CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 24-Apr-2013
Day Change Summary
Previous Current
23-Apr-2013 24-Apr-2013 Change Change % Previous Week
Open 1.5180 1.5254 0.0074 0.5% 1.5335
High 1.5244 1.5256 0.0012 0.1% 1.5360
Low 1.5180 1.5254 0.0074 0.5% 1.5218
Close 1.5231 1.5256 0.0025 0.2% 1.5218
Range 0.0064 0.0002 -0.0062 -96.9% 0.0142
ATR 0.0086 0.0082 -0.0004 -5.1% 0.0000
Volume 21 4 -17 -81.0% 94
Daily Pivots for day following 24-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.5261 1.5261 1.5257
R3 1.5259 1.5259 1.5257
R2 1.5257 1.5257 1.5256
R1 1.5257 1.5257 1.5256 1.5257
PP 1.5255 1.5255 1.5255 1.5256
S1 1.5255 1.5255 1.5256 1.5255
S2 1.5253 1.5253 1.5256
S3 1.5251 1.5253 1.5255
S4 1.5249 1.5251 1.5255
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 1.5691 1.5597 1.5296
R3 1.5549 1.5455 1.5257
R2 1.5407 1.5407 1.5244
R1 1.5313 1.5313 1.5231 1.5289
PP 1.5265 1.5265 1.5265 1.5254
S1 1.5171 1.5171 1.5205 1.5147
S2 1.5123 1.5123 1.5192
S3 1.4981 1.5029 1.5179
S4 1.4839 1.4887 1.5140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5340 1.5180 0.0160 1.0% 0.0054 0.4% 48% False False 24
10 1.5388 1.5180 0.0208 1.4% 0.0055 0.4% 37% False False 16
20 1.5388 1.5060 0.0328 2.1% 0.0071 0.5% 60% False False 33
40 1.5388 1.4830 0.0558 3.7% 0.0066 0.4% 76% False False 25
60 1.5840 1.4830 0.1010 6.6% 0.0048 0.3% 42% False False 21
80 1.6231 1.4830 0.1401 9.2% 0.0037 0.2% 30% False False 16
100 1.6269 1.4830 0.1439 9.4% 0.0030 0.2% 30% False False 13
120 1.6269 1.4830 0.1439 9.4% 0.0025 0.2% 30% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0003
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 1.5265
2.618 1.5261
1.618 1.5259
1.000 1.5258
0.618 1.5257
HIGH 1.5256
0.618 1.5255
0.500 1.5255
0.382 1.5255
LOW 1.5254
0.618 1.5253
1.000 1.5252
1.618 1.5251
2.618 1.5249
4.250 1.5246
Fisher Pivots for day following 24-Apr-2013
Pivot 1 day 3 day
R1 1.5256 1.5247
PP 1.5255 1.5237
S1 1.5255 1.5228

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

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