CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 1.6030 1.6130 0.0100 0.6% 1.5994
High 1.6138 1.6194 0.0056 0.3% 1.6138
Low 1.6021 1.6119 0.0098 0.6% 1.5943
Close 1.6125 1.6177 0.0052 0.3% 1.6125
Range 0.0117 0.0075 -0.0042 -35.9% 0.0195
ATR 0.0102 0.0100 -0.0002 -1.9% 0.0000
Volume 87,743 96,284 8,541 9.7% 411,138
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.6388 1.6358 1.6218
R3 1.6313 1.6283 1.6198
R2 1.6238 1.6238 1.6191
R1 1.6208 1.6208 1.6184 1.6223
PP 1.6163 1.6163 1.6163 1.6171
S1 1.6133 1.6133 1.6170 1.6148
S2 1.6088 1.6088 1.6163
S3 1.6013 1.6058 1.6156
S4 1.5938 1.5983 1.6136
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.6654 1.6584 1.6232
R3 1.6459 1.6389 1.6179
R2 1.6264 1.6264 1.6161
R1 1.6194 1.6194 1.6143 1.6229
PP 1.6069 1.6069 1.6069 1.6086
S1 1.5999 1.5999 1.6107 1.6034
S2 1.5874 1.5874 1.6089
S3 1.5679 1.5804 1.6071
S4 1.5484 1.5609 1.6018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6194 1.5943 0.0251 1.6% 0.0098 0.6% 93% True False 87,022
10 1.6194 1.5876 0.0318 2.0% 0.0109 0.7% 95% True False 96,280
20 1.6194 1.5493 0.0701 4.3% 0.0101 0.6% 98% True False 69,358
40 1.6194 1.5198 0.0996 6.2% 0.0096 0.6% 98% True False 34,919
60 1.6194 1.4798 0.1396 8.6% 0.0098 0.6% 99% True False 23,303
80 1.6194 1.4798 0.1396 8.6% 0.0097 0.6% 99% True False 17,491
100 1.6194 1.4798 0.1396 8.6% 0.0082 0.5% 99% True False 13,994
120 1.6194 1.4798 0.1396 8.6% 0.0073 0.5% 99% True False 11,662
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6513
2.618 1.6390
1.618 1.6315
1.000 1.6269
0.618 1.6240
HIGH 1.6194
0.618 1.6165
0.500 1.6157
0.382 1.6148
LOW 1.6119
0.618 1.6073
1.000 1.6044
1.618 1.5998
2.618 1.5923
4.250 1.5800
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 1.6170 1.6149
PP 1.6163 1.6120
S1 1.6157 1.6092

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

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