CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 18-Jul-2013
Day Change Summary
Previous Current
17-Jul-2013 18-Jul-2013 Change Change % Previous Week
Open 1.5135 1.5152 0.0017 0.1% 1.4870
High 1.5245 1.5205 -0.0040 -0.3% 1.5176
Low 1.5135 1.5141 0.0006 0.0% 1.4798
Close 1.5194 1.5203 0.0009 0.1% 1.5088
Range 0.0110 0.0064 -0.0046 -41.8% 0.0378
ATR 0.0117 0.0113 -0.0004 -3.2% 0.0000
Volume 29 26 -3 -10.3% 624
Daily Pivots for day following 18-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.5375 1.5353 1.5238
R3 1.5311 1.5289 1.5221
R2 1.5247 1.5247 1.5215
R1 1.5225 1.5225 1.5209 1.5236
PP 1.5183 1.5183 1.5183 1.5189
S1 1.5161 1.5161 1.5197 1.5172
S2 1.5119 1.5119 1.5191
S3 1.5055 1.5097 1.5185
S4 1.4991 1.5033 1.5168
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 1.5050 0.0195 1.3% 0.0082 0.5% 78% False False 49
10 1.5251 1.4798 0.0453 3.0% 0.0136 0.9% 89% False False 85
20 1.5489 1.4798 0.0691 4.5% 0.0115 0.8% 59% False False 74
40 1.5710 1.4798 0.0912 6.0% 0.0082 0.5% 44% False False 46
60 1.5710 1.4798 0.0912 6.0% 0.0061 0.4% 44% False False 32
80 1.5710 1.4798 0.0912 6.0% 0.0052 0.3% 44% False False 25
100 1.5710 1.4798 0.0912 6.0% 0.0043 0.3% 44% False False 20
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5477
2.618 1.5373
1.618 1.5309
1.000 1.5269
0.618 1.5245
HIGH 1.5205
0.618 1.5181
0.500 1.5173
0.382 1.5165
LOW 1.5141
0.618 1.5101
1.000 1.5077
1.618 1.5037
2.618 1.4973
4.250 1.4869
Fisher Pivots for day following 18-Jul-2013
Pivot 1 day 3 day
R1 1.5193 1.5187
PP 1.5183 1.5170
S1 1.5173 1.5154

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

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