CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 28-Aug-2013
Day Change Summary
Previous Current
27-Aug-2013 28-Aug-2013 Change Change % Previous Week
Open 1.5572 1.5533 -0.0039 -0.3% 1.5610
High 1.5577 1.5538 -0.0039 -0.3% 1.5700
Low 1.5472 1.5420 -0.0052 -0.3% 1.5528
Close 1.5528 1.5515 -0.0013 -0.1% 1.5562
Range 0.0105 0.0118 0.0013 12.4% 0.0172
ATR 0.0100 0.0101 0.0001 1.3% 0.0000
Volume 242 588 346 143.0% 2,296
Daily Pivots for day following 28-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.5845 1.5798 1.5580
R3 1.5727 1.5680 1.5547
R2 1.5609 1.5609 1.5537
R1 1.5562 1.5562 1.5526 1.5527
PP 1.5491 1.5491 1.5491 1.5473
S1 1.5444 1.5444 1.5504 1.5409
S2 1.5373 1.5373 1.5493
S3 1.5255 1.5326 1.5483
S4 1.5137 1.5208 1.5450
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.6113 1.6009 1.5657
R3 1.5941 1.5837 1.5609
R2 1.5769 1.5769 1.5594
R1 1.5665 1.5665 1.5578 1.5631
PP 1.5597 1.5597 1.5597 1.5580
S1 1.5493 1.5493 1.5546 1.5459
S2 1.5425 1.5425 1.5530
S3 1.5253 1.5321 1.5515
S4 1.5081 1.5149 1.5467
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5647 1.5420 0.0227 1.5% 0.0097 0.6% 42% False True 560
10 1.5700 1.5420 0.0280 1.8% 0.0090 0.6% 34% False True 484
20 1.5700 1.5094 0.0606 3.9% 0.0100 0.6% 69% False False 293
40 1.5700 1.4798 0.0902 5.8% 0.0107 0.7% 79% False False 183
60 1.5710 1.4798 0.0912 5.9% 0.0097 0.6% 79% False False 137
80 1.5710 1.4798 0.0912 5.9% 0.0077 0.5% 79% False False 105
100 1.5710 1.4798 0.0912 5.9% 0.0066 0.4% 79% False False 84
120 1.5710 1.4798 0.0912 5.9% 0.0058 0.4% 79% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.6040
2.618 1.5847
1.618 1.5729
1.000 1.5656
0.618 1.5611
HIGH 1.5538
0.618 1.5493
0.500 1.5479
0.382 1.5465
LOW 1.5420
0.618 1.5347
1.000 1.5302
1.618 1.5229
2.618 1.5111
4.250 1.4919
Fisher Pivots for day following 28-Aug-2013
Pivot 1 day 3 day
R1 1.5503 1.5513
PP 1.5491 1.5511
S1 1.5479 1.5509

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

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