CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 01-May-2013
Day Change Summary
Previous Current
30-Apr-2013 01-May-2013 Change Change % Previous Week
Open 1.5475 1.5528 0.0053 0.3% 1.5204
High 1.5549 1.5578 0.0029 0.2% 1.5485
Low 1.5464 1.5528 0.0064 0.4% 1.5180
Close 1.5518 1.5578 0.0060 0.4% 1.5475
Range 0.0085 0.0050 -0.0035 -41.2% 0.0305
ATR 0.0084 0.0083 -0.0002 -2.1% 0.0000
Volume 17 21 4 23.5% 190
Daily Pivots for day following 01-May-2013
Classic Woodie Camarilla DeMark
R4 1.5711 1.5695 1.5606
R3 1.5661 1.5645 1.5592
R2 1.5611 1.5611 1.5587
R1 1.5595 1.5595 1.5583 1.5603
PP 1.5561 1.5561 1.5561 1.5566
S1 1.5545 1.5545 1.5573 1.5553
S2 1.5511 1.5511 1.5569
S3 1.5461 1.5495 1.5564
S4 1.5411 1.5445 1.5551
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 1.5578 1.5300 0.0278 1.8% 0.0076 0.5% 100% True False 49
10 1.5578 1.5180 0.0398 2.6% 0.0065 0.4% 100% True False 36
20 1.5578 1.5060 0.0518 3.3% 0.0073 0.5% 100% True False 39
40 1.5578 1.4830 0.0748 4.8% 0.0067 0.4% 100% True False 31
60 1.5781 1.4830 0.0951 6.1% 0.0054 0.3% 79% False False 23
80 1.6137 1.4830 0.1307 8.4% 0.0042 0.3% 57% False False 19
100 1.6269 1.4830 0.1439 9.2% 0.0033 0.2% 52% False False 15
120 1.6269 1.4830 0.1439 9.2% 0.0028 0.2% 52% False False 13
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5791
2.618 1.5709
1.618 1.5659
1.000 1.5628
0.618 1.5609
HIGH 1.5578
0.618 1.5559
0.500 1.5553
0.382 1.5547
LOW 1.5528
0.618 1.5497
1.000 1.5478
1.618 1.5447
2.618 1.5397
4.250 1.5316
Fisher Pivots for day following 01-May-2013
Pivot 1 day 3 day
R1 1.5570 1.5559
PP 1.5561 1.5540
S1 1.5553 1.5521

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

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