CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 07-Oct-2013
Day Change Summary
Previous Current
04-Oct-2013 07-Oct-2013 Change Change % Previous Week
Open 1.6144 1.6014 -0.0130 -0.8% 1.6136
High 1.6146 1.6079 -0.0067 -0.4% 1.6230
Low 1.6006 1.6008 0.0002 0.0% 1.6006
Close 1.6006 1.6073 0.0067 0.4% 1.6006
Range 0.0140 0.0071 -0.0069 -49.3% 0.0224
ATR 0.0072 0.0072 0.0000 0.1% 0.0000
Volume 126 64 -62 -49.2% 312
Daily Pivots for day following 07-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.6266 1.6241 1.6112
R3 1.6195 1.6170 1.6093
R2 1.6124 1.6124 1.6086
R1 1.6099 1.6099 1.6080 1.6112
PP 1.6053 1.6053 1.6053 1.6060
S1 1.6028 1.6028 1.6066 1.6041
S2 1.5982 1.5982 1.6060
S3 1.5911 1.5957 1.6053
S4 1.5840 1.5886 1.6034
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.6753 1.6603 1.6129
R3 1.6529 1.6379 1.6068
R2 1.6305 1.6305 1.6047
R1 1.6155 1.6155 1.6027 1.6118
PP 1.6081 1.6081 1.6081 1.6062
S1 1.5931 1.5931 1.5985 1.5894
S2 1.5857 1.5857 1.5965
S3 1.5633 1.5707 1.5944
S4 1.5409 1.5483 1.5883
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6230 1.6006 0.0224 1.4% 0.0085 0.5% 30% False False 71
10 1.6230 1.5942 0.0288 1.8% 0.0071 0.4% 45% False False 42
20 1.6230 1.5711 0.0519 3.2% 0.0057 0.4% 70% False False 34
40 1.6230 1.5424 0.0806 5.0% 0.0031 0.2% 81% False False 40
60 1.6230 1.5081 0.1149 7.1% 0.0029 0.2% 86% False False 28
80 1.6230 1.4850 0.1380 8.6% 0.0026 0.2% 89% False False 23
100 1.6230 1.4850 0.1380 8.6% 0.0021 0.1% 89% False False 29
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6381
2.618 1.6265
1.618 1.6194
1.000 1.6150
0.618 1.6123
HIGH 1.6079
0.618 1.6052
0.500 1.6044
0.382 1.6035
LOW 1.6008
0.618 1.5964
1.000 1.5937
1.618 1.5893
2.618 1.5822
4.250 1.5706
Fisher Pivots for day following 07-Oct-2013
Pivot 1 day 3 day
R1 1.6063 1.6109
PP 1.6053 1.6097
S1 1.6044 1.6085

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

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