CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 1.5297 1.5399 0.0102 0.7% 1.5119
High 1.5400 1.5674 0.0274 1.8% 1.5231
Low 1.5283 1.5377 0.0094 0.6% 1.4999
Close 1.5392 1.5599 0.0207 1.3% 1.5171
Range 0.0117 0.0297 0.0180 153.8% 0.0232
ATR 0.0111 0.0124 0.0013 12.0% 0.0000
Volume 2,990 9,839 6,849 229.1% 5,950
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.6441 1.6317 1.5762
R3 1.6144 1.6020 1.5681
R2 1.5847 1.5847 1.5653
R1 1.5723 1.5723 1.5626 1.5785
PP 1.5550 1.5550 1.5550 1.5581
S1 1.5426 1.5426 1.5572 1.5488
S2 1.5253 1.5253 1.5545
S3 1.4956 1.5129 1.5517
S4 1.4659 1.4832 1.5436
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 1.5830 1.5732 1.5299
R3 1.5598 1.5500 1.5235
R2 1.5366 1.5366 1.5214
R1 1.5268 1.5268 1.5192 1.5317
PP 1.5134 1.5134 1.5134 1.5158
S1 1.5036 1.5036 1.5150 1.5085
S2 1.4902 1.4902 1.5128
S3 1.4670 1.4804 1.5107
S4 1.4438 1.4572 1.5043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5674 1.5131 0.0543 3.5% 0.0153 1.0% 86% True False 4,027
10 1.5674 1.4999 0.0675 4.3% 0.0132 0.8% 89% True False 2,554
20 1.5674 1.4999 0.0675 4.3% 0.0128 0.8% 89% True False 1,393
40 1.5674 1.4999 0.0675 4.3% 0.0098 0.6% 89% True False 714
60 1.5674 1.4912 0.0762 4.9% 0.0089 0.6% 90% True False 489
80 1.5674 1.4830 0.0844 5.4% 0.0078 0.5% 91% True False 368
100 1.6070 1.4830 0.1240 7.9% 0.0063 0.4% 62% False False 297
120 1.6269 1.4830 0.1439 9.2% 0.0053 0.3% 53% False False 247
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 0.0017
Widest range in 158 trading days
Fibonacci Retracements and Extensions
4.250 1.6936
2.618 1.6452
1.618 1.6155
1.000 1.5971
0.618 1.5858
HIGH 1.5674
0.618 1.5561
0.500 1.5526
0.382 1.5490
LOW 1.5377
0.618 1.5193
1.000 1.5080
1.618 1.4896
2.618 1.4599
4.250 1.4115
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 1.5575 1.5556
PP 1.5550 1.5512
S1 1.5526 1.5469

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

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