CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 29-Aug-2013
Day Change Summary
Previous Current
28-Aug-2013 29-Aug-2013 Change Change % Previous Week
Open 1.5450 1.5478 0.0028 0.2% 1.5628
High 1.5507 1.5478 -0.0029 -0.2% 1.5677
Low 1.5450 1.5478 0.0028 0.2% 1.5553
Close 1.5507 1.5478 -0.0029 -0.2% 1.5553
Range 0.0057 0.0000 -0.0057 -100.0% 0.0124
ATR 0.0057 0.0055 -0.0002 -3.5% 0.0000
Volume 3 3 0 0.0% 325
Daily Pivots for day following 29-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.5478 1.5478 1.5478
R3 1.5478 1.5478 1.5478
R2 1.5478 1.5478 1.5478
R1 1.5478 1.5478 1.5478 1.5478
PP 1.5478 1.5478 1.5478 1.5478
S1 1.5478 1.5478 1.5478 1.5478
S2 1.5478 1.5478 1.5478
S3 1.5478 1.5478 1.5478
S4 1.5478 1.5478 1.5478
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.5966 1.5884 1.5621
R3 1.5842 1.5760 1.5587
R2 1.5718 1.5718 1.5576
R1 1.5636 1.5636 1.5564 1.5615
PP 1.5594 1.5594 1.5594 1.5584
S1 1.5512 1.5512 1.5542 1.5491
S2 1.5470 1.5470 1.5530
S3 1.5346 1.5388 1.5519
S4 1.5222 1.5264 1.5485
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5556 1.5450 0.0106 0.7% 0.0015 0.1% 26% False False 81
10 1.5677 1.5450 0.0227 1.5% 0.0008 0.1% 12% False False 61
20 1.5677 1.5135 0.0542 3.5% 0.0024 0.2% 63% False False 43
40 1.5677 1.4850 0.0827 5.3% 0.0023 0.1% 76% False False 26
60 1.5680 1.4850 0.0830 5.4% 0.0016 0.1% 76% False False 21
80 1.5680 1.4850 0.0830 5.4% 0.0012 0.1% 76% False False 31
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5478
2.618 1.5478
1.618 1.5478
1.000 1.5478
0.618 1.5478
HIGH 1.5478
0.618 1.5478
0.500 1.5478
0.382 1.5478
LOW 1.5478
0.618 1.5478
1.000 1.5478
1.618 1.5478
2.618 1.5478
4.250 1.5478
Fisher Pivots for day following 29-Aug-2013
Pivot 1 day 3 day
R1 1.5478 1.5485
PP 1.5478 1.5482
S1 1.5478 1.5480

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

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