CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 06-Sep-2013
Day Change Summary
Previous Current
05-Sep-2013 06-Sep-2013 Change Change % Previous Week
Open 1.5622 1.5587 -0.0035 -0.2% 1.5516
High 1.5675 1.5682 0.0007 0.0% 1.5682
Low 1.5571 1.5564 -0.0007 0.0% 1.5493
Close 1.5590 1.5634 0.0044 0.3% 1.5634
Range 0.0104 0.0118 0.0014 13.5% 0.0189
ATR 0.0105 0.0106 0.0001 0.9% 0.0000
Volume 122,964 109,217 -13,747 -11.2% 478,483
Daily Pivots for day following 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.5981 1.5925 1.5699
R3 1.5863 1.5807 1.5666
R2 1.5745 1.5745 1.5656
R1 1.5689 1.5689 1.5645 1.5717
PP 1.5627 1.5627 1.5627 1.5641
S1 1.5571 1.5571 1.5623 1.5599
S2 1.5509 1.5509 1.5612
S3 1.5391 1.5453 1.5602
S4 1.5273 1.5335 1.5569
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.6170 1.6091 1.5738
R3 1.5981 1.5902 1.5686
R2 1.5792 1.5792 1.5669
R1 1.5713 1.5713 1.5651 1.5753
PP 1.5603 1.5603 1.5603 1.5623
S1 1.5524 1.5524 1.5617 1.5564
S2 1.5414 1.5414 1.5599
S3 1.5225 1.5335 1.5582
S4 1.5036 1.5146 1.5530
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5682 1.5461 0.0221 1.4% 0.0098 0.6% 78% True False 109,690
10 1.5682 1.5425 0.0257 1.6% 0.0097 0.6% 81% True False 101,168
20 1.5716 1.5419 0.0297 1.9% 0.0091 0.6% 72% False False 98,245
40 1.5716 1.5021 0.0695 4.4% 0.0109 0.7% 88% False False 105,179
60 1.5743 1.4806 0.0937 6.0% 0.0123 0.8% 88% False False 111,717
80 1.5743 1.4806 0.0937 6.0% 0.0124 0.8% 88% False False 85,865
100 1.5743 1.4806 0.0937 6.0% 0.0116 0.7% 88% False False 68,703
120 1.5743 1.4806 0.0937 6.0% 0.0109 0.7% 88% False False 57,260
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6184
2.618 1.5991
1.618 1.5873
1.000 1.5800
0.618 1.5755
HIGH 1.5682
0.618 1.5637
0.500 1.5623
0.382 1.5609
LOW 1.5564
0.618 1.5491
1.000 1.5446
1.618 1.5373
2.618 1.5255
4.250 1.5063
Fisher Pivots for day following 06-Sep-2013
Pivot 1 day 3 day
R1 1.5630 1.5629
PP 1.5627 1.5624
S1 1.5623 1.5619

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

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