CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 1.5706 1.5703 -0.0003 0.0% 1.5527
High 1.5709 1.5743 0.0034 0.2% 1.5728
Low 1.5608 1.5672 0.0064 0.4% 1.5486
Close 1.5693 1.5686 -0.0007 0.0% 1.5693
Range 0.0101 0.0071 -0.0030 -29.7% 0.0242
ATR 0.0115 0.0112 -0.0003 -2.8% 0.0000
Volume 112,803 81,327 -31,476 -27.9% 331,512
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.5913 1.5871 1.5725
R3 1.5842 1.5800 1.5706
R2 1.5771 1.5771 1.5699
R1 1.5729 1.5729 1.5693 1.5715
PP 1.5700 1.5700 1.5700 1.5693
S1 1.5658 1.5658 1.5679 1.5644
S2 1.5629 1.5629 1.5673
S3 1.5558 1.5587 1.5666
S4 1.5487 1.5516 1.5647
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.6362 1.6269 1.5826
R3 1.6120 1.6027 1.5760
R2 1.5878 1.5878 1.5737
R1 1.5785 1.5785 1.5715 1.5832
PP 1.5636 1.5636 1.5636 1.5659
S1 1.5543 1.5543 1.5671 1.5590
S2 1.5394 1.5394 1.5649
S3 1.5152 1.5301 1.5626
S4 1.4910 1.5059 1.5560
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5743 1.5512 0.0231 1.5% 0.0092 0.6% 75% True False 79,650
10 1.5743 1.5264 0.0479 3.1% 0.0115 0.7% 88% True False 43,620
20 1.5743 1.4999 0.0744 4.7% 0.0121 0.8% 92% True False 22,401
40 1.5743 1.4999 0.0744 4.7% 0.0105 0.7% 92% True False 11,249
60 1.5743 1.4999 0.0744 4.7% 0.0095 0.6% 92% True False 7,511
80 1.5743 1.4830 0.0913 5.8% 0.0085 0.5% 94% True False 5,636
100 1.5840 1.4830 0.1010 6.4% 0.0070 0.4% 85% False False 4,512
120 1.6231 1.4830 0.1401 8.9% 0.0058 0.4% 61% False False 3,760
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 0.0025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6045
2.618 1.5929
1.618 1.5858
1.000 1.5814
0.618 1.5787
HIGH 1.5743
0.618 1.5716
0.500 1.5708
0.382 1.5699
LOW 1.5672
0.618 1.5628
1.000 1.5601
1.618 1.5557
2.618 1.5486
4.250 1.5370
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 1.5708 1.5683
PP 1.5700 1.5679
S1 1.5693 1.5676

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

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