CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 22-Aug-2013
Day Change Summary
Previous Current
21-Aug-2013 22-Aug-2013 Change Change % Previous Week
Open 1.5648 1.5647 -0.0001 0.0% 1.5472
High 1.5700 1.5647 -0.0053 -0.3% 1.5687
Low 1.5629 1.5550 -0.0079 -0.5% 1.5410
Close 1.5686 1.5571 -0.0115 -0.7% 1.5628
Range 0.0071 0.0097 0.0026 36.6% 0.0277
ATR 0.0100 0.0102 0.0003 2.6% 0.0000
Volume 292 721 429 146.9% 1,738
Daily Pivots for day following 22-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.5880 1.5823 1.5624
R3 1.5783 1.5726 1.5598
R2 1.5686 1.5686 1.5589
R1 1.5629 1.5629 1.5580 1.5609
PP 1.5589 1.5589 1.5589 1.5580
S1 1.5532 1.5532 1.5562 1.5512
S2 1.5492 1.5492 1.5553
S3 1.5395 1.5435 1.5544
S4 1.5298 1.5338 1.5518
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 1.5700 1.5550 0.0150 1.0% 0.0076 0.5% 14% False True 471
10 1.5700 1.5410 0.0290 1.9% 0.0079 0.5% 56% False False 329
20 1.5700 1.5094 0.0606 3.9% 0.0097 0.6% 79% False False 206
40 1.5700 1.4798 0.0902 5.8% 0.0105 0.7% 86% False False 137
60 1.5710 1.4798 0.0912 5.9% 0.0092 0.6% 85% False False 103
80 1.5710 1.4798 0.0912 5.9% 0.0073 0.5% 85% False False 79
100 1.5710 1.4798 0.0912 5.9% 0.0065 0.4% 85% False False 63
120 1.5710 1.4798 0.0912 5.9% 0.0056 0.4% 85% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6059
2.618 1.5901
1.618 1.5804
1.000 1.5744
0.618 1.5707
HIGH 1.5647
0.618 1.5610
0.500 1.5599
0.382 1.5587
LOW 1.5550
0.618 1.5490
1.000 1.5453
1.618 1.5393
2.618 1.5296
4.250 1.5138
Fisher Pivots for day following 22-Aug-2013
Pivot 1 day 3 day
R1 1.5599 1.5625
PP 1.5589 1.5607
S1 1.5580 1.5589

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

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