CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 02-Oct-2013
Day Change Summary
Previous Current
01-Oct-2013 02-Oct-2013 Change Change % Previous Week
Open 1.6170 1.6151 -0.0019 -0.1% 1.6040
High 1.6226 1.6230 0.0004 0.0% 1.6115
Low 1.6170 1.6149 -0.0021 -0.1% 1.5942
Close 1.6178 1.6201 0.0023 0.1% 1.6115
Range 0.0056 0.0081 0.0025 44.6% 0.0173
ATR 0.0065 0.0066 0.0001 1.7% 0.0000
Volume 38 46 8 21.1% 139
Daily Pivots for day following 02-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.6436 1.6400 1.6246
R3 1.6355 1.6319 1.6223
R2 1.6274 1.6274 1.6216
R1 1.6238 1.6238 1.6208 1.6256
PP 1.6193 1.6193 1.6193 1.6203
S1 1.6157 1.6157 1.6194 1.6175
S2 1.6112 1.6112 1.6186
S3 1.6031 1.6076 1.6179
S4 1.5950 1.5995 1.6156
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 1.6230 1.5983 0.0247 1.5% 0.0062 0.4% 88% True False 28
10 1.6230 1.5942 0.0288 1.8% 0.0058 0.4% 90% True False 32
20 1.6230 1.5571 0.0659 4.1% 0.0043 0.3% 96% True False 24
40 1.6230 1.5204 0.1026 6.3% 0.0030 0.2% 97% True False 33
60 1.6230 1.4903 0.1327 8.2% 0.0027 0.2% 98% True False 25
80 1.6230 1.4850 0.1380 8.5% 0.0023 0.1% 98% True False 20
100 1.6230 1.4850 0.1380 8.5% 0.0018 0.1% 98% True False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6574
2.618 1.6442
1.618 1.6361
1.000 1.6311
0.618 1.6280
HIGH 1.6230
0.618 1.6199
0.500 1.6190
0.382 1.6180
LOW 1.6149
0.618 1.6099
1.000 1.6068
1.618 1.6018
2.618 1.5937
4.250 1.5805
Fisher Pivots for day following 02-Oct-2013
Pivot 1 day 3 day
R1 1.6197 1.6192
PP 1.6193 1.6183
S1 1.6190 1.6175

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

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