CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 02-Dec-2013
Day Change Summary
Previous Current
29-Nov-2013 02-Dec-2013 Change Change % Previous Week
Open 1.6319 1.6370 0.0051 0.3% 1.6230
High 1.6383 1.6442 0.0059 0.4% 1.6383
Low 1.6274 1.6342 0.0068 0.4% 1.6131
Close 1.6360 1.6348 -0.0012 -0.1% 1.6360
Range 0.0109 0.0100 -0.0009 -8.3% 0.0252
ATR 0.0104 0.0104 0.0000 -0.3% 0.0000
Volume 113,600 128,461 14,861 13.1% 409,404
Daily Pivots for day following 02-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.6677 1.6613 1.6403
R3 1.6577 1.6513 1.6376
R2 1.6477 1.6477 1.6366
R1 1.6413 1.6413 1.6357 1.6395
PP 1.6377 1.6377 1.6377 1.6369
S1 1.6313 1.6313 1.6339 1.6295
S2 1.6277 1.6277 1.6330
S3 1.6177 1.6213 1.6321
S4 1.6077 1.6113 1.6293
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.7047 1.6956 1.6499
R3 1.6795 1.6704 1.6429
R2 1.6543 1.6543 1.6406
R1 1.6452 1.6452 1.6383 1.6498
PP 1.6291 1.6291 1.6291 1.6314
S1 1.6200 1.6200 1.6337 1.6246
S2 1.6039 1.6039 1.6314
S3 1.5787 1.5948 1.6291
S4 1.5535 1.5696 1.6221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6442 1.6131 0.0311 1.9% 0.0106 0.6% 70% True False 107,573
10 1.6442 1.6056 0.0386 2.4% 0.0096 0.6% 76% True False 97,622
20 1.6442 1.5850 0.0592 3.6% 0.0103 0.6% 84% True False 96,636
40 1.6442 1.5850 0.0592 3.6% 0.0107 0.7% 84% True False 91,518
60 1.6442 1.5619 0.0823 5.0% 0.0106 0.6% 89% True False 90,188
80 1.6442 1.5410 0.1032 6.3% 0.0100 0.6% 91% True False 67,981
100 1.6442 1.5050 0.1392 8.5% 0.0100 0.6% 93% True False 54,398
120 1.6442 1.4798 0.1644 10.1% 0.0102 0.6% 94% True False 45,342
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6867
2.618 1.6704
1.618 1.6604
1.000 1.6542
0.618 1.6504
HIGH 1.6442
0.618 1.6404
0.500 1.6392
0.382 1.6380
LOW 1.6342
0.618 1.6280
1.000 1.6242
1.618 1.6180
2.618 1.6080
4.250 1.5917
Fisher Pivots for day following 02-Dec-2013
Pivot 1 day 3 day
R1 1.6392 1.6338
PP 1.6377 1.6328
S1 1.6363 1.6319

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

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