CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 17-Apr-2013
Day Change Summary
Previous Current
16-Apr-2013 17-Apr-2013 Change Change % Previous Week
Open 1.5360 1.5354 -0.0006 0.0% 1.5329
High 1.5360 1.5359 -0.0001 0.0% 1.5388
Low 1.5357 1.5220 -0.0137 -0.9% 1.5230
Close 1.5357 1.5226 -0.0131 -0.9% 1.5332
Range 0.0003 0.0139 0.0136 4,533.3% 0.0158
ATR 0.0083 0.0087 0.0004 4.8% 0.0000
Volume 9 4 -5 -55.6% 310
Daily Pivots for day following 17-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.5685 1.5595 1.5302
R3 1.5546 1.5456 1.5264
R2 1.5407 1.5407 1.5251
R1 1.5317 1.5317 1.5239 1.5293
PP 1.5268 1.5268 1.5268 1.5256
S1 1.5178 1.5178 1.5213 1.5154
S2 1.5129 1.5129 1.5201
S3 1.4990 1.5039 1.5188
S4 1.4851 1.4900 1.5150
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.5791 1.5719 1.5419
R3 1.5633 1.5561 1.5375
R2 1.5475 1.5475 1.5361
R1 1.5403 1.5403 1.5346 1.5439
PP 1.5317 1.5317 1.5317 1.5335
S1 1.5245 1.5245 1.5318 1.5281
S2 1.5159 1.5159 1.5303
S3 1.5001 1.5087 1.5289
S4 1.4843 1.4929 1.5245
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5388 1.5220 0.0168 1.1% 0.0056 0.4% 4% False True 9
10 1.5388 1.5060 0.0328 2.2% 0.0080 0.5% 51% False False 41
20 1.5388 1.5033 0.0355 2.3% 0.0078 0.5% 54% False False 41
40 1.5388 1.4830 0.0558 3.7% 0.0064 0.4% 71% False False 22
60 1.5840 1.4830 0.1010 6.6% 0.0044 0.3% 39% False False 19
80 1.6269 1.4830 0.1439 9.5% 0.0034 0.2% 28% False False 15
100 1.6269 1.4830 0.1439 9.5% 0.0027 0.2% 28% False False 12
120 1.6269 1.4830 0.1439 9.5% 0.0022 0.1% 28% False False 10
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 0.0002
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.5950
2.618 1.5723
1.618 1.5584
1.000 1.5498
0.618 1.5445
HIGH 1.5359
0.618 1.5306
0.500 1.5290
0.382 1.5273
LOW 1.5220
0.618 1.5134
1.000 1.5081
1.618 1.4995
2.618 1.4856
4.250 1.4629
Fisher Pivots for day following 17-Apr-2013
Pivot 1 day 3 day
R1 1.5290 1.5290
PP 1.5268 1.5269
S1 1.5247 1.5247

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

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