CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 18-Sep-2013
Day Change Summary
Previous Current
17-Sep-2013 18-Sep-2013 Change Change % Previous Week
Open 1.5892 1.5922 0.0030 0.2% 1.5682
High 1.5892 1.6088 0.0196 1.2% 1.5859
Low 1.5890 1.5922 0.0032 0.2% 1.5682
Close 1.5890 1.6088 0.0198 1.2% 1.5859
Range 0.0002 0.0166 0.0164 8,200.0% 0.0177
ATR 0.0051 0.0061 0.0011 20.7% 0.0000
Volume 40 3 -37 -92.5% 71
Daily Pivots for day following 18-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.6531 1.6475 1.6179
R3 1.6365 1.6309 1.6134
R2 1.6199 1.6199 1.6118
R1 1.6143 1.6143 1.6103 1.6171
PP 1.6033 1.6033 1.6033 1.6047
S1 1.5977 1.5977 1.6073 1.6005
S2 1.5867 1.5867 1.6058
S3 1.5701 1.5811 1.6042
S4 1.5535 1.5645 1.5997
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 1.6088 1.5793 0.0295 1.8% 0.0045 0.3% 100% True False 9
10 1.6088 1.5571 0.0517 3.2% 0.0027 0.2% 100% True False 16
20 1.6088 1.5450 0.0638 4.0% 0.0017 0.1% 100% True False 37
40 1.6088 1.5101 0.0987 6.1% 0.0020 0.1% 100% True False 27
60 1.6088 1.4850 0.1238 7.7% 0.0021 0.1% 100% True False 20
80 1.6088 1.4850 0.1238 7.7% 0.0016 0.1% 100% True False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1.6794
2.618 1.6523
1.618 1.6357
1.000 1.6254
0.618 1.6191
HIGH 1.6088
0.618 1.6025
0.500 1.6005
0.382 1.5985
LOW 1.5922
0.618 1.5819
1.000 1.5756
1.618 1.5653
2.618 1.5487
4.250 1.5217
Fisher Pivots for day following 18-Sep-2013
Pivot 1 day 3 day
R1 1.6060 1.6053
PP 1.6033 1.6018
S1 1.6005 1.5983

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

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