CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 01-Jul-2013
Day Change Summary
Previous Current
28-Jun-2013 01-Jul-2013 Change Change % Previous Week
Open 1.5180 1.5184 0.0004 0.0% 1.5418
High 1.5189 1.5184 -0.0005 0.0% 1.5418
Low 1.5160 1.5184 0.0024 0.2% 1.5160
Close 1.5189 1.5184 -0.0005 0.0% 1.5189
Range 0.0029 0.0000 -0.0029 -100.0% 0.0258
ATR 0.0059 0.0055 -0.0004 -6.5% 0.0000
Volume 1 3 2 200.0% 5
Daily Pivots for day following 01-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.5184 1.5184 1.5184
R3 1.5184 1.5184 1.5184
R2 1.5184 1.5184 1.5184
R1 1.5184 1.5184 1.5184 1.5184
PP 1.5184 1.5184 1.5184 1.5184
S1 1.5184 1.5184 1.5184 1.5184
S2 1.5184 1.5184 1.5184
S3 1.5184 1.5184 1.5184
S4 1.5184 1.5184 1.5184
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.6030 1.5867 1.5331
R3 1.5772 1.5609 1.5260
R2 1.5514 1.5514 1.5236
R1 1.5351 1.5351 1.5213 1.5304
PP 1.5256 1.5256 1.5256 1.5232
S1 1.5093 1.5093 1.5165 1.5046
S2 1.4998 1.4998 1.5142
S3 1.4740 1.4835 1.5118
S4 1.4482 1.4577 1.5047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5403 1.5160 0.0243 1.6% 0.0006 0.0% 10% False False 1
10 1.5625 1.5160 0.0465 3.1% 0.0003 0.0% 5% False False 3
20 1.5680 1.5160 0.0520 3.4% 0.0002 0.0% 5% False False 15
40 1.5680 1.5019 0.0661 4.4% 0.0001 0.0% 25% False False 36
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5184
2.618 1.5184
1.618 1.5184
1.000 1.5184
0.618 1.5184
HIGH 1.5184
0.618 1.5184
0.500 1.5184
0.382 1.5184
LOW 1.5184
0.618 1.5184
1.000 1.5184
1.618 1.5184
2.618 1.5184
4.250 1.5184
Fisher Pivots for day following 01-Jul-2013
Pivot 1 day 3 day
R1 1.5184 1.5199
PP 1.5184 1.5194
S1 1.5184 1.5189

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

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