CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 10-Jun-2013
Day Change Summary
Previous Current
07-Jun-2013 10-Jun-2013 Change Change % Previous Week
Open 1.5587 1.5525 -0.0062 -0.4% 1.5308
High 1.5587 1.5569 -0.0018 -0.1% 1.5650
Low 1.5536 1.5525 -0.0011 -0.1% 1.5288
Close 1.5543 1.5569 0.0026 0.2% 1.5543
Range 0.0051 0.0044 -0.0007 -13.7% 0.0362
ATR 0.0085 0.0082 -0.0003 -3.5% 0.0000
Volume 141 53 -88 -62.4% 169
Daily Pivots for day following 10-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.5686 1.5672 1.5593
R3 1.5642 1.5628 1.5581
R2 1.5598 1.5598 1.5577
R1 1.5584 1.5584 1.5573 1.5591
PP 1.5554 1.5554 1.5554 1.5558
S1 1.5540 1.5540 1.5565 1.5547
S2 1.5510 1.5510 1.5561
S3 1.5466 1.5496 1.5557
S4 1.5422 1.5452 1.5545
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.6580 1.6423 1.5742
R3 1.6218 1.6061 1.5643
R2 1.5856 1.5856 1.5609
R1 1.5699 1.5699 1.5576 1.5778
PP 1.5494 1.5494 1.5494 1.5533
S1 1.5337 1.5337 1.5510 1.5416
S2 1.5132 1.5132 1.5477
S3 1.4770 1.4975 1.5443
S4 1.4408 1.4613 1.5344
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5650 1.5288 0.0362 2.3% 0.0064 0.4% 78% False False 44
10 1.5650 1.5048 0.0602 3.9% 0.0041 0.3% 87% False False 26
20 1.5650 1.5021 0.0629 4.0% 0.0026 0.2% 87% False False 15
40 1.5650 1.5021 0.0629 4.0% 0.0026 0.2% 87% False False 10
60 1.5650 1.5021 0.0629 4.0% 0.0024 0.2% 87% False False 7
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5756
2.618 1.5684
1.618 1.5640
1.000 1.5613
0.618 1.5596
HIGH 1.5569
0.618 1.5552
0.500 1.5547
0.382 1.5542
LOW 1.5525
0.618 1.5498
1.000 1.5481
1.618 1.5454
2.618 1.5410
4.250 1.5338
Fisher Pivots for day following 10-Jun-2013
Pivot 1 day 3 day
R1 1.5562 1.5561
PP 1.5554 1.5553
S1 1.5547 1.5545

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

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