CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 16-Aug-2013
Day Change Summary
Previous Current
15-Aug-2013 16-Aug-2013 Change Change % Previous Week
Open 1.5526 1.5624 0.0098 0.6% 1.5472
High 1.5637 1.5687 0.0050 0.3% 1.5687
Low 1.5503 1.5597 0.0094 0.6% 1.5410
Close 1.5628 1.5628 0.0000 0.0% 1.5628
Range 0.0134 0.0090 -0.0044 -32.8% 0.0277
ATR 0.0109 0.0108 -0.0001 -1.3% 0.0000
Volume 398 962 564 141.7% 1,738
Daily Pivots for day following 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.5907 1.5858 1.5678
R3 1.5817 1.5768 1.5653
R2 1.5727 1.5727 1.5645
R1 1.5678 1.5678 1.5636 1.5703
PP 1.5637 1.5637 1.5637 1.5650
S1 1.5588 1.5588 1.5620 1.5613
S2 1.5547 1.5547 1.5612
S3 1.5457 1.5498 1.5603
S4 1.5367 1.5408 1.5579
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.6406 1.6294 1.5780
R3 1.6129 1.6017 1.5704
R2 1.5852 1.5852 1.5679
R1 1.5740 1.5740 1.5653 1.5796
PP 1.5575 1.5575 1.5575 1.5603
S1 1.5463 1.5463 1.5603 1.5519
S2 1.5298 1.5298 1.5577
S3 1.5021 1.5186 1.5552
S4 1.4744 1.4909 1.5476
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5687 1.5410 0.0277 1.8% 0.0088 0.6% 79% True False 347
10 1.5687 1.5198 0.0489 3.1% 0.0103 0.7% 88% True False 224
20 1.5687 1.5094 0.0593 3.8% 0.0101 0.6% 90% True False 148
40 1.5687 1.4798 0.0889 5.7% 0.0108 0.7% 93% True False 110
60 1.5710 1.4798 0.0912 5.8% 0.0089 0.6% 91% False False 80
80 1.5710 1.4798 0.0912 5.8% 0.0071 0.5% 91% False False 61
100 1.5710 1.4798 0.0912 5.8% 0.0062 0.4% 91% False False 49
120 1.5710 1.4798 0.0912 5.8% 0.0053 0.3% 91% False False 41
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 0.0025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6070
2.618 1.5923
1.618 1.5833
1.000 1.5777
0.618 1.5743
HIGH 1.5687
0.618 1.5653
0.500 1.5642
0.382 1.5631
LOW 1.5597
0.618 1.5541
1.000 1.5507
1.618 1.5451
2.618 1.5361
4.250 1.5215
Fisher Pivots for day following 16-Aug-2013
Pivot 1 day 3 day
R1 1.5642 1.5602
PP 1.5637 1.5575
S1 1.5633 1.5549

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

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