CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 1.5619 1.5628 0.0009 0.1% 1.5449
High 1.5619 1.5635 0.0016 0.1% 1.5619
Low 1.5619 1.5628 0.0009 0.1% 1.5424
Close 1.5619 1.5635 0.0016 0.1% 1.5619
Range 0.0000 0.0007 0.0007 0.0195
ATR 0.0071 0.0067 -0.0004 -5.5% 0.0000
Volume 18 18 0 0.0% 235
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.5654 1.5651 1.5639
R3 1.5647 1.5644 1.5637
R2 1.5640 1.5640 1.5636
R1 1.5637 1.5637 1.5636 1.5639
PP 1.5633 1.5633 1.5633 1.5633
S1 1.5630 1.5630 1.5634 1.5632
S2 1.5626 1.5626 1.5634
S3 1.5619 1.5623 1.5633
S4 1.5612 1.5616 1.5631
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.6139 1.6074 1.5726
R3 1.5944 1.5879 1.5673
R2 1.5749 1.5749 1.5655
R1 1.5684 1.5684 1.5637 1.5717
PP 1.5554 1.5554 1.5554 1.5570
S1 1.5489 1.5489 1.5601 1.5522
S2 1.5359 1.5359 1.5583
S3 1.5164 1.5294 1.5565
S4 1.4969 1.5099 1.5512
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5635 1.5424 0.0211 1.3% 0.0001 0.0% 100% True False 19
10 1.5635 1.5204 0.0431 2.8% 0.0028 0.2% 100% True False 27
20 1.5635 1.5101 0.0534 3.4% 0.0022 0.1% 100% True False 17
40 1.5635 1.4850 0.0785 5.0% 0.0022 0.1% 100% True False 11
60 1.5680 1.4850 0.0830 5.3% 0.0015 0.1% 95% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR True
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 1.5665
2.618 1.5653
1.618 1.5646
1.000 1.5642
0.618 1.5639
HIGH 1.5635
0.618 1.5632
0.500 1.5632
0.382 1.5631
LOW 1.5628
0.618 1.5624
1.000 1.5621
1.618 1.5617
2.618 1.5610
4.250 1.5598
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 1.5634 1.5632
PP 1.5633 1.5630
S1 1.5632 1.5627

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

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