CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 18-Nov-2013
Day Change Summary
Previous Current
15-Nov-2013 18-Nov-2013 Change Change % Previous Week
Open 1.6040 1.6069 0.0029 0.2% 1.5950
High 1.6084 1.6069 -0.0015 -0.1% 1.6084
Low 1.6040 1.6069 0.0029 0.2% 1.5864
Close 1.6084 1.6069 -0.0015 -0.1% 1.6084
Range 0.0044 0.0000 -0.0044 -100.0% 0.0220
ATR 0.0060 0.0056 -0.0003 -5.3% 0.0000
Volume 9 1 -8 -88.9% 43
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.6069 1.6069 1.6069
R3 1.6069 1.6069 1.6069
R2 1.6069 1.6069 1.6069
R1 1.6069 1.6069 1.6069 1.6069
PP 1.6069 1.6069 1.6069 1.6069
S1 1.6069 1.6069 1.6069 1.6069
S2 1.6069 1.6069 1.6069
S3 1.6069 1.6069 1.6069
S4 1.6069 1.6069 1.6069
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% 93% False False 8
10 1.6084 1.5864 0.0220 1.4% 0.0011 0.1% 93% False False 61
20 1.6208 1.5864 0.0344 2.1% 0.0005 0.0% 60% False False 37
40 1.6208 1.5864 0.0344 2.1% 0.0003 0.0% 60% False False 27
60 1.6208 1.5466 0.0742 4.6% 0.0002 0.0% 81% False False 26
80 1.6208 1.5096 0.1112 6.9% 0.0001 0.0% 88% False False 30
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6069
2.618 1.6069
1.618 1.6069
1.000 1.6069
0.618 1.6069
HIGH 1.6069
0.618 1.6069
0.500 1.6069
0.382 1.6069
LOW 1.6069
0.618 1.6069
1.000 1.6069
1.618 1.6069
2.618 1.6069
4.250 1.6069
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 1.6069 1.6065
PP 1.6069 1.6061
S1 1.6069 1.6057

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

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