CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 1.5673 1.5686 0.0013 0.1% 1.5525
High 1.5700 1.5686 -0.0014 -0.1% 1.5700
Low 1.5640 1.5686 0.0046 0.3% 1.5525
Close 1.5681 1.5686 0.0005 0.0% 1.5686
Range 0.0060 0.0000 -0.0060 -100.0% 0.0175
ATR 0.0078 0.0073 -0.0005 -6.7% 0.0000
Volume 29 15 -14 -48.3% 111
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.5686 1.5686 1.5686
R3 1.5686 1.5686 1.5686
R2 1.5686 1.5686 1.5686
R1 1.5686 1.5686 1.5686 1.5686
PP 1.5686 1.5686 1.5686 1.5686
S1 1.5686 1.5686 1.5686 1.5686
S2 1.5686 1.5686 1.5686
S3 1.5686 1.5686 1.5686
S4 1.5686 1.5686 1.5686
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.6162 1.6099 1.5782
R3 1.5987 1.5924 1.5734
R2 1.5812 1.5812 1.5718
R1 1.5749 1.5749 1.5702 1.5781
PP 1.5637 1.5637 1.5637 1.5653
S1 1.5574 1.5574 1.5670 1.5606
S2 1.5462 1.5462 1.5654
S3 1.5287 1.5399 1.5638
S4 1.5112 1.5224 1.5590
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5700 1.5525 0.0175 1.1% 0.0040 0.3% 92% False False 22
10 1.5700 1.5288 0.0412 2.6% 0.0048 0.3% 97% False False 28
20 1.5700 1.5021 0.0679 4.3% 0.0034 0.2% 98% False False 17
40 1.5700 1.5021 0.0679 4.3% 0.0028 0.2% 98% False False 11
60 1.5700 1.5021 0.0679 4.3% 0.0026 0.2% 98% False False 8
80 1.5700 1.4897 0.0803 5.1% 0.0022 0.1% 98% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.5686
2.618 1.5686
1.618 1.5686
1.000 1.5686
0.618 1.5686
HIGH 1.5686
0.618 1.5686
0.500 1.5686
0.382 1.5686
LOW 1.5686
0.618 1.5686
1.000 1.5686
1.618 1.5686
2.618 1.5686
4.250 1.5686
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 1.5686 1.5681
PP 1.5686 1.5675
S1 1.5686 1.5670

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

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