CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 02-Apr-2013
Day Change Summary
Previous Current
01-Apr-2013 02-Apr-2013 Change Change % Previous Week
Open 1.5178 1.5094 -0.0084 -0.6% 1.5168
High 1.5216 1.5094 -0.0122 -0.8% 1.5168
Low 1.5178 1.5094 -0.0084 -0.6% 1.5116
Close 1.5216 1.5094 -0.0122 -0.8% 1.5158
Range 0.0038 0.0000 -0.0038 -100.0% 0.0052
ATR 0.0043 0.0049 0.0006 13.2% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 02-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.5094 1.5094 1.5094
R3 1.5094 1.5094 1.5094
R2 1.5094 1.5094 1.5094
R1 1.5094 1.5094 1.5094 1.5094
PP 1.5094 1.5094 1.5094 1.5094
S1 1.5094 1.5094 1.5094 1.5094
S2 1.5094 1.5094 1.5094
S3 1.5094 1.5094 1.5094
S4 1.5094 1.5094 1.5094
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 1.5303 1.5283 1.5187
R3 1.5251 1.5231 1.5172
R2 1.5199 1.5199 1.5168
R1 1.5179 1.5179 1.5163 1.5163
PP 1.5147 1.5147 1.5147 1.5140
S1 1.5127 1.5127 1.5153 1.5111
S2 1.5095 1.5095 1.5148
S3 1.5043 1.5075 1.5144
S4 1.4991 1.5023 1.5129
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5216 1.5094 0.0122 0.8% 0.0008 0.1% 0% False True 1
10 1.5216 1.5089 0.0127 0.8% 0.0005 0.0% 4% False False 1
20 1.5216 1.4897 0.0319 2.1% 0.0009 0.1% 62% False False 1
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5094
2.618 1.5094
1.618 1.5094
1.000 1.5094
0.618 1.5094
HIGH 1.5094
0.618 1.5094
0.500 1.5094
0.382 1.5094
LOW 1.5094
0.618 1.5094
1.000 1.5094
1.618 1.5094
2.618 1.5094
4.250 1.5094
Fisher Pivots for day following 02-Apr-2013
Pivot 1 day 3 day
R1 1.5094 1.5155
PP 1.5094 1.5135
S1 1.5094 1.5114

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

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