CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 21-Oct-2013
Day Change Summary
Previous Current
18-Oct-2013 21-Oct-2013 Change Change % Previous Week
Open 1.6143 1.6145 0.0002 0.0% 1.5950
High 1.6200 1.6151 -0.0049 -0.3% 1.6200
Low 1.6130 1.6122 -0.0008 0.0% 1.5875
Close 1.6141 1.6126 -0.0015 -0.1% 1.6141
Range 0.0070 0.0029 -0.0041 -58.6% 0.0325
ATR 0.0090 0.0086 -0.0004 -4.8% 0.0000
Volume 118 80 -38 -32.2% 454
Daily Pivots for day following 21-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.6220 1.6202 1.6142
R3 1.6191 1.6173 1.6134
R2 1.6162 1.6162 1.6131
R1 1.6144 1.6144 1.6129 1.6139
PP 1.6133 1.6133 1.6133 1.6130
S1 1.6115 1.6115 1.6123 1.6110
S2 1.6104 1.6104 1.6121
S3 1.6075 1.6086 1.6118
S4 1.6046 1.6057 1.6110
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.7047 1.6919 1.6320
R3 1.6722 1.6594 1.6230
R2 1.6397 1.6397 1.6201
R1 1.6269 1.6269 1.6171 1.6333
PP 1.6072 1.6072 1.6072 1.6104
S1 1.5944 1.5944 1.6111 1.6008
S2 1.5747 1.5747 1.6081
S3 1.5422 1.5619 1.6052
S4 1.5097 1.5294 1.5962
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6200 1.5875 0.0325 2.0% 0.0106 0.7% 77% False False 88
10 1.6200 1.5875 0.0325 2.0% 0.0097 0.6% 77% False False 95
20 1.6230 1.5875 0.0355 2.2% 0.0084 0.5% 71% False False 68
40 1.6230 1.5450 0.0780 4.8% 0.0055 0.3% 87% False False 49
60 1.6230 1.5101 0.1129 7.0% 0.0044 0.3% 91% False False 43
80 1.6230 1.4850 0.1380 8.6% 0.0038 0.2% 92% False False 34
100 1.6230 1.4850 0.1380 8.6% 0.0031 0.2% 92% False False 31
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0019
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.6274
2.618 1.6227
1.618 1.6198
1.000 1.6180
0.618 1.6169
HIGH 1.6151
0.618 1.6140
0.500 1.6137
0.382 1.6133
LOW 1.6122
0.618 1.6104
1.000 1.6093
1.618 1.6075
2.618 1.6046
4.250 1.5999
Fisher Pivots for day following 21-Oct-2013
Pivot 1 day 3 day
R1 1.6137 1.6107
PP 1.6133 1.6088
S1 1.6130 1.6070

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

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