CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 29-Nov-2013
Day Change Summary
Previous Current
27-Nov-2013 29-Nov-2013 Change Change % Previous Week
Open 1.6211 1.6319 0.0108 0.7% 1.6230
High 1.6329 1.6383 0.0054 0.3% 1.6383
Low 1.6195 1.6274 0.0079 0.5% 1.6131
Close 1.6275 1.6360 0.0085 0.5% 1.6360
Range 0.0134 0.0109 -0.0025 -18.7% 0.0252
ATR 0.0104 0.0104 0.0000 0.3% 0.0000
Volume 124,746 113,600 -11,146 -8.9% 409,404
Daily Pivots for day following 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.6666 1.6622 1.6420
R3 1.6557 1.6513 1.6390
R2 1.6448 1.6448 1.6380
R1 1.6404 1.6404 1.6370 1.6426
PP 1.6339 1.6339 1.6339 1.6350
S1 1.6295 1.6295 1.6350 1.6317
S2 1.6230 1.6230 1.6340
S3 1.6121 1.6186 1.6330
S4 1.6012 1.6077 1.6300
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.7047 1.6956 1.6499
R3 1.6795 1.6704 1.6429
R2 1.6543 1.6543 1.6406
R1 1.6452 1.6452 1.6383 1.6498
PP 1.6291 1.6291 1.6291 1.6314
S1 1.6200 1.6200 1.6337 1.6246
S2 1.6039 1.6039 1.6314
S3 1.5787 1.5948 1.6291
S4 1.5535 1.5696 1.6221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6383 1.6131 0.0252 1.5% 0.0099 0.6% 91% True False 95,826
10 1.6383 1.6042 0.0341 2.1% 0.0095 0.6% 93% True False 93,290
20 1.6383 1.5850 0.0533 3.3% 0.0105 0.6% 96% True False 95,737
40 1.6383 1.5850 0.0533 3.3% 0.0109 0.7% 96% True False 90,989
60 1.6383 1.5555 0.0828 5.1% 0.0106 0.6% 97% True False 88,212
80 1.6383 1.5410 0.0973 5.9% 0.0100 0.6% 98% True False 66,376
100 1.6383 1.5025 0.1358 8.3% 0.0101 0.6% 98% True False 53,114
120 1.6383 1.4798 0.1585 9.7% 0.0102 0.6% 99% True False 44,272
Crabel Price Patterns
NR True
NR4 False
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6846
2.618 1.6668
1.618 1.6559
1.000 1.6492
0.618 1.6450
HIGH 1.6383
0.618 1.6341
0.500 1.6329
0.382 1.6316
LOW 1.6274
0.618 1.6207
1.000 1.6165
1.618 1.6098
2.618 1.5989
4.250 1.5811
Fisher Pivots for day following 29-Nov-2013
Pivot 1 day 3 day
R1 1.6350 1.6327
PP 1.6339 1.6293
S1 1.6329 1.6260

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

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