CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 09-Jul-2013
Day Change Summary
Previous Current
08-Jul-2013 09-Jul-2013 Change Change % Previous Week
Open 1.4874 1.4943 0.0069 0.5% 1.5204
High 1.4960 1.4974 0.0014 0.1% 1.5298
Low 1.4852 1.4806 -0.0046 -0.3% 1.4845
Close 1.4942 1.4862 -0.0080 -0.5% 1.4893
Range 0.0108 0.0168 0.0060 55.6% 0.0453
ATR 0.0142 0.0144 0.0002 1.3% 0.0000
Volume 94,362 129,532 35,170 37.3% 540,379
Daily Pivots for day following 09-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.5385 1.5291 1.4954
R3 1.5217 1.5123 1.4908
R2 1.5049 1.5049 1.4893
R1 1.4955 1.4955 1.4877 1.4918
PP 1.4881 1.4881 1.4881 1.4862
S1 1.4787 1.4787 1.4847 1.4750
S2 1.4713 1.4713 1.4831
S3 1.4545 1.4619 1.4816
S4 1.4377 1.4451 1.4770
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 1.4806 0.0492 3.3% 0.0197 1.3% 11% False True 136,818
10 1.5470 1.4806 0.0664 4.5% 0.0154 1.0% 8% False True 123,819
20 1.5743 1.4806 0.0937 6.3% 0.0139 0.9% 6% False True 115,735
40 1.5743 1.4806 0.0937 6.3% 0.0132 0.9% 6% False True 59,139
60 1.5743 1.4806 0.0937 6.3% 0.0114 0.8% 6% False True 39,441
80 1.5743 1.4806 0.0937 6.3% 0.0103 0.7% 6% False True 29,591
100 1.5743 1.4806 0.0937 6.3% 0.0092 0.6% 6% False True 23,673
120 1.5992 1.4806 0.1186 8.0% 0.0077 0.5% 5% False True 19,730
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5688
2.618 1.5414
1.618 1.5246
1.000 1.5142
0.618 1.5078
HIGH 1.4974
0.618 1.4910
0.500 1.4890
0.382 1.4870
LOW 1.4806
0.618 1.4702
1.000 1.4638
1.618 1.4534
2.618 1.4366
4.250 1.4092
Fisher Pivots for day following 09-Jul-2013
Pivot 1 day 3 day
R1 1.4890 1.5041
PP 1.4881 1.4981
S1 1.4871 1.4922

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

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