CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 22-Jul-2013
Day Change Summary
Previous Current
19-Jul-2013 22-Jul-2013 Change Change % Previous Week
Open 1.5221 1.5259 0.0038 0.2% 1.5099
High 1.5276 1.5378 0.0102 0.7% 1.5276
Low 1.5191 1.5252 0.0061 0.4% 1.5021
Close 1.5255 1.5351 0.0096 0.6% 1.5255
Range 0.0085 0.0126 0.0041 48.2% 0.0255
ATR 0.0142 0.0141 -0.0001 -0.8% 0.0000
Volume 68,092 90,802 22,710 33.4% 536,825
Daily Pivots for day following 22-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.5705 1.5654 1.5420
R3 1.5579 1.5528 1.5386
R2 1.5453 1.5453 1.5374
R1 1.5402 1.5402 1.5363 1.5428
PP 1.5327 1.5327 1.5327 1.5340
S1 1.5276 1.5276 1.5339 1.5302
S2 1.5201 1.5201 1.5328
S3 1.5075 1.5150 1.5316
S4 1.4949 1.5024 1.5282
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.5949 1.5857 1.5395
R3 1.5694 1.5602 1.5325
R2 1.5439 1.5439 1.5302
R1 1.5347 1.5347 1.5278 1.5393
PP 1.5184 1.5184 1.5184 1.5207
S1 1.5092 1.5092 1.5232 1.5138
S2 1.4929 1.4929 1.5208
S3 1.4674 1.4837 1.5185
S4 1.4419 1.4582 1.5115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5378 1.5037 0.0341 2.2% 0.0123 0.8% 92% True False 107,773
10 1.5378 1.4806 0.0572 3.7% 0.0146 1.0% 95% True False 114,709
20 1.5470 1.4806 0.0664 4.3% 0.0148 1.0% 82% False False 119,834
40 1.5743 1.4806 0.0937 6.1% 0.0138 0.9% 58% False False 84,509
60 1.5743 1.4806 0.0937 6.1% 0.0125 0.8% 58% False False 56,398
80 1.5743 1.4806 0.0937 6.1% 0.0113 0.7% 58% False False 42,307
100 1.5743 1.4806 0.0937 6.1% 0.0103 0.7% 58% False False 33,849
120 1.5840 1.4806 0.1034 6.7% 0.0088 0.6% 53% False False 28,210
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0041
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5914
2.618 1.5708
1.618 1.5582
1.000 1.5504
0.618 1.5456
HIGH 1.5378
0.618 1.5330
0.500 1.5315
0.382 1.5300
LOW 1.5252
0.618 1.5174
1.000 1.5126
1.618 1.5048
2.618 1.4922
4.250 1.4717
Fisher Pivots for day following 22-Jul-2013
Pivot 1 day 3 day
R1 1.5339 1.5322
PP 1.5327 1.5293
S1 1.5315 1.5264

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

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