CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 06-Sep-2013
Day Change Summary
Previous Current
05-Sep-2013 06-Sep-2013 Change Change % Previous Week
Open 1.5571 1.5614 0.0043 0.3% 1.5543
High 1.5571 1.5614 0.0043 0.3% 1.5614
Low 1.5571 1.5614 0.0043 0.3% 1.5543
Close 1.5571 1.5614 0.0043 0.3% 1.5614
Range
ATR 0.0052 0.0051 -0.0001 -1.2% 0.0000
Volume 23 23 0 0.0% 52
Daily Pivots for day following 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.5614 1.5614 1.5614
R3 1.5614 1.5614 1.5614
R2 1.5614 1.5614 1.5614
R1 1.5614 1.5614 1.5614 1.5614
PP 1.5614 1.5614 1.5614 1.5614
S1 1.5614 1.5614 1.5614 1.5614
S2 1.5614 1.5614 1.5614
S3 1.5614 1.5614 1.5614
S4 1.5614 1.5614 1.5614
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.5803 1.5780 1.5653
R3 1.5732 1.5709 1.5634
R2 1.5661 1.5661 1.5627
R1 1.5638 1.5638 1.5621 1.5650
PP 1.5590 1.5590 1.5590 1.5596
S1 1.5567 1.5567 1.5607 1.5579
S2 1.5519 1.5519 1.5601
S3 1.5448 1.5496 1.5594
S4 1.5377 1.5425 1.5575
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5614 1.5474 0.0140 0.9% 0.0000 0.0% 100% True False 11
10 1.5614 1.5450 0.0164 1.1% 0.0007 0.0% 100% True False 46
20 1.5677 1.5424 0.0253 1.6% 0.0004 0.0% 75% False False 44
40 1.5677 1.5081 0.0596 3.8% 0.0018 0.1% 89% False False 25
60 1.5680 1.4850 0.0830 5.3% 0.0016 0.1% 92% False False 19
80 1.5680 1.4850 0.0830 5.3% 0.0012 0.1% 92% False False 29
Crabel Price Patterns
NR False
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.5614
2.618 1.5614
1.618 1.5614
1.000 1.5614
0.618 1.5614
HIGH 1.5614
0.618 1.5614
0.500 1.5614
0.382 1.5614
LOW 1.5614
0.618 1.5614
1.000 1.5614
1.618 1.5614
2.618 1.5614
4.250 1.5614
Fisher Pivots for day following 06-Sep-2013
Pivot 1 day 3 day
R1 1.5614 1.5607
PP 1.5614 1.5600
S1 1.5614 1.5593

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

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