CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 25-Sep-2013
Day Change Summary
Previous Current
24-Sep-2013 25-Sep-2013 Change Change % Previous Week
Open 1.6032 1.5994 -0.0038 -0.2% 1.5923
High 1.6038 1.6079 0.0041 0.3% 1.6153
Low 1.5943 1.5971 0.0028 0.2% 1.5869
Close 1.5997 1.6067 0.0070 0.4% 1.6010
Range 0.0095 0.0108 0.0013 13.7% 0.0284
ATR 0.0101 0.0101 0.0001 0.5% 0.0000
Volume 82,201 86,723 4,522 5.5% 546,450
Daily Pivots for day following 25-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.6363 1.6323 1.6126
R3 1.6255 1.6215 1.6097
R2 1.6147 1.6147 1.6087
R1 1.6107 1.6107 1.6077 1.6127
PP 1.6039 1.6039 1.6039 1.6049
S1 1.5999 1.5999 1.6057 1.6019
S2 1.5931 1.5931 1.6047
S3 1.5823 1.5891 1.6037
S4 1.5715 1.5783 1.6008
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.6863 1.6720 1.6166
R3 1.6579 1.6436 1.6088
R2 1.6295 1.6295 1.6062
R1 1.6152 1.6152 1.6036 1.6224
PP 1.6011 1.6011 1.6011 1.6046
S1 1.5868 1.5868 1.5984 1.5940
S2 1.5727 1.5727 1.5958
S3 1.5443 1.5584 1.5932
S4 1.5159 1.5300 1.5854
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6137 1.5943 0.0194 1.2% 0.0096 0.6% 64% False False 93,700
10 1.6153 1.5766 0.0387 2.4% 0.0106 0.7% 78% False False 97,713
20 1.6153 1.5420 0.0733 4.6% 0.0099 0.6% 88% False False 56,272
40 1.6153 1.5094 0.1059 6.6% 0.0100 0.6% 92% False False 28,270
60 1.6153 1.4798 0.1355 8.4% 0.0103 0.6% 94% False False 18,869
80 1.6153 1.4798 0.1355 8.4% 0.0096 0.6% 94% False False 14,164
100 1.6153 1.4798 0.1355 8.4% 0.0080 0.5% 94% False False 11,332
120 1.6153 1.4798 0.1355 8.4% 0.0071 0.4% 94% False False 9,444
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6538
2.618 1.6362
1.618 1.6254
1.000 1.6187
0.618 1.6146
HIGH 1.6079
0.618 1.6038
0.500 1.6025
0.382 1.6012
LOW 1.5971
0.618 1.5904
1.000 1.5863
1.618 1.5796
2.618 1.5688
4.250 1.5512
Fisher Pivots for day following 25-Sep-2013
Pivot 1 day 3 day
R1 1.6053 1.6048
PP 1.6039 1.6030
S1 1.6025 1.6011

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

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