CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 05-Jul-2013
Day Change Summary
Previous Current
03-Jul-2013 05-Jul-2013 Change Change % Previous Week
Open 1.5146 1.5245 0.0099 0.7% 1.5204
High 1.5298 1.5276 -0.0022 -0.1% 1.5298
Low 1.5122 1.4845 -0.0277 -1.8% 1.4845
Close 1.5266 1.4893 -0.0373 -2.4% 1.4893
Range 0.0176 0.0431 0.0255 144.9% 0.0453
ATR 0.0123 0.0145 0.0022 17.9% 0.0000
Volume 110,983 259,580 148,597 133.9% 540,379
Daily Pivots for day following 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.6298 1.6026 1.5130
R3 1.5867 1.5595 1.5012
R2 1.5436 1.5436 1.4972
R1 1.5164 1.5164 1.4933 1.5085
PP 1.5005 1.5005 1.5005 1.4965
S1 1.4733 1.4733 1.4853 1.4654
S2 1.4574 1.4574 1.4814
S3 1.4143 1.4302 1.4774
S4 1.3712 1.3871 1.4656
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.6371 1.6085 1.5142
R3 1.5918 1.5632 1.5018
R2 1.5465 1.5465 1.4976
R1 1.5179 1.5179 1.4935 1.5096
PP 1.5012 1.5012 1.5012 1.4970
S1 1.4726 1.4726 1.4851 1.4643
S2 1.4559 1.4559 1.4810
S3 1.4106 1.4273 1.4768
S4 1.3653 1.3820 1.4644
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5298 1.4845 0.0453 3.0% 0.0178 1.2% 11% False True 130,794
10 1.5523 1.4845 0.0678 4.6% 0.0155 1.0% 7% False True 128,714
20 1.5743 1.4845 0.0898 6.0% 0.0136 0.9% 5% False True 105,703
40 1.5743 1.4845 0.0898 6.0% 0.0132 0.9% 5% False True 53,548
60 1.5743 1.4845 0.0898 6.0% 0.0111 0.7% 5% False True 35,710
80 1.5743 1.4845 0.0898 6.0% 0.0101 0.7% 5% False True 26,793
100 1.5743 1.4830 0.0913 6.1% 0.0089 0.6% 7% False False 21,435
120 1.6070 1.4830 0.1240 8.3% 0.0075 0.5% 5% False False 17,864
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 0.0030
Widest range in 178 trading days
Fibonacci Retracements and Extensions
4.250 1.7108
2.618 1.6404
1.618 1.5973
1.000 1.5707
0.618 1.5542
HIGH 1.5276
0.618 1.5111
0.500 1.5061
0.382 1.5010
LOW 1.4845
0.618 1.4579
1.000 1.4414
1.618 1.4148
2.618 1.3717
4.250 1.3013
Fisher Pivots for day following 05-Jul-2013
Pivot 1 day 3 day
R1 1.5061 1.5072
PP 1.5005 1.5012
S1 1.4949 1.4953

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

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