CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 05-Jul-2013
Day Change Summary
Previous Current
03-Jul-2013 05-Jul-2013 Change Change % Previous Week
Open 1.5248 1.5050 -0.0198 -1.3% 1.5184
High 1.5251 1.5050 -0.0201 -1.3% 1.5251
Low 1.5248 1.4880 -0.0368 -2.4% 1.4880
Close 1.5251 1.4881 -0.0370 -2.4% 1.4881
Range 0.0003 0.0170 0.0167 5,566.7% 0.0371
ATR 0.0060 0.0082 0.0022 37.3% 0.0000
Volume 4 14 10 250.0% 24
Daily Pivots for day following 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.5447 1.5334 1.4975
R3 1.5277 1.5164 1.4928
R2 1.5107 1.5107 1.4912
R1 1.4994 1.4994 1.4897 1.4966
PP 1.4937 1.4937 1.4937 1.4923
S1 1.4824 1.4824 1.4865 1.4796
S2 1.4767 1.4767 1.4850
S3 1.4597 1.4654 1.4834
S4 1.4427 1.4484 1.4788
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.6117 1.5870 1.5085
R3 1.5746 1.5499 1.4983
R2 1.5375 1.5375 1.4949
R1 1.5128 1.5128 1.4915 1.5066
PP 1.5004 1.5004 1.5004 1.4973
S1 1.4757 1.4757 1.4847 1.4695
S2 1.4633 1.4633 1.4813
S3 1.4262 1.4386 1.4779
S4 1.3891 1.4015 1.4677
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5251 1.4880 0.0371 2.5% 0.0044 0.3% 0% False True 5
10 1.5418 1.4880 0.0538 3.6% 0.0023 0.2% 0% False True 4
20 1.5680 1.4880 0.0800 5.4% 0.0011 0.1% 0% False True 9
40 1.5680 1.4880 0.0800 5.4% 0.0006 0.0% 0% False True 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 44 trading days
Fibonacci Retracements and Extensions
4.250 1.5773
2.618 1.5495
1.618 1.5325
1.000 1.5220
0.618 1.5155
HIGH 1.5050
0.618 1.4985
0.500 1.4965
0.382 1.4945
LOW 1.4880
0.618 1.4775
1.000 1.4710
1.618 1.4605
2.618 1.4435
4.250 1.4158
Fisher Pivots for day following 05-Jul-2013
Pivot 1 day 3 day
R1 1.4965 1.5066
PP 1.4937 1.5004
S1 1.4909 1.4943

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

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