CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 28-Oct-2013
Day Change Summary
Previous Current
25-Oct-2013 28-Oct-2013 Change Change % Previous Week
Open 1.6195 1.6166 -0.0029 -0.2% 1.6163
High 1.6241 1.6203 -0.0038 -0.2% 1.6250
Low 1.6144 1.6119 -0.0025 -0.2% 1.6108
Close 1.6168 1.6153 -0.0015 -0.1% 1.6168
Range 0.0097 0.0084 -0.0013 -13.4% 0.0142
ATR 0.0110 0.0108 -0.0002 -1.7% 0.0000
Volume 73,204 61,131 -12,073 -16.5% 381,416
Daily Pivots for day following 28-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.6410 1.6366 1.6199
R3 1.6326 1.6282 1.6176
R2 1.6242 1.6242 1.6168
R1 1.6198 1.6198 1.6161 1.6178
PP 1.6158 1.6158 1.6158 1.6149
S1 1.6114 1.6114 1.6145 1.6094
S2 1.6074 1.6074 1.6138
S3 1.5990 1.6030 1.6130
S4 1.5906 1.5946 1.6107
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.6601 1.6527 1.6246
R3 1.6459 1.6385 1.6207
R2 1.6317 1.6317 1.6194
R1 1.6243 1.6243 1.6181 1.6280
PP 1.6175 1.6175 1.6175 1.6194
S1 1.6101 1.6101 1.6155 1.6138
S2 1.6033 1.6033 1.6142
S3 1.5891 1.5959 1.6129
S4 1.5749 1.5817 1.6090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6250 1.6108 0.0142 0.9% 0.0108 0.7% 32% False False 77,804
10 1.6250 1.5886 0.0364 2.3% 0.0119 0.7% 73% False False 84,858
20 1.6252 1.5886 0.0366 2.3% 0.0111 0.7% 73% False False 85,380
40 1.6252 1.5493 0.0759 4.7% 0.0106 0.7% 87% False False 77,369
60 1.6252 1.5198 0.1054 6.5% 0.0101 0.6% 91% False False 51,739
80 1.6252 1.4798 0.1454 9.0% 0.0101 0.6% 93% False False 38,822
100 1.6252 1.4798 0.1454 9.0% 0.0100 0.6% 93% False False 31,069
120 1.6252 1.4798 0.1454 9.0% 0.0087 0.5% 93% False False 25,892
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0033
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6560
2.618 1.6423
1.618 1.6339
1.000 1.6287
0.618 1.6255
HIGH 1.6203
0.618 1.6171
0.500 1.6161
0.382 1.6151
LOW 1.6119
0.618 1.6067
1.000 1.6035
1.618 1.5983
2.618 1.5899
4.250 1.5762
Fisher Pivots for day following 28-Oct-2013
Pivot 1 day 3 day
R1 1.6161 1.6180
PP 1.6158 1.6171
S1 1.6156 1.6162

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

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