CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 20-Sep-2013
Day Change Summary
Previous Current
19-Sep-2013 20-Sep-2013 Change Change % Previous Week
Open 1.6113 1.6013 -0.0100 -0.6% 1.5935
High 1.6113 1.6026 -0.0087 -0.5% 1.6113
Low 1.6013 1.5982 -0.0031 -0.2% 1.5877
Close 1.6013 1.5999 -0.0014 -0.1% 1.5999
Range 0.0100 0.0044 -0.0056 -56.0% 0.0236
ATR 0.0064 0.0063 -0.0001 -2.2% 0.0000
Volume 24 61 37 154.2% 129
Daily Pivots for day following 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.6134 1.6111 1.6023
R3 1.6090 1.6067 1.6011
R2 1.6046 1.6046 1.6007
R1 1.6023 1.6023 1.6003 1.6013
PP 1.6002 1.6002 1.6002 1.5997
S1 1.5979 1.5979 1.5995 1.5969
S2 1.5958 1.5958 1.5991
S3 1.5914 1.5935 1.5987
S4 1.5870 1.5891 1.5975
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.6704 1.6588 1.6129
R3 1.6468 1.6352 1.6064
R2 1.6232 1.6232 1.6042
R1 1.6116 1.6116 1.6021 1.6174
PP 1.5996 1.5996 1.5996 1.6026
S1 1.5880 1.5880 1.5977 1.5938
S2 1.5760 1.5760 1.5956
S3 1.5524 1.5644 1.5934
S4 1.5288 1.5408 1.5869
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6113 1.5877 0.0236 1.5% 0.0074 0.5% 52% False False 25
10 1.6113 1.5682 0.0431 2.7% 0.0042 0.3% 74% False False 20
20 1.6113 1.5450 0.0663 4.1% 0.0025 0.2% 83% False False 33
40 1.6113 1.5101 0.1012 6.3% 0.0023 0.1% 89% False False 29
60 1.6113 1.4850 0.1263 7.9% 0.0023 0.1% 91% False False 21
80 1.6113 1.4850 0.1263 7.9% 0.0017 0.1% 91% False False 21
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6213
2.618 1.6141
1.618 1.6097
1.000 1.6070
0.618 1.6053
HIGH 1.6026
0.618 1.6009
0.500 1.6004
0.382 1.5999
LOW 1.5982
0.618 1.5955
1.000 1.5938
1.618 1.5911
2.618 1.5867
4.250 1.5795
Fisher Pivots for day following 20-Sep-2013
Pivot 1 day 3 day
R1 1.6004 1.6018
PP 1.6002 1.6011
S1 1.6001 1.6005

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

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