CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 15-Jul-2013
Day Change Summary
Previous Current
12-Jul-2013 15-Jul-2013 Change Change % Previous Week
Open 1.5165 1.5081 -0.0084 -0.6% 1.4930
High 1.5165 1.5081 -0.0084 -0.6% 1.5169
Low 1.5081 1.5081 0.0000 0.0% 1.4850
Close 1.5081 1.5081 0.0000 0.0% 1.5081
Range 0.0084 0.0000 -0.0084 -100.0% 0.0319
ATR 0.0091 0.0084 -0.0006 -7.1% 0.0000
Volume 23 5 -18 -78.3% 71
Daily Pivots for day following 15-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.5081 1.5081 1.5081
R3 1.5081 1.5081 1.5081
R2 1.5081 1.5081 1.5081
R1 1.5081 1.5081 1.5081 1.5081
PP 1.5081 1.5081 1.5081 1.5081
S1 1.5081 1.5081 1.5081 1.5081
S2 1.5081 1.5081 1.5081
S3 1.5081 1.5081 1.5081
S4 1.5081 1.5081 1.5081
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 13
10 1.5251 1.4850 0.0401 2.7% 0.0031 0.2% 58% False False 10
20 1.5671 1.4850 0.0821 5.4% 0.0017 0.1% 28% False False 7
40 1.5680 1.4850 0.0830 5.5% 0.0009 0.1% 28% False False 27
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5081
2.618 1.5081
1.618 1.5081
1.000 1.5081
0.618 1.5081
HIGH 1.5081
0.618 1.5081
0.500 1.5081
0.382 1.5081
LOW 1.5081
0.618 1.5081
1.000 1.5081
1.618 1.5081
2.618 1.5081
4.250 1.5081
Fisher Pivots for day following 15-Jul-2013
Pivot 1 day 3 day
R1 1.5081 1.5125
PP 1.5081 1.5110
S1 1.5081 1.5096

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

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