CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 24-Sep-2013
Day Change Summary
Previous Current
23-Sep-2013 24-Sep-2013 Change Change % Previous Week
Open 1.6040 1.5942 -0.0098 -0.6% 1.5935
High 1.6040 1.5987 -0.0053 -0.3% 1.6113
Low 1.6027 1.5942 -0.0085 -0.5% 1.5877
Close 1.6027 1.5987 -0.0040 -0.2% 1.5999
Range 0.0013 0.0045 0.0032 246.2% 0.0236
ATR 0.0061 0.0063 0.0002 2.8% 0.0000
Volume 87 5 -82 -94.3% 129
Daily Pivots for day following 24-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.6107 1.6092 1.6012
R3 1.6062 1.6047 1.5999
R2 1.6017 1.6017 1.5995
R1 1.6002 1.6002 1.5991 1.6010
PP 1.5972 1.5972 1.5972 1.5976
S1 1.5957 1.5957 1.5983 1.5965
S2 1.5927 1.5927 1.5979
S3 1.5882 1.5912 1.5975
S4 1.5837 1.5867 1.5962
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 1.5922 0.0191 1.2% 0.0074 0.5% 34% False False 36
10 1.6113 1.5758 0.0355 2.2% 0.0048 0.3% 65% False False 24
20 1.6113 1.5450 0.0663 4.1% 0.0027 0.2% 81% False False 24
40 1.6113 1.5101 0.1012 6.3% 0.0025 0.2% 88% False False 31
60 1.6113 1.4850 0.1263 7.9% 0.0024 0.1% 90% False False 23
80 1.6113 1.4850 0.1263 7.9% 0.0018 0.1% 90% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6178
2.618 1.6105
1.618 1.6060
1.000 1.6032
0.618 1.6015
HIGH 1.5987
0.618 1.5970
0.500 1.5965
0.382 1.5959
LOW 1.5942
0.618 1.5914
1.000 1.5897
1.618 1.5869
2.618 1.5824
4.250 1.5751
Fisher Pivots for day following 24-Sep-2013
Pivot 1 day 3 day
R1 1.5980 1.5991
PP 1.5972 1.5990
S1 1.5965 1.5988

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

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