CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 12-Jul-2013
Day Change Summary
Previous Current
11-Jul-2013 12-Jul-2013 Change Change % Previous Week
Open 1.5133 1.5165 0.0032 0.2% 1.4930
High 1.5169 1.5165 -0.0004 0.0% 1.5169
Low 1.5132 1.5081 -0.0051 -0.3% 1.4850
Close 1.5169 1.5081 -0.0088 -0.6% 1.5081
Range 0.0037 0.0084 0.0047 127.0% 0.0319
ATR 0.0091 0.0091 0.0000 -0.2% 0.0000
Volume 18 23 5 27.8% 71
Daily Pivots for day following 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.5361 1.5305 1.5127
R3 1.5277 1.5221 1.5104
R2 1.5193 1.5193 1.5096
R1 1.5137 1.5137 1.5089 1.5123
PP 1.5109 1.5109 1.5109 1.5102
S1 1.5053 1.5053 1.5073 1.5039
S2 1.5025 1.5025 1.5066
S3 1.4941 1.4969 1.5058
S4 1.4857 1.4885 1.5035
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.5990 1.5855 1.5256
R3 1.5671 1.5536 1.5169
R2 1.5352 1.5352 1.5139
R1 1.5217 1.5217 1.5110 1.5285
PP 1.5033 1.5033 1.5033 1.5067
S1 1.4898 1.4898 1.5052 1.4966
S2 1.4714 1.4714 1.5023
S3 1.4395 1.4579 1.4993
S4 1.4076 1.4260 1.4906
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% 0.0024 0.2% 72% False False 14
10 1.5251 1.4850 0.0401 2.7% 0.0034 0.2% 58% False False 9
20 1.5680 1.4850 0.0830 5.5% 0.0017 0.1% 28% False False 7
40 1.5680 1.4850 0.0830 5.5% 0.0009 0.1% 28% False False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5522
2.618 1.5385
1.618 1.5301
1.000 1.5249
0.618 1.5217
HIGH 1.5165
0.618 1.5133
0.500 1.5123
0.382 1.5113
LOW 1.5081
0.618 1.5029
1.000 1.4997
1.618 1.4945
2.618 1.4861
4.250 1.4724
Fisher Pivots for day following 12-Jul-2013
Pivot 1 day 3 day
R1 1.5123 1.5066
PP 1.5109 1.5051
S1 1.5095 1.5036

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

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