CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 12-Dec-2013
Day Change Summary
Previous Current
11-Dec-2013 12-Dec-2013 Change Change % Previous Week
Open 1.6441 1.6395 -0.0046 -0.3% 1.6403
High 1.6441 1.6395 -0.0046 -0.3% 1.6403
Low 1.6360 1.6324 -0.0036 -0.2% 1.6289
Close 1.6360 1.6324 -0.0036 -0.2% 1.6319
Range 0.0081 0.0071 -0.0010 -12.3% 0.0114
ATR 0.0058 0.0059 0.0001 1.5% 0.0000
Volume 2,569 269 -2,300 -89.5% 2,641
Daily Pivots for day following 12-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.6561 1.6513 1.6363
R3 1.6490 1.6442 1.6344
R2 1.6419 1.6419 1.6337
R1 1.6371 1.6371 1.6331 1.6360
PP 1.6348 1.6348 1.6348 1.6342
S1 1.6300 1.6300 1.6317 1.6289
S2 1.6277 1.6277 1.6311
S3 1.6206 1.6229 1.6304
S4 1.6135 1.6158 1.6285
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.6679 1.6613 1.6382
R3 1.6565 1.6499 1.6350
R2 1.6451 1.6451 1.6340
R1 1.6385 1.6385 1.6329 1.6361
PP 1.6337 1.6337 1.6337 1.6325
S1 1.6271 1.6271 1.6309 1.6247
S2 1.6223 1.6223 1.6298
S3 1.6109 1.6157 1.6288
S4 1.5995 1.6043 1.6256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6441 1.6319 0.0122 0.7% 0.0039 0.2% 4% False False 2,122
10 1.6441 1.6289 0.0152 0.9% 0.0048 0.3% 23% False False 1,067
20 1.6441 1.6030 0.0411 2.5% 0.0029 0.2% 72% False False 543
40 1.6441 1.5864 0.0577 3.5% 0.0016 0.1% 80% False False 291
60 1.6441 1.5864 0.0577 3.5% 0.0011 0.1% 80% False False 200
80 1.6441 1.5466 0.0975 6.0% 0.0008 0.0% 88% False False 157
Crabel Price Patterns
NR True
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6697
2.618 1.6581
1.618 1.6510
1.000 1.6466
0.618 1.6439
HIGH 1.6395
0.618 1.6368
0.500 1.6360
0.382 1.6351
LOW 1.6324
0.618 1.6280
1.000 1.6253
1.618 1.6209
2.618 1.6138
4.250 1.6022
Fisher Pivots for day following 12-Dec-2013
Pivot 1 day 3 day
R1 1.6360 1.6383
PP 1.6348 1.6363
S1 1.6336 1.6344

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

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