CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 17-Sep-2013
Day Change Summary
Previous Current
16-Sep-2013 17-Sep-2013 Change Change % Previous Week
Open 1.5935 1.5892 -0.0043 -0.3% 1.5682
High 1.5935 1.5892 -0.0043 -0.3% 1.5859
Low 1.5877 1.5890 0.0013 0.1% 1.5682
Close 1.5877 1.5890 0.0013 0.1% 1.5859
Range 0.0058 0.0002 -0.0056 -96.6% 0.0177
ATR 0.0054 0.0051 -0.0003 -5.1% 0.0000
Volume 1 40 39 3,900.0% 71
Daily Pivots for day following 17-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.5897 1.5895 1.5891
R3 1.5895 1.5893 1.5891
R2 1.5893 1.5893 1.5890
R1 1.5891 1.5891 1.5890 1.5891
PP 1.5891 1.5891 1.5891 1.5891
S1 1.5889 1.5889 1.5890 1.5889
S2 1.5889 1.5889 1.5890
S3 1.5887 1.5887 1.5889
S4 1.5885 1.5885 1.5889
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.6331 1.6272 1.5956
R3 1.6154 1.6095 1.5908
R2 1.5977 1.5977 1.5891
R1 1.5918 1.5918 1.5875 1.5948
PP 1.5800 1.5800 1.5800 1.5815
S1 1.5741 1.5741 1.5843 1.5771
S2 1.5623 1.5623 1.5827
S3 1.5446 1.5564 1.5810
S4 1.5269 1.5387 1.5762
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5935 1.5758 0.0177 1.1% 0.0022 0.1% 75% False False 13
10 1.5935 1.5571 0.0364 2.3% 0.0011 0.1% 88% False False 16
20 1.5935 1.5450 0.0485 3.1% 0.0009 0.1% 91% False False 37
40 1.5935 1.5101 0.0834 5.2% 0.0016 0.1% 95% False False 27
60 1.5935 1.4850 0.1085 6.8% 0.0018 0.1% 96% False False 20
80 1.5935 1.4850 0.1085 6.8% 0.0013 0.1% 96% False False 21
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5901
2.618 1.5897
1.618 1.5895
1.000 1.5894
0.618 1.5893
HIGH 1.5892
0.618 1.5891
0.500 1.5891
0.382 1.5891
LOW 1.5890
0.618 1.5889
1.000 1.5888
1.618 1.5887
2.618 1.5885
4.250 1.5882
Fisher Pivots for day following 17-Sep-2013
Pivot 1 day 3 day
R1 1.5891 1.5897
PP 1.5891 1.5895
S1 1.5890 1.5892

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

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