CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 29-Oct-2013
Day Change Summary
Previous Current
28-Oct-2013 29-Oct-2013 Change Change % Previous Week
Open 1.6156 1.6118 -0.0038 -0.2% 1.6145
High 1.6181 1.6123 -0.0058 -0.4% 1.6228
Low 1.6122 1.6007 -0.0115 -0.7% 1.6102
Close 1.6141 1.6029 -0.0112 -0.7% 1.6156
Range 0.0059 0.0116 0.0057 96.6% 0.0126
ATR 0.0087 0.0090 0.0003 3.9% 0.0000
Volume 102 133 31 30.4% 515
Daily Pivots for day following 29-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.6401 1.6331 1.6093
R3 1.6285 1.6215 1.6061
R2 1.6169 1.6169 1.6050
R1 1.6099 1.6099 1.6040 1.6076
PP 1.6053 1.6053 1.6053 1.6042
S1 1.5983 1.5983 1.6018 1.5960
S2 1.5937 1.5937 1.6008
S3 1.5821 1.5867 1.5997
S4 1.5705 1.5751 1.5965
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.6540 1.6474 1.6225
R3 1.6414 1.6348 1.6191
R2 1.6288 1.6288 1.6179
R1 1.6222 1.6222 1.6168 1.6255
PP 1.6162 1.6162 1.6162 1.6179
S1 1.6096 1.6096 1.6144 1.6129
S2 1.6036 1.6036 1.6133
S3 1.5910 1.5970 1.6121
S4 1.5784 1.5844 1.6087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6228 1.6007 0.0221 1.4% 0.0091 0.6% 10% False True 120
10 1.6228 1.5875 0.0353 2.2% 0.0102 0.6% 44% False False 107
20 1.6230 1.5875 0.0355 2.2% 0.0096 0.6% 43% False False 97
40 1.6230 1.5571 0.0659 4.1% 0.0067 0.4% 69% False False 59
60 1.6230 1.5204 0.1026 6.4% 0.0051 0.3% 80% False False 54
80 1.6230 1.4850 0.1380 8.6% 0.0043 0.3% 85% False False 42
100 1.6230 1.4850 0.1380 8.6% 0.0037 0.2% 85% False False 35
120 1.6230 1.4850 0.1380 8.6% 0.0030 0.2% 85% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6616
2.618 1.6427
1.618 1.6311
1.000 1.6239
0.618 1.6195
HIGH 1.6123
0.618 1.6079
0.500 1.6065
0.382 1.6051
LOW 1.6007
0.618 1.5935
1.000 1.5891
1.618 1.5819
2.618 1.5703
4.250 1.5514
Fisher Pivots for day following 29-Oct-2013
Pivot 1 day 3 day
R1 1.6065 1.6118
PP 1.6053 1.6088
S1 1.6041 1.6059

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

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