CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 19-Sep-2013
Day Change Summary
Previous Current
18-Sep-2013 19-Sep-2013 Change Change % Previous Week
Open 1.5895 1.6125 0.0230 1.4% 1.5623
High 1.6153 1.6137 -0.0016 -0.1% 1.5874
Low 1.5882 1.6013 0.0131 0.8% 1.5619
Close 1.6098 1.6024 -0.0074 -0.5% 1.5869
Range 0.0271 0.0124 -0.0147 -54.2% 0.0255
ATR 0.0104 0.0105 0.0001 1.4% 0.0000
Volume 149,489 138,043 -11,446 -7.7% 315,353
Daily Pivots for day following 19-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.6430 1.6351 1.6092
R3 1.6306 1.6227 1.6058
R2 1.6182 1.6182 1.6047
R1 1.6103 1.6103 1.6035 1.6081
PP 1.6058 1.6058 1.6058 1.6047
S1 1.5979 1.5979 1.6013 1.5957
S2 1.5934 1.5934 1.6001
S3 1.5810 1.5855 1.5990
S4 1.5686 1.5731 1.5956
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.6552 1.6466 1.6009
R3 1.6297 1.6211 1.5939
R2 1.6042 1.6042 1.5916
R1 1.5956 1.5956 1.5892 1.5999
PP 1.5787 1.5787 1.5787 1.5809
S1 1.5701 1.5701 1.5846 1.5744
S2 1.5532 1.5532 1.5822
S3 1.5277 1.5446 1.5799
S4 1.5022 1.5191 1.5729
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6153 1.5766 0.0387 2.4% 0.0128 0.8% 67% False False 112,682
10 1.6153 1.5555 0.0598 3.7% 0.0109 0.7% 78% False False 78,250
20 1.6153 1.5420 0.0733 4.6% 0.0099 0.6% 82% False False 39,860
40 1.6153 1.5094 0.1059 6.6% 0.0099 0.6% 88% False False 20,017
60 1.6153 1.4798 0.1355 8.5% 0.0104 0.6% 90% False False 13,367
80 1.6153 1.4798 0.1355 8.5% 0.0093 0.6% 90% False False 10,033
100 1.6153 1.4798 0.1355 8.5% 0.0077 0.5% 90% False False 8,028
120 1.6153 1.4798 0.1355 8.5% 0.0070 0.4% 90% False False 6,690
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6664
2.618 1.6462
1.618 1.6338
1.000 1.6261
0.618 1.6214
HIGH 1.6137
0.618 1.6090
0.500 1.6075
0.382 1.6060
LOW 1.6013
0.618 1.5936
1.000 1.5889
1.618 1.5812
2.618 1.5688
4.250 1.5486
Fisher Pivots for day following 19-Sep-2013
Pivot 1 day 3 day
R1 1.6075 1.6021
PP 1.6058 1.6018
S1 1.6041 1.6015

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

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