CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 17-Jul-2013
Day Change Summary
Previous Current
16-Jul-2013 17-Jul-2013 Change Change % Previous Week
Open 1.5105 1.5135 0.0030 0.2% 1.4870
High 1.5150 1.5245 0.0095 0.6% 1.5176
Low 1.5062 1.5135 0.0073 0.5% 1.4798
Close 1.5134 1.5194 0.0060 0.4% 1.5088
Range 0.0088 0.0110 0.0022 25.0% 0.0378
ATR 0.0117 0.0117 0.0000 -0.4% 0.0000
Volume 21 29 8 38.1% 624
Daily Pivots for day following 17-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.5521 1.5468 1.5255
R3 1.5411 1.5358 1.5224
R2 1.5301 1.5301 1.5214
R1 1.5248 1.5248 1.5204 1.5275
PP 1.5191 1.5191 1.5191 1.5205
S1 1.5138 1.5138 1.5184 1.5165
S2 1.5081 1.5081 1.5174
S3 1.4971 1.5028 1.5164
S4 1.4861 1.4918 1.5134
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.6155 1.5999 1.5296
R3 1.5777 1.5621 1.5192
R2 1.5399 1.5399 1.5157
R1 1.5243 1.5243 1.5123 1.5321
PP 1.5021 1.5021 1.5021 1.5060
S1 1.4865 1.4865 1.5053 1.4943
S2 1.4643 1.4643 1.5019
S3 1.4265 1.4487 1.4984
S4 1.3887 1.4109 1.4880
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5245 1.5025 0.0220 1.4% 0.0099 0.7% 77% True False 67
10 1.5266 1.4798 0.0468 3.1% 0.0144 0.9% 85% False False 84
20 1.5653 1.4798 0.0855 5.6% 0.0122 0.8% 46% False False 74
40 1.5710 1.4798 0.0912 6.0% 0.0081 0.5% 43% False False 45
60 1.5710 1.4798 0.0912 6.0% 0.0060 0.4% 43% False False 32
80 1.5710 1.4798 0.0912 6.0% 0.0051 0.3% 43% False False 24
100 1.5710 1.4798 0.0912 6.0% 0.0042 0.3% 43% False False 20
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 0.0012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5713
2.618 1.5533
1.618 1.5423
1.000 1.5355
0.618 1.5313
HIGH 1.5245
0.618 1.5203
0.500 1.5190
0.382 1.5177
LOW 1.5135
0.618 1.5067
1.000 1.5025
1.618 1.4957
2.618 1.4847
4.250 1.4668
Fisher Pivots for day following 17-Jul-2013
Pivot 1 day 3 day
R1 1.5193 1.5179
PP 1.5191 1.5163
S1 1.5190 1.5148

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

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