CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 07-Aug-2013
Day Change Summary
Previous Current
06-Aug-2013 07-Aug-2013 Change Change % Previous Week
Open 1.5334 1.5204 -0.0130 -0.8% 1.5340
High 1.5334 1.5475 0.0141 0.9% 1.5340
Low 1.5334 1.5204 -0.0130 -0.8% 1.5101
Close 1.5334 1.5475 0.0141 0.9% 1.5264
Range 0.0000 0.0271 0.0271 0.0239
ATR 0.0070 0.0085 0.0014 20.4% 0.0000
Volume 9 9 0 0.0% 43
Daily Pivots for day following 07-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.6198 1.6107 1.5624
R3 1.5927 1.5836 1.5550
R2 1.5656 1.5656 1.5525
R1 1.5565 1.5565 1.5500 1.5611
PP 1.5385 1.5385 1.5385 1.5407
S1 1.5294 1.5294 1.5450 1.5340
S2 1.5114 1.5114 1.5425
S3 1.4843 1.5023 1.5400
S4 1.4572 1.4752 1.5326
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.5952 1.5847 1.5395
R3 1.5713 1.5608 1.5330
R2 1.5474 1.5474 1.5308
R1 1.5369 1.5369 1.5286 1.5302
PP 1.5235 1.5235 1.5235 1.5202
S1 1.5130 1.5130 1.5242 1.5063
S2 1.4996 1.4996 1.5220
S3 1.4757 1.4891 1.5198
S4 1.4518 1.4652 1.5133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5475 1.5101 0.0374 2.4% 0.0087 0.6% 100% True False 11
10 1.5475 1.5101 0.0374 2.4% 0.0043 0.3% 100% True False 8
20 1.5475 1.5081 0.0394 2.5% 0.0033 0.2% 100% True False 8
40 1.5680 1.4850 0.0830 5.4% 0.0022 0.1% 75% False False 7
60 1.5680 1.4850 0.0830 5.4% 0.0015 0.1% 75% False False 26
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 0.0001
Widest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 1.6627
2.618 1.6184
1.618 1.5913
1.000 1.5746
0.618 1.5642
HIGH 1.5475
0.618 1.5371
0.500 1.5340
0.382 1.5308
LOW 1.5204
0.618 1.5037
1.000 1.4933
1.618 1.4766
2.618 1.4495
4.250 1.4052
Fisher Pivots for day following 07-Aug-2013
Pivot 1 day 3 day
R1 1.5430 1.5430
PP 1.5385 1.5385
S1 1.5340 1.5340

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

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