CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 02-Jul-2013
Day Change Summary
Previous Current
01-Jul-2013 02-Jul-2013 Change Change % Previous Week
Open 1.5184 1.5140 -0.0044 -0.3% 1.5418
High 1.5184 1.5150 -0.0034 -0.2% 1.5418
Low 1.5184 1.5131 -0.0053 -0.3% 1.5160
Close 1.5184 1.5131 -0.0053 -0.3% 1.5189
Range 0.0000 0.0019 0.0019 0.0258
ATR 0.0055 0.0055 0.0000 -0.3% 0.0000
Volume 3 3 0 0.0% 5
Daily Pivots for day following 02-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.5194 1.5182 1.5141
R3 1.5175 1.5163 1.5136
R2 1.5156 1.5156 1.5134
R1 1.5144 1.5144 1.5133 1.5141
PP 1.5137 1.5137 1.5137 1.5136
S1 1.5125 1.5125 1.5129 1.5122
S2 1.5118 1.5118 1.5128
S3 1.5099 1.5106 1.5126
S4 1.5080 1.5087 1.5121
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 1.5292 1.5131 0.0161 1.1% 0.0010 0.1% 0% False True 1
10 1.5462 1.5131 0.0331 2.2% 0.0005 0.0% 0% False True 3
20 1.5680 1.5131 0.0549 3.6% 0.0003 0.0% 0% False True 13
40 1.5680 1.5019 0.0661 4.4% 0.0001 0.0% 17% False False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5231
2.618 1.5200
1.618 1.5181
1.000 1.5169
0.618 1.5162
HIGH 1.5150
0.618 1.5143
0.500 1.5141
0.382 1.5138
LOW 1.5131
0.618 1.5119
1.000 1.5112
1.618 1.5100
2.618 1.5081
4.250 1.5050
Fisher Pivots for day following 02-Jul-2013
Pivot 1 day 3 day
R1 1.5141 1.5160
PP 1.5137 1.5150
S1 1.5134 1.5141

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

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