CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 17-Jul-2013
Day Change Summary
Previous Current
16-Jul-2013 17-Jul-2013 Change Change % Previous Week
Open 1.5128 1.5090 -0.0038 -0.3% 1.4930
High 1.5128 1.5197 0.0069 0.5% 1.5169
Low 1.5128 1.5090 -0.0038 -0.3% 1.4850
Close 1.5128 1.5187 0.0059 0.4% 1.5081
Range 0.0000 0.0107 0.0107 0.0319
ATR 0.0082 0.0084 0.0002 2.2% 0.0000
Volume 5 5 0 0.0% 71
Daily Pivots for day following 17-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.5479 1.5440 1.5246
R3 1.5372 1.5333 1.5216
R2 1.5265 1.5265 1.5207
R1 1.5226 1.5226 1.5197 1.5246
PP 1.5158 1.5158 1.5158 1.5168
S1 1.5119 1.5119 1.5177 1.5139
S2 1.5051 1.5051 1.5167
S3 1.4944 1.5012 1.5158
S4 1.4837 1.4905 1.5128
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 1.5197 1.5081 0.0116 0.8% 0.0046 0.3% 91% True False 11
10 1.5251 1.4850 0.0401 2.6% 0.0040 0.3% 84% False False 10
20 1.5462 1.4850 0.0612 4.0% 0.0023 0.1% 55% False False 6
40 1.5680 1.4850 0.0830 5.5% 0.0011 0.1% 41% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.5652
2.618 1.5477
1.618 1.5370
1.000 1.5304
0.618 1.5263
HIGH 1.5197
0.618 1.5156
0.500 1.5144
0.382 1.5131
LOW 1.5090
0.618 1.5024
1.000 1.4983
1.618 1.4917
2.618 1.4810
4.250 1.4635
Fisher Pivots for day following 17-Jul-2013
Pivot 1 day 3 day
R1 1.5173 1.5171
PP 1.5158 1.5155
S1 1.5144 1.5139

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

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