CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 28-Oct-2013
Day Change Summary
Previous Current
25-Oct-2013 28-Oct-2013 Change Change % Previous Week
Open 1.6166 1.6156 -0.0010 -0.1% 1.6145
High 1.6228 1.6181 -0.0047 -0.3% 1.6228
Low 1.6133 1.6122 -0.0011 -0.1% 1.6102
Close 1.6156 1.6141 -0.0015 -0.1% 1.6156
Range 0.0095 0.0059 -0.0036 -37.9% 0.0126
ATR 0.0089 0.0087 -0.0002 -2.4% 0.0000
Volume 148 102 -46 -31.1% 515
Daily Pivots for day following 28-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.6325 1.6292 1.6173
R3 1.6266 1.6233 1.6157
R2 1.6207 1.6207 1.6152
R1 1.6174 1.6174 1.6146 1.6161
PP 1.6148 1.6148 1.6148 1.6142
S1 1.6115 1.6115 1.6136 1.6102
S2 1.6089 1.6089 1.6130
S3 1.6030 1.6056 1.6125
S4 1.5971 1.5997 1.6109
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.6540 1.6474 1.6225
R3 1.6414 1.6348 1.6191
R2 1.6288 1.6288 1.6179
R1 1.6222 1.6222 1.6168 1.6255
PP 1.6162 1.6162 1.6162 1.6179
S1 1.6096 1.6096 1.6144 1.6129
S2 1.6036 1.6036 1.6133
S3 1.5910 1.5970 1.6121
S4 1.5784 1.5844 1.6087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6228 1.6102 0.0126 0.8% 0.0092 0.6% 31% False False 107
10 1.6228 1.5875 0.0353 2.2% 0.0099 0.6% 75% False False 98
20 1.6230 1.5875 0.0355 2.2% 0.0093 0.6% 75% False False 92
40 1.6230 1.5543 0.0687 4.3% 0.0064 0.4% 87% False False 56
60 1.6230 1.5204 0.1026 6.4% 0.0049 0.3% 91% False False 52
80 1.6230 1.4850 0.1380 8.5% 0.0041 0.3% 94% False False 41
100 1.6230 1.4850 0.1380 8.5% 0.0035 0.2% 94% False False 34
120 1.6230 1.4850 0.1380 8.5% 0.0030 0.2% 94% False False 39
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6432
2.618 1.6335
1.618 1.6276
1.000 1.6240
0.618 1.6217
HIGH 1.6181
0.618 1.6158
0.500 1.6152
0.382 1.6145
LOW 1.6122
0.618 1.6086
1.000 1.6063
1.618 1.6027
2.618 1.5968
4.250 1.5871
Fisher Pivots for day following 28-Oct-2013
Pivot 1 day 3 day
R1 1.6152 1.6175
PP 1.6148 1.6164
S1 1.6145 1.6152

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

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