CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 11-Oct-2013
Day Change Summary
Previous Current
10-Oct-2013 11-Oct-2013 Change Change % Previous Week
Open 1.5949 1.5963 0.0014 0.1% 1.6017
High 1.5975 1.5994 0.0019 0.1% 1.6117
Low 1.5906 1.5915 0.0009 0.1% 1.5906
Close 1.5970 1.5952 -0.0018 -0.1% 1.5952
Range 0.0069 0.0079 0.0010 14.5% 0.0211
ATR 0.0106 0.0104 -0.0002 -1.8% 0.0000
Volume 77,576 62,916 -14,660 -18.9% 423,063
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.6191 1.6150 1.5995
R3 1.6112 1.6071 1.5974
R2 1.6033 1.6033 1.5966
R1 1.5992 1.5992 1.5959 1.5973
PP 1.5954 1.5954 1.5954 1.5944
S1 1.5913 1.5913 1.5945 1.5894
S2 1.5875 1.5875 1.5938
S3 1.5796 1.5834 1.5930
S4 1.5717 1.5755 1.5909
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.6625 1.6499 1.6068
R3 1.6414 1.6288 1.6010
R2 1.6203 1.6203 1.5991
R1 1.6077 1.6077 1.5971 1.6035
PP 1.5992 1.5992 1.5992 1.5970
S1 1.5866 1.5866 1.5933 1.5824
S2 1.5781 1.5781 1.5913
S3 1.5570 1.5655 1.5894
S4 1.5359 1.5444 1.5836
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6117 1.5906 0.0211 1.3% 0.0107 0.7% 22% False False 84,612
10 1.6252 1.5906 0.0346 2.2% 0.0104 0.7% 13% False False 90,068
20 1.6252 1.5869 0.0383 2.4% 0.0107 0.7% 22% False False 92,913
40 1.6252 1.5420 0.0832 5.2% 0.0097 0.6% 64% False False 54,997
60 1.6252 1.5094 0.1158 7.3% 0.0098 0.6% 74% False False 36,698
80 1.6252 1.4798 0.1454 9.1% 0.0102 0.6% 79% False False 27,542
100 1.6252 1.4798 0.1454 9.1% 0.0092 0.6% 79% False False 22,037
120 1.6252 1.4798 0.1454 9.1% 0.0079 0.5% 79% False False 18,365
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6330
2.618 1.6201
1.618 1.6122
1.000 1.6073
0.618 1.6043
HIGH 1.5994
0.618 1.5964
0.500 1.5955
0.382 1.5945
LOW 1.5915
0.618 1.5866
1.000 1.5836
1.618 1.5787
2.618 1.5708
4.250 1.5579
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 1.5955 1.6010
PP 1.5954 1.5991
S1 1.5953 1.5971

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

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