CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 1.6028 1.6136 0.0108 0.7% 1.6040
High 1.6115 1.6167 0.0052 0.3% 1.6115
Low 1.6028 1.6119 0.0091 0.6% 1.5942
Close 1.6115 1.6167 0.0052 0.3% 1.6115
Range 0.0087 0.0048 -0.0039 -44.8% 0.0173
ATR 0.0067 0.0066 -0.0001 -1.6% 0.0000
Volume 17 17 0 0.0% 139
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.6295 1.6279 1.6193
R3 1.6247 1.6231 1.6180
R2 1.6199 1.6199 1.6176
R1 1.6183 1.6183 1.6171 1.6191
PP 1.6151 1.6151 1.6151 1.6155
S1 1.6135 1.6135 1.6163 1.6143
S2 1.6103 1.6103 1.6158
S3 1.6055 1.6087 1.6154
S4 1.6007 1.6039 1.6141
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.6576 1.6519 1.6210
R3 1.6403 1.6346 1.6163
R2 1.6230 1.6230 1.6147
R1 1.6173 1.6173 1.6131 1.6202
PP 1.6057 1.6057 1.6057 1.6072
S1 1.6000 1.6000 1.6099 1.6029
S2 1.5884 1.5884 1.6083
S3 1.5711 1.5827 1.6067
S4 1.5538 1.5654 1.6020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6167 1.5942 0.0225 1.4% 0.0057 0.4% 100% True False 13
10 1.6167 1.5890 0.0277 1.7% 0.0061 0.4% 100% True False 28
20 1.6167 1.5543 0.0624 3.9% 0.0036 0.2% 100% True False 20
40 1.6167 1.5204 0.0963 6.0% 0.0027 0.2% 100% True False 31
60 1.6167 1.4850 0.1317 8.1% 0.0024 0.2% 100% True False 23
80 1.6167 1.4850 0.1317 8.1% 0.0021 0.1% 100% True False 20
100 1.6167 1.4850 0.1317 8.1% 0.0017 0.1% 100% True False 28
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6371
2.618 1.6293
1.618 1.6245
1.000 1.6215
0.618 1.6197
HIGH 1.6167
0.618 1.6149
0.500 1.6143
0.382 1.6137
LOW 1.6119
0.618 1.6089
1.000 1.6071
1.618 1.6041
2.618 1.5993
4.250 1.5915
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 1.6159 1.6136
PP 1.6151 1.6106
S1 1.6143 1.6075

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

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