CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 11-Nov-2013
Day Change Summary
Previous Current
08-Nov-2013 11-Nov-2013 Change Change % Previous Week
Open 1.6074 1.6003 -0.0071 -0.4% 1.5904
High 1.6086 1.6003 -0.0083 -0.5% 1.6097
Low 1.5948 1.5954 0.0006 0.0% 1.5886
Close 1.5985 1.5962 -0.0023 -0.1% 1.5985
Range 0.0138 0.0049 -0.0089 -64.5% 0.0211
ATR 0.0092 0.0089 -0.0003 -3.3% 0.0000
Volume 288 180 -108 -37.5% 1,756
Daily Pivots for day following 11-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.6120 1.6090 1.5989
R3 1.6071 1.6041 1.5975
R2 1.6022 1.6022 1.5971
R1 1.5992 1.5992 1.5966 1.5983
PP 1.5973 1.5973 1.5973 1.5968
S1 1.5943 1.5943 1.5958 1.5934
S2 1.5924 1.5924 1.5953
S3 1.5875 1.5894 1.5949
S4 1.5826 1.5845 1.5935
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.6622 1.6515 1.6101
R3 1.6411 1.6304 1.6043
R2 1.6200 1.6200 1.6024
R1 1.6093 1.6093 1.6004 1.6147
PP 1.5989 1.5989 1.5989 1.6016
S1 1.5882 1.5882 1.5966 1.5936
S2 1.5778 1.5778 1.5946
S3 1.5567 1.5671 1.5927
S4 1.5356 1.5460 1.5869
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6097 1.5939 0.0158 1.0% 0.0092 0.6% 15% False False 348
10 1.6123 1.5886 0.0237 1.5% 0.0083 0.5% 32% False False 321
20 1.6228 1.5875 0.0353 2.2% 0.0091 0.6% 25% False False 210
40 1.6230 1.5875 0.0355 2.2% 0.0082 0.5% 25% False False 133
60 1.6230 1.5450 0.0780 4.9% 0.0058 0.4% 66% False False 101
80 1.6230 1.5101 0.1129 7.1% 0.0049 0.3% 76% False False 80
100 1.6230 1.4850 0.1380 8.6% 0.0044 0.3% 81% False False 65
120 1.6230 1.4850 0.1380 8.6% 0.0036 0.2% 81% False False 59
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.6211
2.618 1.6131
1.618 1.6082
1.000 1.6052
0.618 1.6033
HIGH 1.6003
0.618 1.5984
0.500 1.5979
0.382 1.5973
LOW 1.5954
0.618 1.5924
1.000 1.5905
1.618 1.5875
2.618 1.5826
4.250 1.5746
Fisher Pivots for day following 11-Nov-2013
Pivot 1 day 3 day
R1 1.5979 1.6023
PP 1.5973 1.6002
S1 1.5968 1.5982

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

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