CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 11-Jul-2013
Day Change Summary
Previous Current
10-Jul-2013 11-Jul-2013 Change Change % Previous Week
Open 1.4903 1.5133 0.0230 1.5% 1.5184
High 1.4903 1.5169 0.0266 1.8% 1.5251
Low 1.4903 1.5132 0.0229 1.5% 1.4880
Close 1.4903 1.5169 0.0266 1.8% 1.4881
Range 0.0000 0.0037 0.0037 0.0371
ATR 0.0078 0.0091 0.0013 17.3% 0.0000
Volume 10 18 8 80.0% 24
Daily Pivots for day following 11-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.5268 1.5255 1.5189
R3 1.5231 1.5218 1.5179
R2 1.5194 1.5194 1.5176
R1 1.5181 1.5181 1.5172 1.5188
PP 1.5157 1.5157 1.5157 1.5160
S1 1.5144 1.5144 1.5166 1.5151
S2 1.5120 1.5120 1.5162
S3 1.5083 1.5107 1.5159
S4 1.5046 1.5070 1.5149
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 1.5169 1.4850 0.0319 2.1% 0.0041 0.3% 100% True False 12
10 1.5251 1.4850 0.0401 2.6% 0.0026 0.2% 80% False False 7
20 1.5680 1.4850 0.0830 5.5% 0.0013 0.1% 38% False False 7
40 1.5680 1.4850 0.0830 5.5% 0.0007 0.0% 38% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5326
2.618 1.5266
1.618 1.5229
1.000 1.5206
0.618 1.5192
HIGH 1.5169
0.618 1.5155
0.500 1.5151
0.382 1.5146
LOW 1.5132
0.618 1.5109
1.000 1.5095
1.618 1.5072
2.618 1.5035
4.250 1.4975
Fisher Pivots for day following 11-Jul-2013
Pivot 1 day 3 day
R1 1.5163 1.5116
PP 1.5157 1.5063
S1 1.5151 1.5010

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

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