CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 14-Oct-2013
Day Change Summary
Previous Current
11-Oct-2013 14-Oct-2013 Change Change % Previous Week
Open 1.5963 1.5965 0.0002 0.0% 1.6017
High 1.5994 1.6012 0.0018 0.1% 1.6117
Low 1.5915 1.5947 0.0032 0.2% 1.5906
Close 1.5952 1.5987 0.0035 0.2% 1.5952
Range 0.0079 0.0065 -0.0014 -17.7% 0.0211
ATR 0.0104 0.0101 -0.0003 -2.7% 0.0000
Volume 62,916 54,636 -8,280 -13.2% 423,063
Daily Pivots for day following 14-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.6177 1.6147 1.6023
R3 1.6112 1.6082 1.6005
R2 1.6047 1.6047 1.5999
R1 1.6017 1.6017 1.5993 1.6032
PP 1.5982 1.5982 1.5982 1.5990
S1 1.5952 1.5952 1.5981 1.5967
S2 1.5917 1.5917 1.5975
S3 1.5852 1.5887 1.5969
S4 1.5787 1.5822 1.5951
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% 0.0105 0.7% 38% False False 79,973
10 1.6252 1.5906 0.0346 2.2% 0.0103 0.6% 23% False False 85,903
20 1.6252 1.5876 0.0376 2.4% 0.0106 0.7% 30% False False 91,091
40 1.6252 1.5420 0.0832 5.2% 0.0096 0.6% 68% False False 56,339
60 1.6252 1.5094 0.1158 7.2% 0.0098 0.6% 77% False False 37,608
80 1.6252 1.4798 0.1454 9.1% 0.0102 0.6% 82% False False 28,225
100 1.6252 1.4798 0.1454 9.1% 0.0092 0.6% 82% False False 22,583
120 1.6252 1.4798 0.1454 9.1% 0.0079 0.5% 82% False False 18,820
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.6288
2.618 1.6182
1.618 1.6117
1.000 1.6077
0.618 1.6052
HIGH 1.6012
0.618 1.5987
0.500 1.5980
0.382 1.5972
LOW 1.5947
0.618 1.5907
1.000 1.5882
1.618 1.5842
2.618 1.5777
4.250 1.5671
Fisher Pivots for day following 14-Oct-2013
Pivot 1 day 3 day
R1 1.5985 1.5978
PP 1.5982 1.5968
S1 1.5980 1.5959

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

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