CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 08-Aug-2013
Day Change Summary
Previous Current
07-Aug-2013 08-Aug-2013 Change Change % Previous Week
Open 1.5204 1.5527 0.0323 2.1% 1.5340
High 1.5475 1.5527 0.0052 0.3% 1.5340
Low 1.5204 1.5526 0.0322 2.1% 1.5101
Close 1.5475 1.5527 0.0052 0.3% 1.5264
Range 0.0271 0.0001 -0.0270 -99.6% 0.0239
ATR 0.0085 0.0082 -0.0002 -2.8% 0.0000
Volume 9 1 -8 -88.9% 43
Daily Pivots for day following 08-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.5530 1.5529 1.5528
R3 1.5529 1.5528 1.5527
R2 1.5528 1.5528 1.5527
R1 1.5527 1.5527 1.5527 1.5528
PP 1.5527 1.5527 1.5527 1.5527
S1 1.5526 1.5526 1.5527 1.5527
S2 1.5526 1.5526 1.5527
S3 1.5525 1.5525 1.5527
S4 1.5524 1.5524 1.5526
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.5952 1.5847 1.5395
R3 1.5713 1.5608 1.5330
R2 1.5474 1.5474 1.5308
R1 1.5369 1.5369 1.5286 1.5302
PP 1.5235 1.5235 1.5235 1.5202
S1 1.5130 1.5130 1.5242 1.5063
S2 1.4996 1.4996 1.5220
S3 1.4757 1.4891 1.5198
S4 1.4518 1.4652 1.5133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5527 1.5135 0.0392 2.5% 0.0080 0.5% 100% True False 8
10 1.5527 1.5101 0.0426 2.7% 0.0044 0.3% 100% True False 7
20 1.5527 1.5081 0.0446 2.9% 0.0031 0.2% 100% True False 7
40 1.5680 1.4850 0.0830 5.3% 0.0022 0.1% 82% False False 7
60 1.5680 1.4850 0.0830 5.3% 0.0015 0.1% 82% False False 24
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5531
2.618 1.5530
1.618 1.5529
1.000 1.5528
0.618 1.5528
HIGH 1.5527
0.618 1.5527
0.500 1.5527
0.382 1.5526
LOW 1.5526
0.618 1.5525
1.000 1.5525
1.618 1.5524
2.618 1.5523
4.250 1.5522
Fisher Pivots for day following 08-Aug-2013
Pivot 1 day 3 day
R1 1.5527 1.5473
PP 1.5527 1.5419
S1 1.5527 1.5366

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

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