CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 16-Sep-2013
Day Change Summary
Previous Current
13-Sep-2013 16-Sep-2013 Change Change % Previous Week
Open 1.5807 1.5941 0.0134 0.8% 1.5626
High 1.5885 1.5962 0.0077 0.5% 1.5885
Low 1.5777 1.5879 0.0102 0.6% 1.5626
Close 1.5879 1.5943 0.0064 0.4% 1.5879
Range 0.0108 0.0083 -0.0025 -23.1% 0.0259
ATR 0.0101 0.0100 -0.0001 -1.3% 0.0000
Volume 27,254 1,985 -25,269 -92.7% 474,434
Daily Pivots for day following 16-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.6177 1.6143 1.5989
R3 1.6094 1.6060 1.5966
R2 1.6011 1.6011 1.5958
R1 1.5977 1.5977 1.5951 1.5994
PP 1.5928 1.5928 1.5928 1.5937
S1 1.5894 1.5894 1.5935 1.5911
S2 1.5845 1.5845 1.5928
S3 1.5762 1.5811 1.5920
S4 1.5679 1.5728 1.5897
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.6574 1.6485 1.6021
R3 1.6315 1.6226 1.5950
R2 1.6056 1.6056 1.5926
R1 1.5967 1.5967 1.5903 1.6012
PP 1.5797 1.5797 1.5797 1.5819
S1 1.5708 1.5708 1.5855 1.5753
S2 1.5538 1.5538 1.5832
S3 1.5279 1.5449 1.5808
S4 1.5020 1.5190 1.5737
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5962 1.5685 0.0277 1.7% 0.0087 0.5% 93% True False 76,977
10 1.5962 1.5493 0.0469 2.9% 0.0097 0.6% 96% True False 95,490
20 1.5962 1.5425 0.0537 3.4% 0.0091 0.6% 96% True False 92,292
40 1.5962 1.5098 0.0864 5.4% 0.0105 0.7% 98% True False 101,338
60 1.5962 1.4806 0.1156 7.3% 0.0120 0.8% 98% True False 108,189
80 1.5962 1.4806 0.1156 7.3% 0.0121 0.8% 98% True False 91,797
100 1.5962 1.4806 0.1156 7.3% 0.0117 0.7% 98% True False 73,466
120 1.5962 1.4806 0.1156 7.3% 0.0110 0.7% 98% True False 61,228
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6315
2.618 1.6179
1.618 1.6096
1.000 1.6045
0.618 1.6013
HIGH 1.5962
0.618 1.5930
0.500 1.5921
0.382 1.5911
LOW 1.5879
0.618 1.5828
1.000 1.5796
1.618 1.5745
2.618 1.5662
4.250 1.5526
Fisher Pivots for day following 16-Sep-2013
Pivot 1 day 3 day
R1 1.5936 1.5917
PP 1.5928 1.5891
S1 1.5921 1.5865

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

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