CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 05-Sep-2013
Day Change Summary
Previous Current
04-Sep-2013 05-Sep-2013 Change Change % Previous Week
Open 1.5552 1.5613 0.0061 0.4% 1.5561
High 1.5637 1.5655 0.0018 0.1% 1.5598
Low 1.5547 1.5561 0.0014 0.1% 1.5420
Close 1.5612 1.5580 -0.0032 -0.2% 1.5483
Range 0.0090 0.0094 0.0004 4.4% 0.0178
ATR 0.0096 0.0096 0.0000 -0.1% 0.0000
Volume 2,117 4,615 2,498 118.0% 5,067
Daily Pivots for day following 05-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.5881 1.5824 1.5632
R3 1.5787 1.5730 1.5606
R2 1.5693 1.5693 1.5597
R1 1.5636 1.5636 1.5589 1.5618
PP 1.5599 1.5599 1.5599 1.5589
S1 1.5542 1.5542 1.5571 1.5524
S2 1.5505 1.5505 1.5563
S3 1.5411 1.5448 1.5554
S4 1.5317 1.5354 1.5528
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 1.5655 1.5455 0.0200 1.3% 0.0081 0.5% 63% True False 2,380
10 1.5655 1.5420 0.0235 1.5% 0.0089 0.6% 68% True False 1,470
20 1.5700 1.5410 0.0290 1.9% 0.0083 0.5% 59% False False 869
40 1.5700 1.5025 0.0675 4.3% 0.0093 0.6% 82% False False 468
60 1.5710 1.4798 0.0912 5.9% 0.0098 0.6% 86% False False 332
80 1.5710 1.4798 0.0912 5.9% 0.0081 0.5% 86% False False 253
100 1.5710 1.4798 0.0912 5.9% 0.0070 0.4% 86% False False 203
120 1.5710 1.4798 0.0912 5.9% 0.0061 0.4% 86% False False 169
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6055
2.618 1.5901
1.618 1.5807
1.000 1.5749
0.618 1.5713
HIGH 1.5655
0.618 1.5619
0.500 1.5608
0.382 1.5597
LOW 1.5561
0.618 1.5503
1.000 1.5467
1.618 1.5409
2.618 1.5315
4.250 1.5162
Fisher Pivots for day following 05-Sep-2013
Pivot 1 day 3 day
R1 1.5608 1.5578
PP 1.5599 1.5576
S1 1.5589 1.5574

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

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