CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 20-Aug-2013
Day Change Summary
Previous Current
19-Aug-2013 20-Aug-2013 Change Change % Previous Week
Open 1.5610 1.5639 0.0029 0.2% 1.5472
High 1.5658 1.5682 0.0024 0.2% 1.5687
Low 1.5597 1.5619 0.0022 0.1% 1.5410
Close 1.5644 1.5663 0.0019 0.1% 1.5628
Range 0.0061 0.0063 0.0002 3.3% 0.0277
ATR 0.0105 0.0102 -0.0003 -2.8% 0.0000
Volume 268 116 -152 -56.7% 1,738
Daily Pivots for day following 20-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.5844 1.5816 1.5698
R3 1.5781 1.5753 1.5680
R2 1.5718 1.5718 1.5675
R1 1.5690 1.5690 1.5669 1.5704
PP 1.5655 1.5655 1.5655 1.5662
S1 1.5627 1.5627 1.5657 1.5641
S2 1.5592 1.5592 1.5651
S3 1.5529 1.5564 1.5646
S4 1.5466 1.5501 1.5628
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% 0.0094 0.6% 91% False False 372
10 1.5687 1.5198 0.0489 3.1% 0.0100 0.6% 95% False False 245
20 1.5687 1.5094 0.0593 3.8% 0.0100 0.6% 96% False False 165
40 1.5687 1.4798 0.0889 5.7% 0.0105 0.7% 97% False False 115
60 1.5710 1.4798 0.0912 5.8% 0.0090 0.6% 95% False False 86
80 1.5710 1.4798 0.0912 5.8% 0.0071 0.5% 95% False False 66
100 1.5710 1.4798 0.0912 5.8% 0.0064 0.4% 95% False False 53
120 1.5710 1.4798 0.0912 5.8% 0.0054 0.3% 95% False False 44
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5950
2.618 1.5847
1.618 1.5784
1.000 1.5745
0.618 1.5721
HIGH 1.5682
0.618 1.5658
0.500 1.5651
0.382 1.5643
LOW 1.5619
0.618 1.5580
1.000 1.5556
1.618 1.5517
2.618 1.5454
4.250 1.5351
Fisher Pivots for day following 20-Aug-2013
Pivot 1 day 3 day
R1 1.5659 1.5656
PP 1.5655 1.5649
S1 1.5651 1.5642

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

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