CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 18-Oct-2013
Day Change Summary
Previous Current
17-Oct-2013 18-Oct-2013 Change Change % Previous Week
Open 1.5951 1.6154 0.0203 1.3% 1.5965
High 1.6166 1.6218 0.0052 0.3% 1.6218
Low 1.5933 1.6134 0.0201 1.3% 1.5886
Close 1.6151 1.6153 0.0002 0.0% 1.6153
Range 0.0233 0.0084 -0.0149 -63.9% 0.0332
ATR 0.0116 0.0114 -0.0002 -2.0% 0.0000
Volume 125,001 69,946 -55,055 -44.0% 460,671
Daily Pivots for day following 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.6420 1.6371 1.6199
R3 1.6336 1.6287 1.6176
R2 1.6252 1.6252 1.6168
R1 1.6203 1.6203 1.6161 1.6186
PP 1.6168 1.6168 1.6168 1.6160
S1 1.6119 1.6119 1.6145 1.6102
S2 1.6084 1.6084 1.6138
S3 1.6000 1.6035 1.6130
S4 1.5916 1.5951 1.6107
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.7082 1.6949 1.6336
R3 1.6750 1.6617 1.6244
R2 1.6418 1.6418 1.6214
R1 1.6285 1.6285 1.6183 1.6352
PP 1.6086 1.6086 1.6086 1.6119
S1 1.5953 1.5953 1.6123 1.6020
S2 1.5754 1.5754 1.6092
S3 1.5422 1.5621 1.6062
S4 1.5090 1.5289 1.5970
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6218 1.5886 0.0332 2.1% 0.0133 0.8% 80% True False 92,134
10 1.6218 1.5886 0.0332 2.1% 0.0120 0.7% 80% True False 88,373
20 1.6252 1.5886 0.0366 2.3% 0.0110 0.7% 73% False False 88,624
40 1.6252 1.5420 0.0832 5.2% 0.0104 0.6% 88% False False 66,455
60 1.6252 1.5094 0.1158 7.2% 0.0102 0.6% 91% False False 44,372
80 1.6252 1.4798 0.1454 9.0% 0.0105 0.6% 93% False False 33,296
100 1.6252 1.4798 0.1454 9.0% 0.0097 0.6% 93% False False 26,643
120 1.6252 1.4798 0.1454 9.0% 0.0083 0.5% 93% False False 22,204
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 0.0030
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6575
2.618 1.6438
1.618 1.6354
1.000 1.6302
0.618 1.6270
HIGH 1.6218
0.618 1.6186
0.500 1.6176
0.382 1.6166
LOW 1.6134
0.618 1.6082
1.000 1.6050
1.618 1.5998
2.618 1.5914
4.250 1.5777
Fisher Pivots for day following 18-Oct-2013
Pivot 1 day 3 day
R1 1.6176 1.6119
PP 1.6168 1.6086
S1 1.6161 1.6052

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

View Archives - Comment on this page... - Back to Index of Symbols