CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 29-Jul-2013
Day Change Summary
Previous Current
26-Jul-2013 29-Jul-2013 Change Change % Previous Week
Open 1.5364 1.5380 0.0016 0.1% 1.5269
High 1.5385 1.5385 0.0000 0.0% 1.5419
Low 1.5349 1.5322 -0.0027 -0.2% 1.5269
Close 1.5370 1.5344 -0.0026 -0.2% 1.5370
Range 0.0036 0.0063 0.0027 75.0% 0.0150
ATR 0.0102 0.0099 -0.0003 -2.7% 0.0000
Volume 34 11 -23 -67.6% 261
Daily Pivots for day following 29-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.5539 1.5505 1.5379
R3 1.5476 1.5442 1.5361
R2 1.5413 1.5413 1.5356
R1 1.5379 1.5379 1.5350 1.5365
PP 1.5350 1.5350 1.5350 1.5343
S1 1.5316 1.5316 1.5338 1.5302
S2 1.5287 1.5287 1.5332
S3 1.5224 1.5253 1.5327
S4 1.5161 1.5190 1.5309
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.5803 1.5736 1.5453
R3 1.5653 1.5586 1.5411
R2 1.5503 1.5503 1.5398
R1 1.5436 1.5436 1.5384 1.5470
PP 1.5353 1.5353 1.5353 1.5369
S1 1.5286 1.5286 1.5356 1.5320
S2 1.5203 1.5203 1.5343
S3 1.5053 1.5136 1.5329
S4 1.4903 1.4986 1.5288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5419 1.5275 0.0144 0.9% 0.0075 0.5% 48% False False 53
10 1.5419 1.5062 0.0357 2.3% 0.0079 0.5% 79% False False 35
20 1.5419 1.4798 0.0621 4.0% 0.0106 0.7% 88% False False 62
40 1.5710 1.4798 0.0912 5.9% 0.0090 0.6% 60% False False 52
60 1.5710 1.4798 0.0912 5.9% 0.0065 0.4% 60% False False 37
80 1.5710 1.4798 0.0912 5.9% 0.0056 0.4% 60% False False 28
100 1.5710 1.4798 0.0912 5.9% 0.0048 0.3% 60% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5653
2.618 1.5550
1.618 1.5487
1.000 1.5448
0.618 1.5424
HIGH 1.5385
0.618 1.5361
0.500 1.5354
0.382 1.5346
LOW 1.5322
0.618 1.5283
1.000 1.5259
1.618 1.5220
2.618 1.5157
4.250 1.5054
Fisher Pivots for day following 29-Jul-2013
Pivot 1 day 3 day
R1 1.5354 1.5347
PP 1.5350 1.5346
S1 1.5347 1.5345

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

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