CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 07-Aug-2013
Day Change Summary
Previous Current
06-Aug-2013 07-Aug-2013 Change Change % Previous Week
Open 1.5350 1.5306 -0.0044 -0.3% 1.5380
High 1.5383 1.5505 0.0122 0.8% 1.5385
Low 1.5322 1.5198 -0.0124 -0.8% 1.5094
Close 1.5342 1.5482 0.0140 0.9% 1.5271
Range 0.0061 0.0307 0.0246 403.3% 0.0291
ATR 0.0107 0.0121 0.0014 13.4% 0.0000
Volume 39 52 13 33.3% 457
Daily Pivots for day following 07-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.6316 1.6206 1.5651
R3 1.6009 1.5899 1.5566
R2 1.5702 1.5702 1.5538
R1 1.5592 1.5592 1.5510 1.5647
PP 1.5395 1.5395 1.5395 1.5423
S1 1.5285 1.5285 1.5454 1.5340
S2 1.5088 1.5088 1.5426
S3 1.4781 1.4978 1.5398
S4 1.4474 1.4671 1.5313
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.6123 1.5988 1.5431
R3 1.5832 1.5697 1.5351
R2 1.5541 1.5541 1.5324
R1 1.5406 1.5406 1.5298 1.5328
PP 1.5250 1.5250 1.5250 1.5211
S1 1.5115 1.5115 1.5244 1.5037
S2 1.4959 1.4959 1.5218
S3 1.4668 1.4824 1.5191
S4 1.4377 1.4533 1.5111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5505 1.5094 0.0411 2.7% 0.0151 1.0% 94% True False 76
10 1.5505 1.5094 0.0411 2.7% 0.0123 0.8% 94% True False 80
20 1.5505 1.5025 0.0480 3.1% 0.0104 0.7% 95% True False 66
40 1.5710 1.4798 0.0912 5.9% 0.0105 0.7% 75% False False 63
60 1.5710 1.4798 0.0912 5.9% 0.0080 0.5% 75% False False 47
80 1.5710 1.4798 0.0912 5.9% 0.0067 0.4% 75% False False 36
100 1.5710 1.4798 0.0912 5.9% 0.0057 0.4% 75% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.6810
2.618 1.6309
1.618 1.6002
1.000 1.5812
0.618 1.5695
HIGH 1.5505
0.618 1.5388
0.500 1.5352
0.382 1.5315
LOW 1.5198
0.618 1.5008
1.000 1.4891
1.618 1.4701
2.618 1.4394
4.250 1.3893
Fisher Pivots for day following 07-Aug-2013
Pivot 1 day 3 day
R1 1.5439 1.5439
PP 1.5395 1.5395
S1 1.5352 1.5352

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

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