CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 16-May-2013
Day Change Summary
Previous Current
15-May-2013 16-May-2013 Change Change % Previous Week
Open 1.5207 1.5216 0.0009 0.1% 1.5548
High 1.5257 1.5307 0.0050 0.3% 1.5580
Low 1.5167 1.5190 0.0023 0.2% 1.5305
Close 1.5209 1.5295 0.0086 0.6% 1.5344
Range 0.0090 0.0117 0.0027 30.0% 0.0275
ATR 0.0094 0.0096 0.0002 1.7% 0.0000
Volume 265 338 73 27.5% 444
Daily Pivots for day following 16-May-2013
Classic Woodie Camarilla DeMark
R4 1.5615 1.5572 1.5359
R3 1.5498 1.5455 1.5327
R2 1.5381 1.5381 1.5316
R1 1.5338 1.5338 1.5306 1.5360
PP 1.5264 1.5264 1.5264 1.5275
S1 1.5221 1.5221 1.5284 1.5243
S2 1.5147 1.5147 1.5274
S3 1.5030 1.5104 1.5263
S4 1.4913 1.4987 1.5231
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1.6235 1.6064 1.5495
R3 1.5960 1.5789 1.5420
R2 1.5685 1.5685 1.5394
R1 1.5514 1.5514 1.5369 1.5462
PP 1.5410 1.5410 1.5410 1.5384
S1 1.5239 1.5239 1.5319 1.5187
S2 1.5135 1.5135 1.5294
S3 1.4860 1.4964 1.5268
S4 1.4585 1.4689 1.5193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5438 1.5167 0.0271 1.8% 0.0112 0.7% 47% False False 203
10 1.5580 1.5167 0.0413 2.7% 0.0105 0.7% 31% False False 135
20 1.5580 1.5167 0.0413 2.7% 0.0088 0.6% 31% False False 86
40 1.5580 1.5060 0.0520 3.4% 0.0080 0.5% 45% False False 65
60 1.5580 1.4830 0.0750 4.9% 0.0071 0.5% 62% False False 44
80 1.5840 1.4830 0.1010 6.6% 0.0055 0.4% 46% False False 37
100 1.6231 1.4830 0.1401 9.2% 0.0045 0.3% 33% False False 29
120 1.6269 1.4830 0.1439 9.4% 0.0037 0.2% 32% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5804
2.618 1.5613
1.618 1.5496
1.000 1.5424
0.618 1.5379
HIGH 1.5307
0.618 1.5262
0.500 1.5249
0.382 1.5235
LOW 1.5190
0.618 1.5118
1.000 1.5073
1.618 1.5001
2.618 1.4884
4.250 1.4693
Fisher Pivots for day following 16-May-2013
Pivot 1 day 3 day
R1 1.5280 1.5276
PP 1.5264 1.5257
S1 1.5249 1.5239

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

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