CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 29-Aug-2013
Day Change Summary
Previous Current
28-Aug-2013 29-Aug-2013 Change Change % Previous Week
Open 1.5545 1.5526 -0.0019 -0.1% 1.5630
High 1.5552 1.5546 -0.0006 0.0% 1.5716
Low 1.5425 1.5480 0.0055 0.4% 1.5537
Close 1.5525 1.5496 -0.0029 -0.2% 1.5572
Range 0.0127 0.0066 -0.0061 -48.0% 0.0179
ATR 0.0111 0.0108 -0.0003 -2.9% 0.0000
Volume 128,563 81,003 -47,560 -37.0% 459,739
Daily Pivots for day following 29-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.5705 1.5667 1.5532
R3 1.5639 1.5601 1.5514
R2 1.5573 1.5573 1.5508
R1 1.5535 1.5535 1.5502 1.5521
PP 1.5507 1.5507 1.5507 1.5501
S1 1.5469 1.5469 1.5490 1.5455
S2 1.5441 1.5441 1.5484
S3 1.5375 1.5403 1.5478
S4 1.5309 1.5337 1.5460
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 1.5656 1.5425 0.0231 1.5% 0.0096 0.6% 31% False False 92,646
10 1.5716 1.5425 0.0291 1.9% 0.0085 0.5% 24% False False 90,813
20 1.5716 1.5098 0.0618 4.0% 0.0107 0.7% 64% False False 102,660
40 1.5716 1.4806 0.0910 5.9% 0.0126 0.8% 76% False False 110,973
60 1.5743 1.4806 0.0937 6.0% 0.0127 0.8% 74% False False 105,054
80 1.5743 1.4806 0.0937 6.0% 0.0125 0.8% 74% False False 79,017
100 1.5743 1.4806 0.0937 6.0% 0.0113 0.7% 74% False False 63,220
120 1.5743 1.4806 0.0937 6.0% 0.0106 0.7% 74% False False 52,690
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5827
2.618 1.5719
1.618 1.5653
1.000 1.5612
0.618 1.5587
HIGH 1.5546
0.618 1.5521
0.500 1.5513
0.382 1.5505
LOW 1.5480
0.618 1.5439
1.000 1.5414
1.618 1.5373
2.618 1.5307
4.250 1.5200
Fisher Pivots for day following 29-Aug-2013
Pivot 1 day 3 day
R1 1.5513 1.5508
PP 1.5507 1.5504
S1 1.5502 1.5500

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

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