CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 28-Jun-2013
Day Change Summary
Previous Current
27-Jun-2013 28-Jun-2013 Change Change % Previous Week
Open 1.5238 1.5180 -0.0058 -0.4% 1.5418
High 1.5238 1.5189 -0.0049 -0.3% 1.5418
Low 1.5238 1.5160 -0.0078 -0.5% 1.5160
Close 1.5238 1.5189 -0.0049 -0.3% 1.5189
Range 0.0000 0.0029 0.0029 0.0258
ATR 0.0058 0.0059 0.0001 2.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.5266 1.5257 1.5205
R3 1.5237 1.5228 1.5197
R2 1.5208 1.5208 1.5194
R1 1.5199 1.5199 1.5192 1.5204
PP 1.5179 1.5179 1.5179 1.5182
S1 1.5170 1.5170 1.5186 1.5175
S2 1.5150 1.5150 1.5184
S3 1.5121 1.5141 1.5181
S4 1.5092 1.5112 1.5173
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 1.6030 1.5867 1.5331
R3 1.5772 1.5609 1.5260
R2 1.5514 1.5514 1.5236
R1 1.5351 1.5351 1.5213 1.5304
PP 1.5256 1.5256 1.5256 1.5232
S1 1.5093 1.5093 1.5165 1.5046
S2 1.4998 1.4998 1.5142
S3 1.4740 1.4835 1.5118
S4 1.4482 1.4577 1.5047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5418 1.5160 0.0258 1.7% 0.0006 0.0% 11% False True 1
10 1.5671 1.5160 0.0511 3.4% 0.0003 0.0% 6% False True 4
20 1.5680 1.5160 0.0520 3.4% 0.0002 0.0% 6% False True 17
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 0.0001
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 1.5312
2.618 1.5265
1.618 1.5236
1.000 1.5218
0.618 1.5207
HIGH 1.5189
0.618 1.5178
0.500 1.5175
0.382 1.5171
LOW 1.5160
0.618 1.5142
1.000 1.5131
1.618 1.5113
2.618 1.5084
4.250 1.5037
Fisher Pivots for day following 28-Jun-2013
Pivot 1 day 3 day
R1 1.5184 1.5226
PP 1.5179 1.5214
S1 1.5175 1.5201

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

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