CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 20-Aug-2013
Day Change Summary
Previous Current
19-Aug-2013 20-Aug-2013 Change Change % Previous Week
Open 1.5628 1.5654 0.0026 0.2% 1.5449
High 1.5635 1.5654 0.0019 0.1% 1.5619
Low 1.5628 1.5654 0.0026 0.2% 1.5424
Close 1.5635 1.5654 0.0019 0.1% 1.5619
Range 0.0007 0.0000 -0.0007 -100.0% 0.0195
ATR 0.0067 0.0064 -0.0003 -5.1% 0.0000
Volume 18 1 -17 -94.4% 235
Daily Pivots for day following 20-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.5654 1.5654 1.5654
R3 1.5654 1.5654 1.5654
R2 1.5654 1.5654 1.5654
R1 1.5654 1.5654 1.5654 1.5654
PP 1.5654 1.5654 1.5654 1.5654
S1 1.5654 1.5654 1.5654 1.5654
S2 1.5654 1.5654 1.5654
S3 1.5654 1.5654 1.5654
S4 1.5654 1.5654 1.5654
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 1.5654 1.5484 0.0170 1.1% 0.0001 0.0% 100% True False 14
10 1.5654 1.5204 0.0450 2.9% 0.0028 0.2% 100% True False 26
20 1.5654 1.5101 0.0553 3.5% 0.0022 0.1% 100% True False 17
40 1.5654 1.4850 0.0804 5.1% 0.0022 0.1% 100% True False 11
60 1.5680 1.4850 0.0830 5.3% 0.0015 0.1% 97% False False 16
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5654
2.618 1.5654
1.618 1.5654
1.000 1.5654
0.618 1.5654
HIGH 1.5654
0.618 1.5654
0.500 1.5654
0.382 1.5654
LOW 1.5654
0.618 1.5654
1.000 1.5654
1.618 1.5654
2.618 1.5654
4.250 1.5654
Fisher Pivots for day following 20-Aug-2013
Pivot 1 day 3 day
R1 1.5654 1.5648
PP 1.5654 1.5642
S1 1.5654 1.5637

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

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