CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 04-Dec-2013
Day Change Summary
Previous Current
03-Dec-2013 04-Dec-2013 Change Change % Previous Week
Open 1.6353 1.6386 0.0033 0.2% 1.6230
High 1.6436 1.6403 -0.0033 -0.2% 1.6383
Low 1.6346 1.6325 -0.0021 -0.1% 1.6131
Close 1.6400 1.6377 -0.0023 -0.1% 1.6360
Range 0.0090 0.0078 -0.0012 -13.3% 0.0252
ATR 0.0103 0.0101 -0.0002 -1.7% 0.0000
Volume 79,648 119,478 39,830 50.0% 409,404
Daily Pivots for day following 04-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.6602 1.6568 1.6420
R3 1.6524 1.6490 1.6398
R2 1.6446 1.6446 1.6391
R1 1.6412 1.6412 1.6384 1.6390
PP 1.6368 1.6368 1.6368 1.6358
S1 1.6334 1.6334 1.6370 1.6312
S2 1.6290 1.6290 1.6363
S3 1.6212 1.6256 1.6356
S4 1.6134 1.6178 1.6334
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 1.6442 1.6195 0.0247 1.5% 0.0102 0.6% 74% False False 113,186
10 1.6442 1.6070 0.0372 2.3% 0.0098 0.6% 83% False False 103,466
20 1.6442 1.5850 0.0592 3.6% 0.0102 0.6% 89% False False 98,140
40 1.6442 1.5850 0.0592 3.6% 0.0107 0.7% 89% False False 92,418
60 1.6442 1.5709 0.0733 4.5% 0.0106 0.6% 91% False False 92,556
80 1.6442 1.5410 0.1032 6.3% 0.0101 0.6% 94% False False 70,466
100 1.6442 1.5062 0.1380 8.4% 0.0100 0.6% 95% False False 56,387
120 1.6442 1.4798 0.1644 10.0% 0.0103 0.6% 96% False False 47,001
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 0.0023
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.6735
2.618 1.6607
1.618 1.6529
1.000 1.6481
0.618 1.6451
HIGH 1.6403
0.618 1.6373
0.500 1.6364
0.382 1.6355
LOW 1.6325
0.618 1.6277
1.000 1.6247
1.618 1.6199
2.618 1.6121
4.250 1.5994
Fisher Pivots for day following 04-Dec-2013
Pivot 1 day 3 day
R1 1.6373 1.6384
PP 1.6368 1.6381
S1 1.6364 1.6379

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

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