CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 23-Aug-2013
Day Change Summary
Previous Current
22-Aug-2013 23-Aug-2013 Change Change % Previous Week
Open 1.5659 1.5586 -0.0073 -0.5% 1.5630
High 1.5661 1.5656 -0.0005 0.0% 1.5716
Low 1.5560 1.5537 -0.0023 -0.1% 1.5537
Close 1.5581 1.5572 -0.0009 -0.1% 1.5572
Range 0.0101 0.0119 0.0018 17.8% 0.0179
ATR 0.0114 0.0114 0.0000 0.3% 0.0000
Volume 103,655 101,998 -1,657 -1.6% 459,739
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.5945 1.5878 1.5637
R3 1.5826 1.5759 1.5605
R2 1.5707 1.5707 1.5594
R1 1.5640 1.5640 1.5583 1.5614
PP 1.5588 1.5588 1.5588 1.5576
S1 1.5521 1.5521 1.5561 1.5495
S2 1.5469 1.5469 1.5550
S3 1.5350 1.5402 1.5539
S4 1.5231 1.5283 1.5507
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.6145 1.6038 1.5670
R3 1.5966 1.5859 1.5621
R2 1.5787 1.5787 1.5605
R1 1.5680 1.5680 1.5588 1.5644
PP 1.5608 1.5608 1.5608 1.5591
S1 1.5501 1.5501 1.5556 1.5465
S2 1.5429 1.5429 1.5539
S3 1.5250 1.5322 1.5523
S4 1.5071 1.5143 1.5474
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5716 1.5537 0.0179 1.1% 0.0087 0.6% 20% False True 91,947
10 1.5716 1.5419 0.0297 1.9% 0.0092 0.6% 52% False False 98,072
20 1.5716 1.5098 0.0618 4.0% 0.0114 0.7% 77% False False 108,806
40 1.5716 1.4806 0.0910 5.8% 0.0129 0.8% 84% False False 111,801
60 1.5743 1.4806 0.0937 6.0% 0.0129 0.8% 82% False False 99,205
80 1.5743 1.4806 0.0937 6.0% 0.0124 0.8% 82% False False 74,504
100 1.5743 1.4806 0.0937 6.0% 0.0114 0.7% 82% False False 59,611
120 1.5743 1.4806 0.0937 6.0% 0.0105 0.7% 82% False False 49,679
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 0.0022
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6162
2.618 1.5968
1.618 1.5849
1.000 1.5775
0.618 1.5730
HIGH 1.5656
0.618 1.5611
0.500 1.5597
0.382 1.5582
LOW 1.5537
0.618 1.5463
1.000 1.5418
1.618 1.5344
2.618 1.5225
4.250 1.5031
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 1.5597 1.5627
PP 1.5588 1.5608
S1 1.5580 1.5590

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

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