 1.4830 0.1010 6.6% 0.0047 0.3% 43% False False 21
80 1.6231 1.4830 0.1401 9.2% 0.0036 0.2% 31% False False 16
100 1.6269 1.4830 0.1439 9.4% 0.0029 0.2% 30% False False 13
120 1.6269 1.4830 0.1439 9.4% 0.0024 0.2% 30% False False 11
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5582
2.618 1.5464
1.618 1.5392
1.000 1.5348
0.618 1.5320
HIGH 1.5276
0.618 1.5248
0.500 1.5240
0.382 1.5232
LOW 1.5204
0.618 1.5160
1.000 1.5132
1.618 1.5088
2.618 1.5016
4.250 1.4898
Fisher Pivots for day following 22-Apr-2013
Pivot 1 day 3 day
R1 1.5258 1.5272
PP 1.5249 1.5270
S1 1.5240 1.5269

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

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