CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 14-Nov-2013
Day Change Summary
Previous Current
13-Nov-2013 14-Nov-2013 Change Change % Previous Week
Open 1.5995 1.6030 0.0035 0.2% 1.5942
High 1.5995 1.6030 0.0035 0.2% 1.6060
Low 1.5995 1.6030 0.0035 0.2% 1.5942
Close 1.5995 1.6030 0.0035 0.2% 1.5973
Range
ATR 0.0062 0.0060 -0.0002 -3.1% 0.0000
Volume 9 9 0 0.0% 594
Daily Pivots for day following 14-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.6030 1.6030 1.6030
R3 1.6030 1.6030 1.6030
R2 1.6030 1.6030 1.6030
R1 1.6030 1.6030 1.6030 1.6030
PP 1.6030 1.6030 1.6030 1.6030
S1 1.6030 1.6030 1.6030 1.6030
S2 1.6030 1.6030 1.6030
S3 1.6030 1.6030 1.6030
S4 1.6030 1.6030 1.6030
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 1.6030 1.5864 0.0166 1.0% 0.0005 0.0% 100% True False 7
10 1.6060 1.5864 0.0196 1.2% 0.0006 0.0% 85% False False 63
20 1.6208 1.5864 0.0344 2.1% 0.0003 0.0% 48% False False 38
40 1.6208 1.5864 0.0344 2.1% 0.0002 0.0% 48% False False 28
60 1.6208 1.5466 0.0742 4.6% 0.0001 0.0% 76% False False 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.6030
2.618 1.6030
1.618 1.6030
1.000 1.6030
0.618 1.6030
HIGH 1.6030
0.618 1.6030
0.500 1.6030
0.382 1.6030
LOW 1.6030
0.618 1.6030
1.000 1.6030
1.618 1.6030
2.618 1.6030
4.250 1.6030
Fisher Pivots for day following 14-Nov-2013
Pivot 1 day 3 day
R1 1.6030 1.6002
PP 1.6030 1.5975
S1 1.6030 1.5947

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

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