CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 1.5671 1.5706 0.0035 0.2% 1.5527
High 1.5728 1.5709 -0.0019 -0.1% 1.5728
Low 1.5637 1.5608 -0.0029 -0.2% 1.5486
Close 1.5687 1.5693 0.0006 0.0% 1.5693
Range 0.0091 0.0101 0.0010 11.0% 0.0242
ATR 0.0117 0.0115 -0.0001 -1.0% 0.0000
Volume 88,538 112,803 24,265 27.4% 331,512
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.5973 1.5934 1.5749
R3 1.5872 1.5833 1.5721
R2 1.5771 1.5771 1.5712
R1 1.5732 1.5732 1.5702 1.5701
PP 1.5670 1.5670 1.5670 1.5655
S1 1.5631 1.5631 1.5684 1.5600
S2 1.5569 1.5569 1.5674
S3 1.5468 1.5530 1.5665
S4 1.5367 1.5429 1.5637
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.6362 1.6269 1.5826
R3 1.6120 1.6027 1.5760
R2 1.5878 1.5878 1.5737
R1 1.5785 1.5785 1.5715 1.5832
PP 1.5636 1.5636 1.5636 1.5659
S1 1.5543 1.5543 1.5671 1.5590
S2 1.5394 1.5394 1.5649
S3 1.5152 1.5301 1.5626
S4 1.4910 1.5059 1.5560
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5728 1.5486 0.0242 1.5% 0.0096 0.6% 86% False False 66,302
10 1.5728 1.5171 0.0557 3.5% 0.0127 0.8% 94% False False 35,864
20 1.5728 1.4999 0.0729 4.6% 0.0124 0.8% 95% False False 18,346
40 1.5728 1.4999 0.0729 4.6% 0.0106 0.7% 95% False False 9,216
60 1.5728 1.4999 0.0729 4.6% 0.0095 0.6% 95% False False 6,158
80 1.5728 1.4830 0.0898 5.7% 0.0084 0.5% 96% False False 4,620
100 1.5840 1.4830 0.1010 6.4% 0.0069 0.4% 85% False False 3,698
120 1.6231 1.4830 0.1401 8.9% 0.0058 0.4% 62% False False 3,082
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6138
2.618 1.5973
1.618 1.5872
1.000 1.5810
0.618 1.5771
HIGH 1.5709
0.618 1.5670
0.500 1.5659
0.382 1.5647
LOW 1.5608
0.618 1.5546
1.000 1.5507
1.618 1.5445
2.618 1.5344
4.250 1.5179
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 1.5682 1.5685
PP 1.5670 1.5676
S1 1.5659 1.5668

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

View Archives - Comment on this page... - Back to Index of Symbols