CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 04-Sep-2013
Day Change Summary
Previous Current
03-Sep-2013 04-Sep-2013 Change Change % Previous Week
Open 1.5509 1.5552 0.0043 0.3% 1.5561
High 1.5589 1.5637 0.0048 0.3% 1.5598
Low 1.5493 1.5547 0.0054 0.3% 1.5420
Close 1.5552 1.5612 0.0060 0.4% 1.5483
Range 0.0096 0.0090 -0.0006 -6.3% 0.0178
ATR 0.0096 0.0096 0.0000 -0.5% 0.0000
Volume 1,289 2,117 828 64.2% 5,067
Daily Pivots for day following 04-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.5869 1.5830 1.5662
R3 1.5779 1.5740 1.5637
R2 1.5689 1.5689 1.5629
R1 1.5650 1.5650 1.5620 1.5670
PP 1.5599 1.5599 1.5599 1.5608
S1 1.5560 1.5560 1.5604 1.5580
S2 1.5509 1.5509 1.5596
S3 1.5419 1.5470 1.5587
S4 1.5329 1.5380 1.5563
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 1.5637 1.5420 0.0217 1.4% 0.0086 0.5% 88% True False 1,575
10 1.5700 1.5420 0.0280 1.8% 0.0086 0.6% 69% False False 1,038
20 1.5700 1.5198 0.0502 3.2% 0.0093 0.6% 82% False False 641
40 1.5700 1.4854 0.0846 5.4% 0.0095 0.6% 90% False False 353
60 1.5710 1.4798 0.0912 5.8% 0.0097 0.6% 89% False False 255
80 1.5710 1.4798 0.0912 5.8% 0.0080 0.5% 89% False False 195
100 1.5710 1.4798 0.0912 5.8% 0.0069 0.4% 89% False False 157
120 1.5710 1.4798 0.0912 5.8% 0.0060 0.4% 89% False False 131
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6020
2.618 1.5873
1.618 1.5783
1.000 1.5727
0.618 1.5693
HIGH 1.5637
0.618 1.5603
0.500 1.5592
0.382 1.5581
LOW 1.5547
0.618 1.5491
1.000 1.5457
1.618 1.5401
2.618 1.5311
4.250 1.5165
Fisher Pivots for day following 04-Sep-2013
Pivot 1 day 3 day
R1 1.5605 1.5590
PP 1.5599 1.5568
S1 1.5592 1.5546

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

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