CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 12-Aug-2013
Day Change Summary
Previous Current
09-Aug-2013 12-Aug-2013 Change Change % Previous Week
Open 1.5531 1.5505 -0.0026 -0.2% 1.5276
High 1.5554 1.5518 -0.0036 -0.2% 1.5570
Low 1.5493 1.5455 -0.0038 -0.2% 1.5200
Close 1.5509 1.5467 -0.0042 -0.3% 1.5509
Range 0.0061 0.0063 0.0002 3.3% 0.0370
ATR 0.0133 0.0128 -0.0005 -3.8% 0.0000
Volume 74,505 59,553 -14,952 -20.1% 575,436
Daily Pivots for day following 12-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.5669 1.5631 1.5502
R3 1.5606 1.5568 1.5484
R2 1.5543 1.5543 1.5479
R1 1.5505 1.5505 1.5473 1.5493
PP 1.5480 1.5480 1.5480 1.5474
S1 1.5442 1.5442 1.5461 1.5430
S2 1.5417 1.5417 1.5455
S3 1.5354 1.5379 1.5450
S4 1.5291 1.5316 1.5432
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.6536 1.6393 1.5713
R3 1.6166 1.6023 1.5611
R2 1.5796 1.5796 1.5577
R1 1.5653 1.5653 1.5543 1.5725
PP 1.5426 1.5426 1.5426 1.5462
S1 1.5283 1.5283 1.5475 1.5355
S2 1.5056 1.5056 1.5441
S3 1.4686 1.4913 1.5407
S4 1.4316 1.4543 1.5306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5570 1.5200 0.0370 2.4% 0.0122 0.8% 72% False False 107,201
10 1.5570 1.5098 0.0472 3.1% 0.0134 0.9% 78% False False 118,847
20 1.5570 1.5037 0.0533 3.4% 0.0122 0.8% 81% False False 109,717
40 1.5743 1.4806 0.0937 6.1% 0.0138 0.9% 71% False False 116,770
60 1.5743 1.4806 0.0937 6.1% 0.0133 0.9% 71% False False 83,962
80 1.5743 1.4806 0.0937 6.1% 0.0122 0.8% 71% False False 62,993
100 1.5743 1.4806 0.0937 6.1% 0.0112 0.7% 71% False False 50,403
120 1.5743 1.4806 0.0937 6.1% 0.0102 0.7% 71% False False 42,003
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 0.0033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5786
2.618 1.5683
1.618 1.5620
1.000 1.5581
0.618 1.5557
HIGH 1.5518
0.618 1.5494
0.500 1.5487
0.382 1.5479
LOW 1.5455
0.618 1.5416
1.000 1.5392
1.618 1.5353
2.618 1.5290
4.250 1.5187
Fisher Pivots for day following 12-Aug-2013
Pivot 1 day 3 day
R1 1.5487 1.5513
PP 1.5480 1.5497
S1 1.5474 1.5482

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

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