CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 17-Jul-2013
Day Change Summary
Previous Current
16-Jul-2013 17-Jul-2013 Change Change % Previous Week
Open 1.5092 1.5144 0.0052 0.3% 1.4874
High 1.5163 1.5262 0.0099 0.7% 1.5216
Low 1.5037 1.5072 0.0035 0.2% 1.4806
Close 1.5142 1.5202 0.0060 0.4% 1.5096
Range 0.0126 0.0190 0.0064 50.8% 0.0410
ATR 0.0148 0.0151 0.0003 2.0% 0.0000
Volume 112,226 165,014 52,788 47.0% 613,832
Daily Pivots for day following 17-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.5749 1.5665 1.5307
R3 1.5559 1.5475 1.5254
R2 1.5369 1.5369 1.5237
R1 1.5285 1.5285 1.5219 1.5327
PP 1.5179 1.5179 1.5179 1.5200
S1 1.5095 1.5095 1.5185 1.5137
S2 1.4989 1.4989 1.5167
S3 1.4799 1.4905 1.5150
S4 1.4609 1.4715 1.5098
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.6269 1.6093 1.5322
R3 1.5859 1.5683 1.5209
R2 1.5449 1.5449 1.5171
R1 1.5273 1.5273 1.5134 1.5361
PP 1.5039 1.5039 1.5039 1.5084
S1 1.4863 1.4863 1.5058 1.4951
S2 1.4629 1.4629 1.5021
S3 1.4219 1.4453 1.4983
S4 1.3809 1.4043 1.4871
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5262 1.4917 0.0345 2.3% 0.0165 1.1% 83% True False 125,092
10 1.5298 1.4806 0.0492 3.2% 0.0188 1.2% 80% False False 135,039
20 1.5669 1.4806 0.0863 5.7% 0.0158 1.0% 46% False False 128,310
40 1.5743 1.4806 0.0937 6.2% 0.0140 0.9% 42% False False 78,004
60 1.5743 1.4806 0.0937 6.2% 0.0124 0.8% 42% False False 52,038
80 1.5743 1.4806 0.0937 6.2% 0.0112 0.7% 42% False False 39,037
100 1.5743 1.4806 0.0937 6.2% 0.0101 0.7% 42% False False 31,233
120 1.5840 1.4806 0.1034 6.8% 0.0086 0.6% 38% False False 26,030
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0042
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6070
2.618 1.5759
1.618 1.5569
1.000 1.5452
0.618 1.5379
HIGH 1.5262
0.618 1.5189
0.500 1.5167
0.382 1.5145
LOW 1.5072
0.618 1.4955
1.000 1.4882
1.618 1.4765
2.618 1.4575
4.250 1.4265
Fisher Pivots for day following 17-Jul-2013
Pivot 1 day 3 day
R1 1.5190 1.5182
PP 1.5179 1.5162
S1 1.5167 1.5142

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

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