CME British Pound Future December 2013

Trading Metrics calculated at close of trading on 21-Oct-2013

Day Change Summary
	Previous	Current
	18-Oct-2013	21-Oct-2013	Change	Change %	Previous Week
Open	1.6154	1.6163	0.0009	0.1%	1.5965
High	1.6218	1.6174	-0.0044	-0.3%	1.6218
Low	1.6134	1.6125	-0.0009	-0.1%	1.5886
Close	1.6153	1.6138	-0.0015	-0.1%	1.6153
Range	0.0084	0.0049	-0.0035	-41.7%	0.0332
ATR	0.0114	0.0109	-0.0005	-4.1%	0.0000
Volume	69,946	53,523	-16,423	-23.5%	460,671

Daily Pivots for day following 21-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6293	1.6264	1.6165
R3	1.6244	1.6215	1.6151
R2	1.6195	1.6195	1.6147
R1	1.6166	1.6166	1.6142	1.6156
PP	1.6146	1.6146	1.6146	1.6141
S1	1.6117	1.6117	1.6134	1.6107
S2	1.6097	1.6097	1.6129
S3	1.6048	1.6068	1.6125
S4	1.5999	1.6019	1.6111

Weekly Pivots for week ending 18-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.7082	1.6949	1.6336
R3	1.6750	1.6617	1.6244
R2	1.6418	1.6418	1.6214
R1	1.6285	1.6285	1.6183	1.6352
PP	1.6086	1.6086	1.6086	1.6119
S1	1.5953	1.5953	1.6123	1.6020
S2	1.5754	1.5754	1.6092
S3	1.5422	1.5621	1.6062
S4	1.5090	1.5289	1.5970

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6218	1.5886	0.0332	2.1%	0.0130	0.8%	76%	False	False	91,911
10	1.6218	1.5886	0.0332	2.1%	0.0118	0.7%	76%	False	False	85,942
20	1.6252	1.5886	0.0366	2.3%	0.0109	0.7%	69%	False	False	87,685
40	1.6252	1.5420	0.0832	5.2%	0.0102	0.6%	86%	False	False	67,770
60	1.6252	1.5094	0.1158	7.2%	0.0102	0.6%	90%	False	False	45,263
80	1.6252	1.4798	0.1454	9.0%	0.0104	0.6%	92%	False	False	33,963
100	1.6252	1.4798	0.1454	9.0%	0.0097	0.6%	92%	False	False	27,179
120	1.6252	1.4798	0.1454	9.0%	0.0083	0.5%	92%	False	False	22,650

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Narrowest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	1.6382
2.618	1.6302
1.618	1.6253
1.000	1.6223
0.618	1.6204
HIGH	1.6174
0.618	1.6155
0.500	1.6150
0.382	1.6144
LOW	1.6125
0.618	1.6095
1.000	1.6076
1.618	1.6046
2.618	1.5997
4.250	1.5917

Fisher Pivots for day following 21-Oct-2013
Pivot	1 day	3 day
R1	1.6150	1.6117
PP	1.6146	1.6096
S1	1.6142	1.6076

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols