CME British Pound Future December 2013

Trading Metrics calculated at close of trading on 07-Oct-2013

Day Change Summary
	Previous	Current
	04-Oct-2013	07-Oct-2013	Change	Change %	Previous Week
Open	1.6150	1.6017	-0.0133	-0.8%	1.6130
High	1.6169	1.6092	-0.0077	-0.5%	1.6252
Low	1.5996	1.6016	0.0020	0.1%	1.5996
Close	1.6017	1.6084	0.0067	0.4%	1.6017
Range	0.0173	0.0076	-0.0097	-56.1%	0.0256
ATR	0.0103	0.0101	-0.0002	-1.9%	0.0000
Volume	107,303	77,834	-29,469	-27.5%	477,617

Daily Pivots for day following 07-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6292	1.6264	1.6126
R3	1.6216	1.6188	1.6105
R2	1.6140	1.6140	1.6098
R1	1.6112	1.6112	1.6091	1.6126
PP	1.6064	1.6064	1.6064	1.6071
S1	1.6036	1.6036	1.6077	1.6050
S2	1.5988	1.5988	1.6070
S3	1.5912	1.5960	1.6063
S4	1.5836	1.5884	1.6042

Weekly Pivots for week ending 04-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6856	1.6693	1.6158
R3	1.6600	1.6437	1.6087
R2	1.6344	1.6344	1.6064
R1	1.6181	1.6181	1.6040	1.6135
PP	1.6088	1.6088	1.6088	1.6065
S1	1.5925	1.5925	1.5994	1.5879
S2	1.5832	1.5832	1.5970
S3	1.5576	1.5669	1.5947
S4	1.5320	1.5413	1.5876

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6252	1.5996	0.0256	1.6%	0.0101	0.6%	34%	False	False	91,833
10	1.6252	1.5943	0.0309	1.9%	0.0100	0.6%	46%	False	False	89,428
20	1.6252	1.5674	0.0578	3.6%	0.0101	0.6%	71%	False	False	90,248
40	1.6252	1.5410	0.0842	5.2%	0.0094	0.6%	80%	False	False	46,386
60	1.6252	1.5050	0.1202	7.5%	0.0095	0.6%	86%	False	False	30,946
80	1.6252	1.4798	0.1454	9.0%	0.0100	0.6%	88%	False	False	23,227
100	1.6252	1.4798	0.1454	9.0%	0.0087	0.5%	88%	False	False	18,585
120	1.6252	1.4798	0.1454	9.0%	0.0076	0.5%	88%	False	False	15,488

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.6415
2.618	1.6291
1.618	1.6215
1.000	1.6168
0.618	1.6139
HIGH	1.6092
0.618	1.6063
0.500	1.6054
0.382	1.6045
LOW	1.6016
0.618	1.5969
1.000	1.5940
1.618	1.5893
2.618	1.5817
4.250	1.5693

Fisher Pivots for day following 07-Oct-2013
Pivot	1 day	3 day
R1	1.6074	1.6114
PP	1.6064	1.6104
S1	1.6054	1.6094

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols