CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 20-Jun-2013
Day Change Summary
Previous Current
19-Jun-2013 20-Jun-2013 Change Change % Previous Week
Open 1.5462 1.5454 -0.0008 -0.1% 1.5563
High 1.5462 1.5454 -0.0008 -0.1% 1.5680
Low 1.5462 1.5454 -0.0008 -0.1% 1.5563
Close 1.5462 1.5454 -0.0008 -0.1% 1.5680
Range
ATR 0.0065 0.0061 -0.0004 -6.3% 0.0000
Volume 6 6 0 0.0% 66
Daily Pivots for day following 20-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.5454 1.5454 1.5454
R3 1.5454 1.5454 1.5454
R2 1.5454 1.5454 1.5454
R1 1.5454 1.5454 1.5454 1.5454
PP 1.5454 1.5454 1.5454 1.5454
S1 1.5454 1.5454 1.5454 1.5454
S2 1.5454 1.5454 1.5454
S3 1.5454 1.5454 1.5454
S4 1.5454 1.5454 1.5454
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.5992 1.5953 1.5744
R3 1.5875 1.5836 1.5712
R2 1.5758 1.5758 1.5701
R1 1.5719 1.5719 1.5691 1.5739
PP 1.5641 1.5641 1.5641 1.5651
S1 1.5602 1.5602 1.5669 1.5622
S2 1.5524 1.5524 1.5659
S3 1.5407 1.5485 1.5648
S4 1.5290 1.5368 1.5616
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5680 1.5454 0.0226 1.5% 0.0000 0.0% 0% False True 8
10 1.5680 1.5454 0.0226 1.5% 0.0000 0.0% 0% False True 14
20 1.5680 1.5045 0.0635 4.1% 0.0000 0.0% 64% False False 27
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.5454
2.618 1.5454
1.618 1.5454
1.000 1.5454
0.618 1.5454
HIGH 1.5454
0.618 1.5454
0.500 1.5454
0.382 1.5454
LOW 1.5454
0.618 1.5454
1.000 1.5454
1.618 1.5454
2.618 1.5454
4.250 1.5454
Fisher Pivots for day following 20-Jun-2013
Pivot 1 day 3 day
R1 1.5454 1.5540
PP 1.5454 1.5511
S1 1.5454 1.5483

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

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