CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 11-Dec-2013
Day Change Summary
Previous Current
10-Dec-2013 11-Dec-2013 Change Change % Previous Week
Open 1.6414 1.6437 0.0023 0.1% 1.6359
High 1.6456 1.6448 -0.0008 0.0% 1.6427
Low 1.6410 1.6328 -0.0082 -0.5% 1.6283
Close 1.6437 1.6372 -0.0065 -0.4% 1.6332
Range 0.0046 0.0120 0.0074 160.9% 0.0144
ATR 0.0092 0.0094 0.0002 2.2% 0.0000
Volume 48,258 84,131 35,873 74.3% 39,110
Daily Pivots for day following 11-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.6743 1.6677 1.6438
R3 1.6623 1.6557 1.6405
R2 1.6503 1.6503 1.6394
R1 1.6437 1.6437 1.6383 1.6410
PP 1.6383 1.6383 1.6383 1.6369
S1 1.6317 1.6317 1.6361 1.6290
S2 1.6263 1.6263 1.6350
S3 1.6143 1.6197 1.6339
S4 1.6023 1.6077 1.6306
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.6779 1.6700 1.6411
R3 1.6635 1.6556 1.6372
R2 1.6491 1.6491 1.6358
R1 1.6412 1.6412 1.6345 1.6380
PP 1.6347 1.6347 1.6347 1.6331
S1 1.6268 1.6268 1.6319 1.6236
S2 1.6203 1.6203 1.6306
S3 1.6059 1.6124 1.6292
S4 1.5915 1.5980 1.6253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6456 1.6283 0.0173 1.1% 0.0095 0.6% 51% False False 34,689
10 1.6456 1.6184 0.0272 1.7% 0.0097 0.6% 69% False False 19,452
20 1.6456 1.5872 0.0584 3.6% 0.0095 0.6% 86% False False 10,428
40 1.6456 1.5840 0.0616 3.8% 0.0094 0.6% 86% False False 5,319
60 1.6456 1.5840 0.0616 3.8% 0.0089 0.5% 86% False False 3,565
80 1.6456 1.5450 0.1006 6.1% 0.0069 0.4% 92% False False 2,683
100 1.6456 1.5101 0.1355 8.3% 0.0059 0.4% 94% False False 2,150
120 1.6456 1.4850 0.1606 9.8% 0.0053 0.3% 95% False False 1,793
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.6958
2.618 1.6762
1.618 1.6642
1.000 1.6568
0.618 1.6522
HIGH 1.6448
0.618 1.6402
0.500 1.6388
0.382 1.6374
LOW 1.6328
0.618 1.6254
1.000 1.6208
1.618 1.6134
2.618 1.6014
4.250 1.5818
Fisher Pivots for day following 11-Dec-2013
Pivot 1 day 3 day
R1 1.6388 1.6386
PP 1.6383 1.6381
S1 1.6377 1.6377

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

View Archives - Comment on this page... - Back to Index of Symbols