CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 1.5380 1.5440 0.0060 0.4% 1.5048
High 1.5386 1.5650 0.0264 1.7% 1.5203
Low 1.5370 1.5440 0.0070 0.5% 1.5048
Close 1.5386 1.5593 0.0207 1.3% 1.5164
Range 0.0016 0.0210 0.0194 1,212.5% 0.0155
ATR 0.0074 0.0088 0.0014 18.3% 0.0000
Volume 1 25 24 2,400.0% 39
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.6191 1.6102 1.5709
R3 1.5981 1.5892 1.5651
R2 1.5771 1.5771 1.5632
R1 1.5682 1.5682 1.5612 1.5727
PP 1.5561 1.5561 1.5561 1.5583
S1 1.5472 1.5472 1.5574 1.5517
S2 1.5351 1.5351 1.5555
S3 1.5141 1.5262 1.5535
S4 1.4931 1.5052 1.5478
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 1.5650 1.5148 0.0502 3.2% 0.0048 0.3% 89% True False 5
10 1.5650 1.5036 0.0614 3.9% 0.0038 0.2% 91% True False 7
20 1.5650 1.5021 0.0629 4.0% 0.0023 0.2% 91% True False 8
40 1.5650 1.5021 0.0629 4.0% 0.0025 0.2% 91% True False 5
60 1.5650 1.4910 0.0740 4.7% 0.0023 0.1% 92% True False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 1.6543
2.618 1.6200
1.618 1.5990
1.000 1.5860
0.618 1.5780
HIGH 1.5650
0.618 1.5570
0.500 1.5545
0.382 1.5520
LOW 1.5440
0.618 1.5310
1.000 1.5230
1.618 1.5100
2.618 1.4890
4.250 1.4548
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 1.5577 1.5552
PP 1.5561 1.5510
S1 1.5545 1.5469

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

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