CME British Pound Future December 2013


Trading Metrics calculated at close of trading on 16-Dec-2013
Day Change Summary
Previous Current
13-Dec-2013 16-Dec-2013 Change Change % Previous Week
Open 1.6345 1.6297 -0.0048 -0.3% 1.6344
High 1.6359 1.6346 -0.0013 -0.1% 1.6465
Low 1.6263 1.6291 0.0028 0.2% 1.6263
Close 1.6291 1.6308 0.0017 0.1% 1.6291
Range 0.0096 0.0055 -0.0041 -42.7% 0.0202
ATR 0.0099 0.0096 -0.0003 -3.2% 0.0000
Volume 34,185 3,670 -30,515 -89.3% 504,256
Daily Pivots for day following 16-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.6480 1.6449 1.6338
R3 1.6425 1.6394 1.6323
R2 1.6370 1.6370 1.6318
R1 1.6339 1.6339 1.6313 1.6355
PP 1.6315 1.6315 1.6315 1.6323
S1 1.6284 1.6284 1.6303 1.6300
S2 1.6260 1.6260 1.6298
S3 1.6205 1.6229 1.6293
S4 1.6150 1.6174 1.6278
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.6946 1.6820 1.6402
R3 1.6744 1.6618 1.6347
R2 1.6542 1.6542 1.6328
R1 1.6416 1.6416 1.6310 1.6378
PP 1.6340 1.6340 1.6340 1.6321
S1 1.6214 1.6214 1.6272 1.6176
S2 1.6138 1.6138 1.6254
S3 1.5936 1.6012 1.6235
S4 1.5734 1.5810 1.6180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6465 1.6263 0.0202 1.2% 0.0083 0.5% 22% False False 85,269
10 1.6465 1.6263 0.0202 1.2% 0.0090 0.6% 22% False False 94,299
20 1.6465 1.6056 0.0409 2.5% 0.0093 0.6% 62% False False 95,961
40 1.6465 1.5850 0.0615 3.8% 0.0099 0.6% 74% False False 92,999
60 1.6465 1.5850 0.0615 3.8% 0.0103 0.6% 74% False False 91,541
80 1.6465 1.5420 0.1045 6.4% 0.0102 0.6% 85% False False 79,727
100 1.6465 1.5094 0.1371 8.4% 0.0101 0.6% 89% False False 63,823
120 1.6465 1.4798 0.1667 10.2% 0.0103 0.6% 91% False False 53,197
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6580
2.618 1.6490
1.618 1.6435
1.000 1.6401
0.618 1.6380
HIGH 1.6346
0.618 1.6325
0.500 1.6319
0.382 1.6312
LOW 1.6291
0.618 1.6257
1.000 1.6236
1.618 1.6202
2.618 1.6147
4.250 1.6057
Fisher Pivots for day following 16-Dec-2013
Pivot 1 day 3 day
R1 1.6319 1.6341
PP 1.6315 1.6330
S1 1.6312 1.6319

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

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