CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 1.5492 1.5509 0.0017 0.1% 1.5561
High 1.5513 1.5589 0.0076 0.5% 1.5598
Low 1.5455 1.5493 0.0038 0.2% 1.5420
Close 1.5483 1.5552 0.0069 0.4% 1.5483
Range 0.0058 0.0096 0.0038 65.5% 0.0178
ATR 0.0095 0.0096 0.0001 0.8% 0.0000
Volume 1,478 1,289 -189 -12.8% 5,067
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.5833 1.5788 1.5605
R3 1.5737 1.5692 1.5578
R2 1.5641 1.5641 1.5570
R1 1.5596 1.5596 1.5561 1.5619
PP 1.5545 1.5545 1.5545 1.5556
S1 1.5500 1.5500 1.5543 1.5523
S2 1.5449 1.5449 1.5534
S3 1.5353 1.5404 1.5526
S4 1.5257 1.5308 1.5499
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.6034 1.5937 1.5581
R3 1.5856 1.5759 1.5532
R2 1.5678 1.5678 1.5516
R1 1.5581 1.5581 1.5499 1.5541
PP 1.5500 1.5500 1.5500 1.5480
S1 1.5403 1.5403 1.5467 1.5363
S2 1.5322 1.5322 1.5450
S3 1.5144 1.5225 1.5434
S4 1.4966 1.5047 1.5385
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5589 1.5420 0.0169 1.1% 0.0089 0.6% 78% True False 1,200
10 1.5700 1.5420 0.0280 1.8% 0.0084 0.5% 47% False False 838
20 1.5700 1.5198 0.0502 3.2% 0.0092 0.6% 71% False False 537
40 1.5700 1.4798 0.0902 5.8% 0.0096 0.6% 84% False False 302
60 1.5710 1.4798 0.0912 5.9% 0.0097 0.6% 83% False False 221
80 1.5710 1.4798 0.0912 5.9% 0.0079 0.5% 83% False False 169
100 1.5710 1.4798 0.0912 5.9% 0.0068 0.4% 83% False False 136
120 1.5710 1.4798 0.0912 5.9% 0.0060 0.4% 83% False False 113
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5997
2.618 1.5840
1.618 1.5744
1.000 1.5685
0.618 1.5648
HIGH 1.5589
0.618 1.5552
0.500 1.5541
0.382 1.5530
LOW 1.5493
0.618 1.5434
1.000 1.5397
1.618 1.5338
2.618 1.5242
4.250 1.5085
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 1.5548 1.5542
PP 1.5545 1.5532
S1 1.5541 1.5522

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

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