CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 15-Aug-2013
Day Change Summary
Previous Current
14-Aug-2013 15-Aug-2013 Change Change % Previous Week
Open 1.5442 1.5498 0.0056 0.4% 1.5276
High 1.5544 1.5650 0.0106 0.7% 1.5570
Low 1.5419 1.5498 0.0079 0.5% 1.5200
Close 1.5502 1.5638 0.0136 0.9% 1.5509
Range 0.0125 0.0152 0.0027 21.6% 0.0370
ATR 0.0126 0.0128 0.0002 1.5% 0.0000
Volume 120,338 155,672 35,334 29.4% 575,436
Daily Pivots for day following 15-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.6051 1.5997 1.5722
R3 1.5899 1.5845 1.5680
R2 1.5747 1.5747 1.5666
R1 1.5693 1.5693 1.5652 1.5720
PP 1.5595 1.5595 1.5595 1.5609
S1 1.5541 1.5541 1.5624 1.5568
S2 1.5443 1.5443 1.5610
S3 1.5291 1.5389 1.5596
S4 1.5139 1.5237 1.5554
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 1.5650 1.5419 0.0231 1.5% 0.0098 0.6% 95% True False 101,666
10 1.5650 1.5098 0.0552 3.5% 0.0130 0.8% 98% True False 114,507
20 1.5650 1.5098 0.0552 3.5% 0.0120 0.8% 98% True False 109,432
40 1.5650 1.4806 0.0844 5.4% 0.0135 0.9% 99% True False 118,458
60 1.5743 1.4806 0.0937 6.0% 0.0132 0.8% 89% False False 90,185
80 1.5743 1.4806 0.0937 6.0% 0.0123 0.8% 89% False False 67,671
100 1.5743 1.4806 0.0937 6.0% 0.0113 0.7% 89% False False 54,143
120 1.5743 1.4806 0.0937 6.0% 0.0104 0.7% 89% False False 45,122
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6296
2.618 1.6048
1.618 1.5896
1.000 1.5802
0.618 1.5744
HIGH 1.5650
0.618 1.5592
0.500 1.5574
0.382 1.5556
LOW 1.5498
0.618 1.5404
1.000 1.5346
1.618 1.5252
2.618 1.5100
4.250 1.4852
Fisher Pivots for day following 15-Aug-2013
Pivot 1 day 3 day
R1 1.5617 1.5604
PP 1.5595 1.5569
S1 1.5574 1.5535

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

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