CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 12-Nov-2013
Day Change Summary
Previous Current
11-Nov-2013 12-Nov-2013 Change Change % Previous Week
Open 1.5950 1.5888 -0.0062 -0.4% 1.5942
High 1.5950 1.5888 -0.0062 -0.4% 1.6060
Low 1.5950 1.5864 -0.0086 -0.5% 1.5942
Close 1.5950 1.5864 -0.0086 -0.5% 1.5973
Range 0.0000 0.0024 0.0024 0.0118
ATR 0.0055 0.0057 0.0002 4.1% 0.0000
Volume 2 14 12 600.0% 594
Daily Pivots for day following 12-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.5944 1.5928 1.5877
R3 1.5920 1.5904 1.5871
R2 1.5896 1.5896 1.5868
R1 1.5880 1.5880 1.5866 1.5876
PP 1.5872 1.5872 1.5872 1.5870
S1 1.5856 1.5856 1.5862 1.5852
S2 1.5848 1.5848 1.5860
S3 1.5824 1.5832 1.5857
S4 1.5800 1.5808 1.5851
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.6346 1.6277 1.6038
R3 1.6228 1.6159 1.6005
R2 1.6110 1.6110 1.5995
R1 1.6041 1.6041 1.5984 1.6076
PP 1.5992 1.5992 1.5992 1.6009
S1 1.5923 1.5923 1.5962 1.5958
S2 1.5874 1.5874 1.5951
S3 1.5756 1.5805 1.5941
S4 1.5638 1.5687 1.5908
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6060 1.5864 0.0196 1.2% 0.0013 0.1% 0% False True 112
10 1.6060 1.5864 0.0196 1.2% 0.0006 0.0% 0% False True 64
20 1.6208 1.5864 0.0344 2.2% 0.0003 0.0% 0% False True 38
40 1.6208 1.5864 0.0344 2.2% 0.0002 0.0% 0% False True 29
60 1.6208 1.5466 0.0742 4.7% 0.0001 0.0% 54% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5990
2.618 1.5951
1.618 1.5927
1.000 1.5912
0.618 1.5903
HIGH 1.5888
0.618 1.5879
0.500 1.5876
0.382 1.5873
LOW 1.5864
0.618 1.5849
1.000 1.5840
1.618 1.5825
2.618 1.5801
4.250 1.5762
Fisher Pivots for day following 12-Nov-2013
Pivot 1 day 3 day
R1 1.5876 1.5919
PP 1.5872 1.5900
S1 1.5868 1.5882

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

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