CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 1.5758 1.5794 0.0036 0.2% 1.5543
High 1.5805 1.5794 -0.0011 -0.1% 1.5614
Low 1.5758 1.5793 0.0035 0.2% 1.5543
Close 1.5805 1.5793 -0.0012 -0.1% 1.5614
Range 0.0047 0.0001 -0.0046 -97.9% 0.0071
ATR 0.0054 0.0051 -0.0003 -5.5% 0.0000
Volume 23 1 -22 -95.7% 52
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.5796 1.5796 1.5794
R3 1.5795 1.5795 1.5793
R2 1.5794 1.5794 1.5793
R1 1.5794 1.5794 1.5793 1.5794
PP 1.5793 1.5793 1.5793 1.5793
S1 1.5793 1.5793 1.5793 1.5793
S2 1.5792 1.5792 1.5793
S3 1.5791 1.5792 1.5793
S4 1.5790 1.5791 1.5792
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 1.5805 1.5614 0.0191 1.2% 0.0010 0.1% 94% False False 18
10 1.5805 1.5474 0.0331 2.1% 0.0005 0.0% 96% False False 12
20 1.5805 1.5450 0.0355 2.2% 0.0006 0.0% 97% False False 37
40 1.5805 1.5101 0.0704 4.5% 0.0014 0.1% 98% False False 26
60 1.5805 1.4850 0.0955 6.0% 0.0017 0.1% 99% False False 20
80 1.5805 1.4850 0.0955 6.0% 0.0013 0.1% 99% False False 24
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5798
2.618 1.5797
1.618 1.5796
1.000 1.5795
0.618 1.5795
HIGH 1.5794
0.618 1.5794
0.500 1.5794
0.382 1.5793
LOW 1.5793
0.618 1.5792
1.000 1.5792
1.618 1.5791
2.618 1.5790
4.250 1.5789
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 1.5794 1.5781
PP 1.5793 1.5770
S1 1.5793 1.5758

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

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