CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 30-Oct-2013
Day Change Summary
Previous Current
29-Oct-2013 30-Oct-2013 Change Change % Previous Week
Open 1.6134 1.6043 -0.0091 -0.6% 1.6163
High 1.6153 1.6073 -0.0080 -0.5% 1.6250
Low 1.6016 1.5992 -0.0024 -0.1% 1.6108
Close 1.6041 1.6011 -0.0030 -0.2% 1.6168
Range 0.0137 0.0081 -0.0056 -40.9% 0.0142
ATR 0.0110 0.0108 -0.0002 -1.9% 0.0000
Volume 93,212 93,296 84 0.1% 381,416
Daily Pivots for day following 30-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.6268 1.6221 1.6056
R3 1.6187 1.6140 1.6033
R2 1.6106 1.6106 1.6026
R1 1.6059 1.6059 1.6018 1.6042
PP 1.6025 1.6025 1.6025 1.6017
S1 1.5978 1.5978 1.6004 1.5961
S2 1.5944 1.5944 1.5996
S3 1.5863 1.5897 1.5989
S4 1.5782 1.5816 1.5966
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.6601 1.6527 1.6246
R3 1.6459 1.6385 1.6207
R2 1.6317 1.6317 1.6194
R1 1.6243 1.6243 1.6181 1.6280
PP 1.6175 1.6175 1.6175 1.6194
S1 1.6101 1.6101 1.6155 1.6138
S2 1.6033 1.6033 1.6142
S3 1.5891 1.5959 1.6129
S4 1.5749 1.5817 1.6090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6241 1.5992 0.0249 1.6% 0.0097 0.6% 8% False True 80,086
10 1.6250 1.5933 0.0317 2.0% 0.0112 0.7% 25% False False 82,400
20 1.6250 1.5886 0.0364 2.3% 0.0113 0.7% 34% False False 85,469
40 1.6252 1.5555 0.0697 4.4% 0.0107 0.7% 65% False False 81,947
60 1.6252 1.5198 0.1054 6.6% 0.0102 0.6% 77% False False 54,845
80 1.6252 1.4854 0.1398 8.7% 0.0101 0.6% 83% False False 41,150
100 1.6252 1.4798 0.1454 9.1% 0.0101 0.6% 83% False False 32,932
120 1.6252 1.4798 0.1454 9.1% 0.0089 0.6% 83% False False 27,446
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0027
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.6417
2.618 1.6285
1.618 1.6204
1.000 1.6154
0.618 1.6123
HIGH 1.6073
0.618 1.6042
0.500 1.6033
0.382 1.6023
LOW 1.5992
0.618 1.5942
1.000 1.5911
1.618 1.5861
2.618 1.5780
4.250 1.5648
Fisher Pivots for day following 30-Oct-2013
Pivot 1 day 3 day
R1 1.6033 1.6098
PP 1.6025 1.6069
S1 1.6018 1.6040

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

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