CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 1.5574 1.5574 0.0000 0.0% 1.5630
High 1.5610 1.5590 -0.0020 -0.1% 1.5716
Low 1.5554 1.5479 -0.0075 -0.5% 1.5537
Close 1.5575 1.5538 -0.0037 -0.2% 1.5572
Range 0.0056 0.0111 0.0055 98.2% 0.0179
ATR 0.0110 0.0110 0.0000 0.1% 0.0000
Volume 46,327 105,343 59,016 127.4% 459,739
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.5869 1.5814 1.5599
R3 1.5758 1.5703 1.5569
R2 1.5647 1.5647 1.5558
R1 1.5592 1.5592 1.5548 1.5564
PP 1.5536 1.5536 1.5536 1.5522
S1 1.5481 1.5481 1.5528 1.5453
S2 1.5425 1.5425 1.5518
S3 1.5314 1.5370 1.5507
S4 1.5203 1.5259 1.5477
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 1.5479 0.0237 1.5% 0.0094 0.6% 25% False True 92,327
10 1.5716 1.5419 0.0297 1.9% 0.0093 0.6% 40% False False 97,457
20 1.5716 1.5098 0.0618 4.0% 0.0111 0.7% 71% False False 108,287
40 1.5716 1.4806 0.0910 5.9% 0.0128 0.8% 80% False False 110,749
60 1.5743 1.4806 0.0937 6.0% 0.0127 0.8% 78% False False 101,642
80 1.5743 1.4806 0.0937 6.0% 0.0125 0.8% 78% False False 76,398
100 1.5743 1.4806 0.0937 6.0% 0.0113 0.7% 78% False False 61,127
120 1.5743 1.4806 0.0937 6.0% 0.0106 0.7% 78% False False 50,943
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6062
2.618 1.5881
1.618 1.5770
1.000 1.5701
0.618 1.5659
HIGH 1.5590
0.618 1.5548
0.500 1.5535
0.382 1.5521
LOW 1.5479
0.618 1.5410
1.000 1.5368
1.618 1.5299
2.618 1.5188
4.250 1.5007
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 1.5537 1.5568
PP 1.5536 1.5558
S1 1.5535 1.5548

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

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