CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 04-Sep-2013
Day Change Summary
Previous Current
03-Sep-2013 04-Sep-2013 Change Change % Previous Week
Open 1.5543 1.5603 0.0060 0.4% 1.5556
High 1.5543 1.5603 0.0060 0.4% 1.5556
Low 1.5543 1.5603 0.0060 0.4% 1.5450
Close 1.5543 1.5603 0.0060 0.4% 1.5474
Range
ATR 0.0053 0.0053 0.0001 1.0% 0.0000
Volume 3 3 0 0.0% 275
Daily Pivots for day following 04-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.5603 1.5603 1.5603
R3 1.5603 1.5603 1.5603
R2 1.5603 1.5603 1.5603
R1 1.5603 1.5603 1.5603 1.5603
PP 1.5603 1.5603 1.5603 1.5603
S1 1.5603 1.5603 1.5603 1.5603
S2 1.5603 1.5603 1.5603
S3 1.5603 1.5603 1.5603
S4 1.5603 1.5603 1.5603
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.5811 1.5749 1.5532
R3 1.5705 1.5643 1.5503
R2 1.5599 1.5599 1.5493
R1 1.5537 1.5537 1.5484 1.5515
PP 1.5493 1.5493 1.5493 1.5483
S1 1.5431 1.5431 1.5464 1.5409
S2 1.5387 1.5387 1.5455
S3 1.5281 1.5325 1.5445
S4 1.5175 1.5219 1.5416
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5603 1.5450 0.0153 1.0% 0.0011 0.1% 100% True False 3
10 1.5677 1.5450 0.0227 1.5% 0.0007 0.0% 67% False False 58
20 1.5677 1.5204 0.0473 3.0% 0.0018 0.1% 84% False False 42
40 1.5677 1.4903 0.0774 5.0% 0.0019 0.1% 90% False False 25
60 1.5680 1.4850 0.0830 5.3% 0.0016 0.1% 91% False False 19
80 1.5680 1.4850 0.0830 5.3% 0.0012 0.1% 91% False False 30
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.5603
2.618 1.5603
1.618 1.5603
1.000 1.5603
0.618 1.5603
HIGH 1.5603
0.618 1.5603
0.500 1.5603
0.382 1.5603
LOW 1.5603
0.618 1.5603
1.000 1.5603
1.618 1.5603
2.618 1.5603
4.250 1.5603
Fisher Pivots for day following 04-Sep-2013
Pivot 1 day 3 day
R1 1.5603 1.5582
PP 1.5603 1.5560
S1 1.5603 1.5539

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

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