CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 08-Jul-2013
Day Change Summary
Previous Current
05-Jul-2013 08-Jul-2013 Change Change % Previous Week
Open 1.5050 1.4930 -0.0120 -0.8% 1.5184
High 1.5050 1.4930 -0.0120 -0.8% 1.5251
Low 1.4880 1.4930 0.0050 0.3% 1.4880
Close 1.4881 1.4930 0.0049 0.3% 1.4881
Range 0.0170 0.0000 -0.0170 -100.0% 0.0371
ATR 0.0082 0.0080 -0.0002 -2.9% 0.0000
Volume 14 10 -4 -28.6% 24
Daily Pivots for day following 08-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.4930 1.4930 1.4930
R3 1.4930 1.4930 1.4930
R2 1.4930 1.4930 1.4930
R1 1.4930 1.4930 1.4930 1.4930
PP 1.4930 1.4930 1.4930 1.4930
S1 1.4930 1.4930 1.4930 1.4930
S2 1.4930 1.4930 1.4930
S3 1.4930 1.4930 1.4930
S4 1.4930 1.4930 1.4930
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 1.6117 1.5870 1.5085
R3 1.5746 1.5499 1.4983
R2 1.5375 1.5375 1.4949
R1 1.5128 1.5128 1.4915 1.5066
PP 1.5004 1.5004 1.5004 1.4973
S1 1.4757 1.4757 1.4847 1.4695
S2 1.4633 1.4633 1.4813
S3 1.4262 1.4386 1.4779
S4 1.3891 1.4015 1.4677
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5251 1.4880 0.0371 2.5% 0.0038 0.3% 13% False False 6
10 1.5418 1.4880 0.0538 3.6% 0.0022 0.1% 9% False False 3
20 1.5680 1.4880 0.0800 5.4% 0.0011 0.1% 6% False False 7
40 1.5680 1.4880 0.0800 5.4% 0.0006 0.0% 6% False False 35
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 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4930
2.618 1.4930
1.618 1.4930
1.000 1.4930
0.618 1.4930
HIGH 1.4930
0.618 1.4930
0.500 1.4930
0.382 1.4930
LOW 1.4930
0.618 1.4930
1.000 1.4930
1.618 1.4930
2.618 1.4930
4.250 1.4930
Fisher Pivots for day following 08-Jul-2013
Pivot 1 day 3 day
R1 1.4930 1.5066
PP 1.4930 1.5020
S1 1.4930 1.4975

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

View Archives - Comment on this page... - Back to Index of Symbols