CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
24-May-2013 28-May-2013 Change Change % Previous Week
Open 1.5100 1.5048 -0.0052 -0.3% 1.5253
High 1.5110 1.5048 -0.0062 -0.4% 1.5253
Low 1.5098 1.5048 -0.0050 -0.3% 1.5021
Close 1.5098 1.5048 -0.0050 -0.3% 1.5098
Range 0.0012 0.0000 -0.0012 -100.0% 0.0232
ATR 0.0073 0.0071 -0.0002 -2.2% 0.0000
Volume 5 15 10 200.0% 16
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 1.5048 1.5048 1.5048
R3 1.5048 1.5048 1.5048
R2 1.5048 1.5048 1.5048
R1 1.5048 1.5048 1.5048 1.5048
PP 1.5048 1.5048 1.5048 1.5048
S1 1.5048 1.5048 1.5048 1.5048
S2 1.5048 1.5048 1.5048
S3 1.5048 1.5048 1.5048
S4 1.5048 1.5048 1.5048
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1.5820 1.5691 1.5226
R3 1.5588 1.5459 1.5162
R2 1.5356 1.5356 1.5141
R1 1.5227 1.5227 1.5119 1.5176
PP 1.5124 1.5124 1.5124 1.5098
S1 1.4995 1.4995 1.5077 1.4944
S2 1.4892 1.4892 1.5055
S3 1.4660 1.4763 1.5034
S4 1.4428 1.4531 1.4970
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5135 1.5021 0.0114 0.8% 0.0024 0.2% 24% False False 5
10 1.5290 1.5021 0.0269 1.8% 0.0012 0.1% 10% False False 5
20 1.5574 1.5021 0.0553 3.7% 0.0013 0.1% 5% False False 6
40 1.5574 1.5021 0.0553 3.7% 0.0024 0.2% 5% False False 4
60 1.5574 1.4897 0.0677 4.5% 0.0019 0.1% 22% False False 3
Crabel Price Patterns
NR True
NR4 True
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 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5048
2.618 1.5048
1.618 1.5048
1.000 1.5048
0.618 1.5048
HIGH 1.5048
0.618 1.5048
0.500 1.5048
0.382 1.5048
LOW 1.5048
0.618 1.5048
1.000 1.5048
1.618 1.5048
2.618 1.5048
4.250 1.5048
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 1.5048 1.5073
PP 1.5048 1.5065
S1 1.5048 1.5056

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

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