CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 15-Nov-2013
Day Change Summary
Previous Current
14-Nov-2013 15-Nov-2013 Change Change % Previous Week
Open 1.6030 1.6040 0.0010 0.1% 1.5950
High 1.6030 1.6084 0.0054 0.3% 1.6084
Low 1.6030 1.6040 0.0010 0.1% 1.5864
Close 1.6030 1.6084 0.0054 0.3% 1.6084
Range 0.0000 0.0044 0.0044 0.0220
ATR 0.0060 0.0060 0.0000 -0.7% 0.0000
Volume 9 9 0 0.0% 43
Daily Pivots for day following 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.6201 1.6187 1.6108
R3 1.6157 1.6143 1.6096
R2 1.6113 1.6113 1.6092
R1 1.6099 1.6099 1.6088 1.6106
PP 1.6069 1.6069 1.6069 1.6073
S1 1.6055 1.6055 1.6080 1.6062
S2 1.6025 1.6025 1.6076
S3 1.5981 1.6011 1.6072
S4 1.5937 1.5967 1.6060
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.6671 1.6597 1.6205
R3 1.6451 1.6377 1.6145
R2 1.6231 1.6231 1.6124
R1 1.6157 1.6157 1.6104 1.6194
PP 1.6011 1.6011 1.6011 1.6029
S1 1.5937 1.5937 1.6064 1.5974
S2 1.5791 1.5791 1.6044
S3 1.5571 1.5717 1.6024
S4 1.5351 1.5497 1.5963
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6084 1.5864 0.0220 1.4% 0.0014 0.1% 100% True False 8
10 1.6084 1.5864 0.0220 1.4% 0.0011 0.1% 100% True False 63
20 1.6208 1.5864 0.0344 2.1% 0.0005 0.0% 64% False False 38
40 1.6208 1.5864 0.0344 2.1% 0.0003 0.0% 64% False False 28
60 1.6208 1.5466 0.0742 4.6% 0.0002 0.0% 83% False False 27
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 False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 1.6271
2.618 1.6199
1.618 1.6155
1.000 1.6128
0.618 1.6111
HIGH 1.6084
0.618 1.6067
0.500 1.6062
0.382 1.6057
LOW 1.6040
0.618 1.6013
1.000 1.5996
1.618 1.5969
2.618 1.5925
4.250 1.5853
Fisher Pivots for day following 15-Nov-2013
Pivot 1 day 3 day
R1 1.6077 1.6069
PP 1.6069 1.6054
S1 1.6062 1.6040

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

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