CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 19-Jul-2013
Day Change Summary
Previous Current
18-Jul-2013 19-Jul-2013 Change Change % Previous Week
Open 1.5152 1.5201 0.0049 0.3% 1.5094
High 1.5205 1.5255 0.0050 0.3% 1.5255
Low 1.5141 1.5196 0.0055 0.4% 1.5050
Close 1.5203 1.5247 0.0044 0.3% 1.5247
Range 0.0064 0.0059 -0.0005 -7.8% 0.0205
ATR 0.0113 0.0109 -0.0004 -3.4% 0.0000
Volume 26 7 -19 -73.1% 98
Daily Pivots for day following 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.5410 1.5387 1.5279
R3 1.5351 1.5328 1.5263
R2 1.5292 1.5292 1.5258
R1 1.5269 1.5269 1.5252 1.5281
PP 1.5233 1.5233 1.5233 1.5238
S1 1.5210 1.5210 1.5242 1.5222
S2 1.5174 1.5174 1.5236
S3 1.5115 1.5151 1.5231
S4 1.5056 1.5092 1.5215
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.5799 1.5728 1.5360
R3 1.5594 1.5523 1.5303
R2 1.5389 1.5389 1.5285
R1 1.5318 1.5318 1.5266 1.5354
PP 1.5184 1.5184 1.5184 1.5202
S1 1.5113 1.5113 1.5228 1.5149
S2 1.4979 1.4979 1.5209
S3 1.4774 1.4908 1.5191
S4 1.4569 1.4703 1.5134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5255 1.5050 0.0205 1.3% 0.0075 0.5% 96% True False 19
10 1.5255 1.4798 0.0457 3.0% 0.0101 0.7% 98% True False 72
20 1.5489 1.4798 0.0691 4.5% 0.0115 0.8% 65% False False 73
40 1.5710 1.4798 0.0912 6.0% 0.0082 0.5% 49% False False 46
60 1.5710 1.4798 0.0912 6.0% 0.0061 0.4% 49% False False 32
80 1.5710 1.4798 0.0912 6.0% 0.0053 0.3% 49% False False 25
100 1.5710 1.4798 0.0912 6.0% 0.0044 0.3% 49% False False 20
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.5506
2.618 1.5409
1.618 1.5350
1.000 1.5314
0.618 1.5291
HIGH 1.5255
0.618 1.5232
0.500 1.5226
0.382 1.5219
LOW 1.5196
0.618 1.5160
1.000 1.5137
1.618 1.5101
2.618 1.5042
4.250 1.4945
Fisher Pivots for day following 19-Jul-2013
Pivot 1 day 3 day
R1 1.5240 1.5230
PP 1.5233 1.5212
S1 1.5226 1.5195

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

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