CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 03-Jun-2013
Day Change Summary
Previous Current
31-May-2013 03-Jun-2013 Change Change % Previous Week
Open 1.5148 1.5308 0.0160 1.1% 1.5048
High 1.5164 1.5308 0.0144 0.9% 1.5203
Low 1.5148 1.5308 0.0160 1.1% 1.5048
Close 1.5164 1.5308 0.0144 0.9% 1.5164
Range 0.0016 0.0000 -0.0016 -100.0% 0.0155
ATR 0.0071 0.0076 0.0005 7.3% 0.0000
Volume 1 1 0 0.0% 39
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.5308 1.5308 1.5308
R3 1.5308 1.5308 1.5308
R2 1.5308 1.5308 1.5308
R1 1.5308 1.5308 1.5308 1.5308
PP 1.5308 1.5308 1.5308 1.5308
S1 1.5308 1.5308 1.5308 1.5308
S2 1.5308 1.5308 1.5308
S3 1.5308 1.5308 1.5308
S4 1.5308 1.5308 1.5308
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 1.5603 1.5539 1.5249
R3 1.5448 1.5384 1.5207
R2 1.5293 1.5293 1.5192
R1 1.5229 1.5229 1.5178 1.5261
PP 1.5138 1.5138 1.5138 1.5155
S1 1.5074 1.5074 1.5150 1.5106
S2 1.4983 1.4983 1.5136
S3 1.4828 1.4919 1.5121
S4 1.4673 1.4764 1.5079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5308 1.5048 0.0260 1.7% 0.0017 0.1% 100% True False 8
10 1.5308 1.5021 0.0287 1.9% 0.0020 0.1% 100% True False 5
20 1.5529 1.5021 0.0508 3.3% 0.0016 0.1% 56% False False 7
40 1.5574 1.5021 0.0553 3.6% 0.0020 0.1% 52% False False 4
60 1.5574 1.4897 0.0677 4.4% 0.0019 0.1% 61% 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 1.5308
2.618 1.5308
1.618 1.5308
1.000 1.5308
0.618 1.5308
HIGH 1.5308
0.618 1.5308
0.500 1.5308
0.382 1.5308
LOW 1.5308
0.618 1.5308
1.000 1.5308
1.618 1.5308
2.618 1.5308
4.250 1.5308
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 1.5308 1.5281
PP 1.5308 1.5255
S1 1.5308 1.5228

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

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