CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 1.5408 1.5309 -0.0099 -0.6% 1.5710
High 1.5408 1.5320 -0.0088 -0.6% 1.5710
Low 1.5284 1.5186 -0.0098 -0.6% 1.5354
Close 1.5298 1.5245 -0.0053 -0.3% 1.5412
Range 0.0124 0.0134 0.0010 8.1% 0.0356
ATR 0.0086 0.0090 0.0003 3.9% 0.0000
Volume 66 105 39 59.1% 210
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.5652 1.5583 1.5319
R3 1.5518 1.5449 1.5282
R2 1.5384 1.5384 1.5270
R1 1.5315 1.5315 1.5257 1.5283
PP 1.5250 1.5250 1.5250 1.5234
S1 1.5181 1.5181 1.5233 1.5149
S2 1.5116 1.5116 1.5220
S3 1.4982 1.5047 1.5208
S4 1.4848 1.4913 1.5171
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 1.5489 1.5186 0.0303 2.0% 0.0108 0.7% 19% False True 90
10 1.5710 1.5186 0.0524 3.4% 0.0091 0.6% 11% False True 53
20 1.5710 1.5148 0.0562 3.7% 0.0070 0.5% 17% False False 40
40 1.5710 1.5021 0.0689 4.5% 0.0043 0.3% 33% False False 23
60 1.5710 1.5021 0.0689 4.5% 0.0040 0.3% 33% False False 16
80 1.5710 1.4897 0.0813 5.3% 0.0033 0.2% 43% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5890
2.618 1.5671
1.618 1.5537
1.000 1.5454
0.618 1.5403
HIGH 1.5320
0.618 1.5269
0.500 1.5253
0.382 1.5237
LOW 1.5186
0.618 1.5103
1.000 1.5052
1.618 1.4969
2.618 1.4835
4.250 1.4617
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 1.5253 1.5310
PP 1.5250 1.5288
S1 1.5248 1.5267

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

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