CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 21-Jun-2013
Day Change Summary
Previous Current
20-Jun-2013 21-Jun-2013 Change Change % Previous Week
Open 1.5471 1.5480 0.0009 0.1% 1.5710
High 1.5477 1.5489 0.0012 0.1% 1.5710
Low 1.5415 1.5354 -0.0061 -0.4% 1.5354
Close 1.5461 1.5412 -0.0049 -0.3% 1.5412
Range 0.0062 0.0135 0.0073 117.7% 0.0356
ATR 0.0081 0.0085 0.0004 4.7% 0.0000
Volume 31 141 110 354.8% 210
Daily Pivots for day following 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.5823 1.5753 1.5486
R3 1.5688 1.5618 1.5449
R2 1.5553 1.5553 1.5437
R1 1.5483 1.5483 1.5424 1.5451
PP 1.5418 1.5418 1.5418 1.5402
S1 1.5348 1.5348 1.5400 1.5316
S2 1.5283 1.5283 1.5387
S3 1.5148 1.5213 1.5375
S4 1.5013 1.5078 1.5338
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.6560 1.6342 1.5608
R3 1.6204 1.5986 1.5510
R2 1.5848 1.5848 1.5477
R1 1.5630 1.5630 1.5445 1.5561
PP 1.5492 1.5492 1.5492 1.5458
S1 1.5274 1.5274 1.5379 1.5205
S2 1.5136 1.5136 1.5347
S3 1.4780 1.4918 1.5314
S4 1.4424 1.4562 1.5216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5710 1.5354 0.0356 2.3% 0.0102 0.7% 16% False True 42
10 1.5710 1.5354 0.0356 2.3% 0.0071 0.5% 16% False True 32
20 1.5710 1.5048 0.0662 4.3% 0.0054 0.4% 55% False False 26
40 1.5710 1.5021 0.0689 4.5% 0.0034 0.2% 57% False False 16
60 1.5710 1.5021 0.0689 4.5% 0.0034 0.2% 57% False False 11
80 1.5710 1.4897 0.0813 5.3% 0.0028 0.2% 63% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6063
2.618 1.5842
1.618 1.5707
1.000 1.5624
0.618 1.5572
HIGH 1.5489
0.618 1.5437
0.500 1.5422
0.382 1.5406
LOW 1.5354
0.618 1.5271
1.000 1.5219
1.618 1.5136
2.618 1.5001
4.250 1.4780
Fisher Pivots for day following 21-Jun-2013
Pivot 1 day 3 day
R1 1.5422 1.5504
PP 1.5418 1.5473
S1 1.5415 1.5443

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

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