CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 1.5719 1.5815 0.0096 0.6% 1.5509
High 1.5818 1.5831 0.0013 0.1% 1.5670
Low 1.5709 1.5768 0.0059 0.4% 1.5493
Close 1.5815 1.5802 -0.0013 -0.1% 1.5624
Range 0.0109 0.0063 -0.0046 -42.2% 0.0177
ATR 0.0096 0.0094 -0.0002 -2.5% 0.0000
Volume 68,904 83,258 14,354 20.8% 17,949
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.5989 1.5959 1.5837
R3 1.5926 1.5896 1.5819
R2 1.5863 1.5863 1.5814
R1 1.5833 1.5833 1.5808 1.5817
PP 1.5800 1.5800 1.5800 1.5792
S1 1.5770 1.5770 1.5796 1.5754
S2 1.5737 1.5737 1.5790
S3 1.5674 1.5707 1.5785
S4 1.5611 1.5644 1.5767
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.6127 1.6052 1.5721
R3 1.5950 1.5875 1.5673
R2 1.5773 1.5773 1.5656
R1 1.5698 1.5698 1.5640 1.5736
PP 1.5596 1.5596 1.5596 1.5614
S1 1.5521 1.5521 1.5608 1.5559
S2 1.5419 1.5419 1.5592
S3 1.5242 1.5344 1.5575
S4 1.5065 1.5167 1.5527
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5831 1.5555 0.0276 1.7% 0.0090 0.6% 89% True False 43,817
10 1.5831 1.5455 0.0376 2.4% 0.0086 0.5% 92% True False 23,099
20 1.5831 1.5420 0.0411 2.6% 0.0088 0.6% 93% True False 11,791
40 1.5831 1.5094 0.0737 4.7% 0.0092 0.6% 96% True False 5,936
60 1.5831 1.4798 0.1033 6.5% 0.0102 0.6% 97% True False 3,982
80 1.5831 1.4798 0.1033 6.5% 0.0086 0.5% 97% True False 2,991
100 1.5831 1.4798 0.1033 6.5% 0.0073 0.5% 97% True False 2,394
120 1.5831 1.4798 0.1033 6.5% 0.0065 0.4% 97% True False 1,995
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6099
2.618 1.5996
1.618 1.5933
1.000 1.5894
0.618 1.5870
HIGH 1.5831
0.618 1.5807
0.500 1.5800
0.382 1.5792
LOW 1.5768
0.618 1.5729
1.000 1.5705
1.618 1.5666
2.618 1.5603
4.250 1.5500
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 1.5801 1.5786
PP 1.5800 1.5769
S1 1.5800 1.5753

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

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