CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 1.5503 1.5516 0.0013 0.1% 1.5574
High 1.5527 1.5604 0.0077 0.5% 1.5610
Low 1.5461 1.5493 0.0032 0.2% 1.5425
Close 1.5493 1.5562 0.0069 0.4% 1.5493
Range 0.0066 0.0111 0.0045 68.2% 0.0185
ATR 0.0105 0.0105 0.0000 0.4% 0.0000
Volume 69,971 146,968 76,997 110.0% 431,207
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.5886 1.5835 1.5623
R3 1.5775 1.5724 1.5593
R2 1.5664 1.5664 1.5582
R1 1.5613 1.5613 1.5572 1.5639
PP 1.5553 1.5553 1.5553 1.5566
S1 1.5502 1.5502 1.5552 1.5528
S2 1.5442 1.5442 1.5542
S3 1.5331 1.5391 1.5531
S4 1.5220 1.5280 1.5501
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.6064 1.5964 1.5595
R3 1.5879 1.5779 1.5544
R2 1.5694 1.5694 1.5527
R1 1.5594 1.5594 1.5510 1.5552
PP 1.5509 1.5509 1.5509 1.5488
S1 1.5409 1.5409 1.5476 1.5367
S2 1.5324 1.5324 1.5459
S3 1.5139 1.5224 1.5442
S4 1.4954 1.5039 1.5391
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5604 1.5425 0.0179 1.2% 0.0096 0.6% 77% True False 106,369
10 1.5716 1.5425 0.0291 1.9% 0.0091 0.6% 47% False False 96,741
20 1.5716 1.5200 0.0516 3.3% 0.0100 0.6% 70% False False 101,767
40 1.5716 1.4806 0.0910 5.8% 0.0117 0.8% 83% False False 107,548
60 1.5743 1.4806 0.0937 6.0% 0.0123 0.8% 81% False False 108,361
80 1.5743 1.4806 0.0937 6.0% 0.0124 0.8% 81% False False 81,726
100 1.5743 1.4806 0.0937 6.0% 0.0114 0.7% 81% False False 65,389
120 1.5743 1.4806 0.0937 6.0% 0.0107 0.7% 81% False False 54,497
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 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6076
2.618 1.5895
1.618 1.5784
1.000 1.5715
0.618 1.5673
HIGH 1.5604
0.618 1.5562
0.500 1.5549
0.382 1.5535
LOW 1.5493
0.618 1.5424
1.000 1.5382
1.618 1.5313
2.618 1.5202
4.250 1.5021
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 1.5558 1.5552
PP 1.5553 1.5542
S1 1.5549 1.5533

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

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