CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 23-Sep-2013
Day Change Summary
Previous Current
20-Sep-2013 23-Sep-2013 Change Change % Previous Week
Open 1.6020 1.5994 -0.0026 -0.2% 1.5923
High 1.6057 1.6063 0.0006 0.0% 1.6153
Low 1.5977 1.5989 0.0012 0.1% 1.5869
Close 1.6010 1.6038 0.0028 0.2% 1.6010
Range 0.0080 0.0074 -0.0006 -7.5% 0.0284
ATR 0.0103 0.0101 -0.0002 -2.0% 0.0000
Volume 89,228 72,309 -16,919 -19.0% 546,450
Daily Pivots for day following 23-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.6252 1.6219 1.6079
R3 1.6178 1.6145 1.6058
R2 1.6104 1.6104 1.6052
R1 1.6071 1.6071 1.6045 1.6088
PP 1.6030 1.6030 1.6030 1.6038
S1 1.5997 1.5997 1.6031 1.6014
S2 1.5956 1.5956 1.6024
S3 1.5882 1.5923 1.6018
S4 1.5808 1.5849 1.5997
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.6863 1.6720 1.6166
R3 1.6579 1.6436 1.6088
R2 1.6295 1.6295 1.6062
R1 1.6152 1.6152 1.6036 1.6224
PP 1.6011 1.6011 1.6011 1.6046
S1 1.5868 1.5868 1.5984 1.5940
S2 1.5727 1.5727 1.5958
S3 1.5443 1.5584 1.5932
S4 1.5159 1.5300 1.5854
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6153 1.5876 0.0277 1.7% 0.0120 0.7% 58% False False 105,538
10 1.6153 1.5674 0.0479 3.0% 0.0103 0.6% 76% False False 91,068
20 1.6153 1.5420 0.0733 4.6% 0.0096 0.6% 84% False False 47,856
40 1.6153 1.5094 0.1059 6.6% 0.0099 0.6% 89% False False 24,053
60 1.6153 1.4798 0.1355 8.4% 0.0102 0.6% 92% False False 16,056
80 1.6153 1.4798 0.1355 8.4% 0.0094 0.6% 92% False False 12,052
100 1.6153 1.4798 0.1355 8.4% 0.0078 0.5% 92% False False 9,643
120 1.6153 1.4798 0.1355 8.4% 0.0071 0.4% 92% False False 8,036
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6378
2.618 1.6257
1.618 1.6183
1.000 1.6137
0.618 1.6109
HIGH 1.6063
0.618 1.6035
0.500 1.6026
0.382 1.6017
LOW 1.5989
0.618 1.5943
1.000 1.5915
1.618 1.5869
2.618 1.5795
4.250 1.5675
Fisher Pivots for day following 23-Sep-2013
Pivot 1 day 3 day
R1 1.6034 1.6057
PP 1.6030 1.6051
S1 1.6026 1.6044

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

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