CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 26-Apr-2013
Day Change Summary
Previous Current
25-Apr-2013 26-Apr-2013 Change Change % Previous Week
Open 1.5306 1.5425 0.0119 0.8% 1.5204
High 1.5455 1.5485 0.0030 0.2% 1.5485
Low 1.5300 1.5425 0.0125 0.8% 1.5180
Close 1.5432 1.5475 0.0043 0.3% 1.5475
Range 0.0155 0.0060 -0.0095 -61.3% 0.0305
ATR 0.0090 0.0088 -0.0002 -2.4% 0.0000
Volume 5 136 131 2,620.0% 190
Daily Pivots for day following 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.5642 1.5618 1.5508
R3 1.5582 1.5558 1.5492
R2 1.5522 1.5522 1.5486
R1 1.5498 1.5498 1.5481 1.5510
PP 1.5462 1.5462 1.5462 1.5468
S1 1.5438 1.5438 1.5470 1.5450
S2 1.5402 1.5402 1.5464
S3 1.5342 1.5378 1.5459
S4 1.5282 1.5318 1.5442
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.6295 1.6190 1.5643
R3 1.5990 1.5885 1.5559
R2 1.5685 1.5685 1.5531
R1 1.5580 1.5580 1.5503 1.5633
PP 1.5380 1.5380 1.5380 1.5406
S1 1.5275 1.5275 1.5447 1.5328
S2 1.5075 1.5075 1.5419
S3 1.4770 1.4970 1.5391
S4 1.4465 1.4665 1.5307
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5485 1.5180 0.0305 2.0% 0.0071 0.5% 97% True False 38
10 1.5485 1.5180 0.0305 2.0% 0.0070 0.5% 97% True False 28
20 1.5485 1.5060 0.0425 2.7% 0.0077 0.5% 98% True False 40
40 1.5485 1.4830 0.0655 4.2% 0.0069 0.4% 98% True False 29
60 1.5840 1.4830 0.1010 6.5% 0.0051 0.3% 64% False False 23
80 1.6231 1.4830 0.1401 9.1% 0.0040 0.3% 46% False False 18
100 1.6269 1.4830 0.1439 9.3% 0.0032 0.2% 45% False False 14
120 1.6269 1.4830 0.1439 9.3% 0.0026 0.2% 45% False False 12
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 False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5740
2.618 1.5642
1.618 1.5582
1.000 1.5545
0.618 1.5522
HIGH 1.5485
0.618 1.5462
0.500 1.5455
0.382 1.5448
LOW 1.5425
0.618 1.5388
1.000 1.5365
1.618 1.5328
2.618 1.5268
4.250 1.5170
Fisher Pivots for day following 26-Apr-2013
Pivot 1 day 3 day
R1 1.5468 1.5440
PP 1.5462 1.5405
S1 1.5455 1.5370

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

View Archives - Comment on this page... - Back to Index of Symbols