CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 12-Aug-2013
Day Change Summary
Previous Current
09-Aug-2013 12-Aug-2013 Change Change % Previous Week
Open 1.5523 1.5472 -0.0051 -0.3% 1.5271
High 1.5539 1.5477 -0.0062 -0.4% 1.5550
Low 1.5486 1.5450 -0.0036 -0.2% 1.5198
Close 1.5499 1.5458 -0.0041 -0.3% 1.5499
Range 0.0053 0.0027 -0.0026 -49.1% 0.0352
ATR 0.0113 0.0108 -0.0005 -4.0% 0.0000
Volume 162 131 -31 -19.1% 509
Daily Pivots for day following 12-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.5543 1.5527 1.5473
R3 1.5516 1.5500 1.5465
R2 1.5489 1.5489 1.5463
R1 1.5473 1.5473 1.5460 1.5468
PP 1.5462 1.5462 1.5462 1.5459
S1 1.5446 1.5446 1.5456 1.5441
S2 1.5435 1.5435 1.5453
S3 1.5408 1.5419 1.5451
S4 1.5381 1.5392 1.5443
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.6472 1.6337 1.5693
R3 1.6120 1.5985 1.5596
R2 1.5768 1.5768 1.5564
R1 1.5633 1.5633 1.5531 1.5701
PP 1.5416 1.5416 1.5416 1.5449
S1 1.5281 1.5281 1.5467 1.5349
S2 1.5064 1.5064 1.5434
S3 1.4712 1.4929 1.5402
S4 1.4360 1.4577 1.5305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5550 1.5198 0.0352 2.3% 0.0104 0.7% 74% False False 99
10 1.5550 1.5094 0.0456 2.9% 0.0114 0.7% 80% False False 108
20 1.5550 1.5062 0.0488 3.2% 0.0097 0.6% 81% False False 72
40 1.5710 1.4798 0.0912 5.9% 0.0107 0.7% 72% False False 72
60 1.5710 1.4798 0.0912 5.9% 0.0083 0.5% 72% False False 53
80 1.5710 1.4798 0.0912 5.9% 0.0067 0.4% 72% False False 41
100 1.5710 1.4798 0.0912 5.9% 0.0058 0.4% 72% False False 33
120 1.5710 1.4798 0.0912 5.9% 0.0050 0.3% 72% False False 28
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1.5592
2.618 1.5548
1.618 1.5521
1.000 1.5504
0.618 1.5494
HIGH 1.5477
0.618 1.5467
0.500 1.5464
0.382 1.5460
LOW 1.5450
0.618 1.5433
1.000 1.5423
1.618 1.5406
2.618 1.5379
4.250 1.5335
Fisher Pivots for day following 12-Aug-2013
Pivot 1 day 3 day
R1 1.5464 1.5500
PP 1.5462 1.5486
S1 1.5460 1.5472

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

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