CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 03-Jul-2013
Day Change Summary
Previous Current
02-Jul-2013 03-Jul-2013 Change Change % Previous Week
Open 1.5140 1.5248 0.0108 0.7% 1.5418
High 1.5150 1.5251 0.0101 0.7% 1.5418
Low 1.5131 1.5248 0.0117 0.8% 1.5160
Close 1.5131 1.5251 0.0120 0.8% 1.5189
Range 0.0019 0.0003 -0.0016 -84.2% 0.0258
ATR 0.0055 0.0060 0.0005 8.4% 0.0000
Volume 3 4 1 33.3% 5
Daily Pivots for day following 03-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.5259 1.5258 1.5253
R3 1.5256 1.5255 1.5252
R2 1.5253 1.5253 1.5252
R1 1.5252 1.5252 1.5251 1.5253
PP 1.5250 1.5250 1.5250 1.5250
S1 1.5249 1.5249 1.5251 1.5250
S2 1.5247 1.5247 1.5250
S3 1.5244 1.5246 1.5250
S4 1.5241 1.5243 1.5249
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 1.5251 1.5131 0.0120 0.8% 0.0010 0.1% 100% True False 2
10 1.5454 1.5131 0.0323 2.1% 0.0006 0.0% 37% False False 3
20 1.5680 1.5131 0.0549 3.6% 0.0003 0.0% 22% False False 10
40 1.5680 1.5019 0.0661 4.3% 0.0001 0.0% 35% False False 35
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5264
2.618 1.5259
1.618 1.5256
1.000 1.5254
0.618 1.5253
HIGH 1.5251
0.618 1.5250
0.500 1.5250
0.382 1.5249
LOW 1.5248
0.618 1.5246
1.000 1.5245
1.618 1.5243
2.618 1.5240
4.250 1.5235
Fisher Pivots for day following 03-Jul-2013
Pivot 1 day 3 day
R1 1.5251 1.5231
PP 1.5250 1.5211
S1 1.5250 1.5191

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

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