CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 17-Oct-2013
Day Change Summary
Previous Current
16-Oct-2013 17-Oct-2013 Change Change % Previous Week
Open 1.5993 1.5951 -0.0042 -0.3% 1.6017
High 1.6056 1.6166 0.0110 0.7% 1.6117
Low 1.5886 1.5933 0.0047 0.3% 1.5906
Close 1.5940 1.6151 0.0211 1.3% 1.5952
Range 0.0170 0.0233 0.0063 37.1% 0.0211
ATR 0.0107 0.0116 0.0009 8.4% 0.0000
Volume 121,330 125,001 3,671 3.0% 423,063
Daily Pivots for day following 17-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.6782 1.6700 1.6279
R3 1.6549 1.6467 1.6215
R2 1.6316 1.6316 1.6194
R1 1.6234 1.6234 1.6172 1.6275
PP 1.6083 1.6083 1.6083 1.6104
S1 1.6001 1.6001 1.6130 1.6042
S2 1.5850 1.5850 1.6108
S3 1.5617 1.5768 1.6087
S4 1.5384 1.5535 1.6023
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 1.6166 1.5886 0.0280 1.7% 0.0132 0.8% 95% True False 90,728
10 1.6169 1.5886 0.0283 1.8% 0.0129 0.8% 94% False False 92,109
20 1.6252 1.5886 0.0366 2.3% 0.0110 0.7% 72% False False 89,588
40 1.6252 1.5420 0.0832 5.2% 0.0104 0.6% 88% False False 64,724
60 1.6252 1.5094 0.1158 7.2% 0.0103 0.6% 91% False False 43,207
80 1.6252 1.4798 0.1454 9.0% 0.0105 0.7% 93% False False 32,422
100 1.6252 1.4798 0.1454 9.0% 0.0096 0.6% 93% False False 25,944
120 1.6252 1.4798 0.1454 9.0% 0.0082 0.5% 93% False False 21,621
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.7156
2.618 1.6776
1.618 1.6543
1.000 1.6399
0.618 1.6310
HIGH 1.6166
0.618 1.6077
0.500 1.6050
0.382 1.6022
LOW 1.5933
0.618 1.5789
1.000 1.5700
1.618 1.5556
2.618 1.5323
4.250 1.4943
Fisher Pivots for day following 17-Oct-2013
Pivot 1 day 3 day
R1 1.6117 1.6109
PP 1.6083 1.6068
S1 1.6050 1.6026

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

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