CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 24-Sep-2013
Day Change Summary
Previous Current
23-Sep-2013 24-Sep-2013 Change Change % Previous Week
Open 1.5994 1.6032 0.0038 0.2% 1.5923
High 1.6063 1.6038 -0.0025 -0.2% 1.6153
Low 1.5989 1.5943 -0.0046 -0.3% 1.5869
Close 1.6038 1.5997 -0.0041 -0.3% 1.6010
Range 0.0074 0.0095 0.0021 28.4% 0.0284
ATR 0.0101 0.0101 0.0000 -0.4% 0.0000
Volume 72,309 82,201 9,892 13.7% 546,450
Daily Pivots for day following 24-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.6278 1.6232 1.6049
R3 1.6183 1.6137 1.6023
R2 1.6088 1.6088 1.6014
R1 1.6042 1.6042 1.6006 1.6018
PP 1.5993 1.5993 1.5993 1.5980
S1 1.5947 1.5947 1.5988 1.5923
S2 1.5898 1.5898 1.5980
S3 1.5803 1.5852 1.5971
S4 1.5708 1.5757 1.5945
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 1.5882 0.0271 1.7% 0.0129 0.8% 42% False False 106,254
10 1.6153 1.5709 0.0444 2.8% 0.0106 0.7% 65% False False 95,931
20 1.6153 1.5420 0.0733 4.6% 0.0098 0.6% 79% False False 51,948
40 1.6153 1.5094 0.1059 6.6% 0.0100 0.6% 85% False False 26,107
60 1.6153 1.4798 0.1355 8.5% 0.0102 0.6% 88% False False 17,426
80 1.6153 1.4798 0.1355 8.5% 0.0095 0.6% 88% False False 13,080
100 1.6153 1.4798 0.1355 8.5% 0.0079 0.5% 88% False False 10,465
120 1.6153 1.4798 0.1355 8.5% 0.0071 0.4% 88% False False 8,721
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6442
2.618 1.6287
1.618 1.6192
1.000 1.6133
0.618 1.6097
HIGH 1.6038
0.618 1.6002
0.500 1.5991
0.382 1.5979
LOW 1.5943
0.618 1.5884
1.000 1.5848
1.618 1.5789
2.618 1.5694
4.250 1.5539
Fisher Pivots for day following 24-Sep-2013
Pivot 1 day 3 day
R1 1.5995 1.6003
PP 1.5993 1.6001
S1 1.5991 1.5999

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

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