CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 10-Jun-2013
Day Change Summary
Previous Current
07-Jun-2013 10-Jun-2013 Change Change % Previous Week
Open 1.5578 1.5527 -0.0051 -0.3% 1.5185
High 1.5608 1.5576 -0.0032 -0.2% 1.5674
Low 1.5482 1.5486 0.0004 0.0% 1.5171
Close 1.5549 1.5575 0.0026 0.2% 1.5549
Range 0.0126 0.0090 -0.0036 -28.6% 0.0503
ATR 0.0124 0.0122 -0.0002 -2.0% 0.0000
Volume 8,672 14,587 5,915 68.2% 27,137
Daily Pivots for day following 10-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.5816 1.5785 1.5625
R3 1.5726 1.5695 1.5600
R2 1.5636 1.5636 1.5592
R1 1.5605 1.5605 1.5583 1.5621
PP 1.5546 1.5546 1.5546 1.5553
S1 1.5515 1.5515 1.5567 1.5531
S2 1.5456 1.5456 1.5559
S3 1.5366 1.5425 1.5550
S4 1.5276 1.5335 1.5526
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.6974 1.6764 1.5826
R3 1.6471 1.6261 1.5687
R2 1.5968 1.5968 1.5641
R1 1.5758 1.5758 1.5595 1.5863
PP 1.5465 1.5465 1.5465 1.5517
S1 1.5255 1.5255 1.5503 1.5360
S2 1.4962 1.4962 1.5457
S3 1.4459 1.4752 1.5411
S4 1.3956 1.4249 1.5272
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5674 1.5264 0.0410 2.6% 0.0138 0.9% 76% False False 7,590
10 1.5674 1.4999 0.0675 4.3% 0.0136 0.9% 85% False False 4,767
20 1.5674 1.4999 0.0675 4.3% 0.0126 0.8% 85% False False 2,543
40 1.5674 1.4999 0.0675 4.3% 0.0102 0.7% 85% False False 1,295
60 1.5674 1.4999 0.0675 4.3% 0.0091 0.6% 85% False False 877
80 1.5674 1.4830 0.0844 5.4% 0.0081 0.5% 88% False False 658
100 1.5992 1.4830 0.1162 7.5% 0.0065 0.4% 64% False False 529
120 1.6269 1.4830 0.1439 9.2% 0.0055 0.4% 52% False False 441
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5959
2.618 1.5812
1.618 1.5722
1.000 1.5666
0.618 1.5632
HIGH 1.5576
0.618 1.5542
0.500 1.5531
0.382 1.5520
LOW 1.5486
0.618 1.5430
1.000 1.5396
1.618 1.5340
2.618 1.5250
4.250 1.5104
Fisher Pivots for day following 10-Jun-2013
Pivot 1 day 3 day
R1 1.5560 1.5559
PP 1.5546 1.5542
S1 1.5531 1.5526

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

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