CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 06-Sep-2013
Day Change Summary
Previous Current
05-Sep-2013 06-Sep-2013 Change Change % Previous Week
Open 1.5613 1.5576 -0.0037 -0.2% 1.5509
High 1.5655 1.5670 0.0015 0.1% 1.5670
Low 1.5561 1.5555 -0.0006 0.0% 1.5493
Close 1.5580 1.5624 0.0044 0.3% 1.5624
Range 0.0094 0.0115 0.0021 22.3% 0.0177
ATR 0.0096 0.0097 0.0001 1.4% 0.0000
Volume 4,615 9,928 5,313 115.1% 17,949
Daily Pivots for day following 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.5961 1.5908 1.5687
R3 1.5846 1.5793 1.5656
R2 1.5731 1.5731 1.5645
R1 1.5678 1.5678 1.5635 1.5705
PP 1.5616 1.5616 1.5616 1.5630
S1 1.5563 1.5563 1.5613 1.5590
S2 1.5501 1.5501 1.5603
S3 1.5386 1.5448 1.5592
S4 1.5271 1.5333 1.5561
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.6127 1.6052 1.5721
R3 1.5950 1.5875 1.5673
R2 1.5773 1.5773 1.5656
R1 1.5698 1.5698 1.5640 1.5736
PP 1.5596 1.5596 1.5596 1.5614
S1 1.5521 1.5521 1.5608 1.5559
S2 1.5419 1.5419 1.5592
S3 1.5242 1.5344 1.5575
S4 1.5065 1.5167 1.5527
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5670 1.5455 0.0215 1.4% 0.0091 0.6% 79% True False 3,885
10 1.5670 1.5420 0.0250 1.6% 0.0091 0.6% 82% True False 2,391
20 1.5700 1.5410 0.0290 1.9% 0.0085 0.5% 74% False False 1,360
40 1.5700 1.5050 0.0650 4.2% 0.0092 0.6% 88% False False 713
60 1.5710 1.4798 0.0912 5.8% 0.0099 0.6% 91% False False 497
80 1.5710 1.4798 0.0912 5.8% 0.0082 0.5% 91% False False 377
100 1.5710 1.4798 0.0912 5.8% 0.0070 0.4% 91% False False 302
120 1.5710 1.4798 0.0912 5.8% 0.0062 0.4% 91% False False 252
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6159
2.618 1.5971
1.618 1.5856
1.000 1.5785
0.618 1.5741
HIGH 1.5670
0.618 1.5626
0.500 1.5613
0.382 1.5599
LOW 1.5555
0.618 1.5484
1.000 1.5440
1.618 1.5369
2.618 1.5254
4.250 1.5066
Fisher Pivots for day following 06-Sep-2013
Pivot 1 day 3 day
R1 1.5620 1.5619
PP 1.5616 1.5614
S1 1.5613 1.5609

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

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