CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 08-Aug-2013
Day Change Summary
Previous Current
07-Aug-2013 08-Aug-2013 Change Change % Previous Week
Open 1.5306 1.5476 0.0170 1.1% 1.5380
High 1.5505 1.5550 0.0045 0.3% 1.5385
Low 1.5198 1.5476 0.0278 1.8% 1.5094
Close 1.5482 1.5534 0.0052 0.3% 1.5271
Range 0.0307 0.0074 -0.0233 -75.9% 0.0291
ATR 0.0121 0.0117 -0.0003 -2.8% 0.0000
Volume 52 115 63 121.2% 457
Daily Pivots for day following 08-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.5742 1.5712 1.5575
R3 1.5668 1.5638 1.5554
R2 1.5594 1.5594 1.5548
R1 1.5564 1.5564 1.5541 1.5579
PP 1.5520 1.5520 1.5520 1.5528
S1 1.5490 1.5490 1.5527 1.5505
S2 1.5446 1.5446 1.5520
S3 1.5372 1.5416 1.5514
S4 1.5298 1.5342 1.5493
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 1.5550 1.5094 0.0456 2.9% 0.0146 0.9% 96% True False 78
10 1.5550 1.5094 0.0456 2.9% 0.0116 0.7% 96% True False 83
20 1.5550 1.5050 0.0500 3.2% 0.0100 0.6% 97% True False 65
40 1.5710 1.4798 0.0912 5.9% 0.0106 0.7% 81% False False 66
60 1.5710 1.4798 0.0912 5.9% 0.0081 0.5% 81% False False 49
80 1.5710 1.4798 0.0912 5.9% 0.0066 0.4% 81% False False 38
100 1.5710 1.4798 0.0912 5.9% 0.0058 0.4% 81% False False 30
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5865
2.618 1.5744
1.618 1.5670
1.000 1.5624
0.618 1.5596
HIGH 1.5550
0.618 1.5522
0.500 1.5513
0.382 1.5504
LOW 1.5476
0.618 1.5430
1.000 1.5402
1.618 1.5356
2.618 1.5282
4.250 1.5162
Fisher Pivots for day following 08-Aug-2013
Pivot 1 day 3 day
R1 1.5527 1.5481
PP 1.5520 1.5427
S1 1.5513 1.5374

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

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