CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 31-Oct-2013

Day Change Summary
	Previous	Current
	30-Oct-2013	31-Oct-2013	Change	Change %	Previous Week
Open	1.6030	1.6010	-0.0020	-0.1%	1.6145
High	1.6052	1.6047	-0.0005	0.0%	1.6228
Low	1.6000	1.6010	0.0010	0.1%	1.6102
Close	1.6000	1.6037	0.0037	0.2%	1.6156
Range	0.0052	0.0037	-0.0015	-28.8%	0.0126
ATR	0.0087	0.0085	-0.0003	-3.3%	0.0000
Volume	474	337	-137	-28.9%	515

Daily Pivots for day following 31-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6142	1.6127	1.6057
R3	1.6105	1.6090	1.6047
R2	1.6068	1.6068	1.6044
R1	1.6053	1.6053	1.6040	1.6061
PP	1.6031	1.6031	1.6031	1.6035
S1	1.6016	1.6016	1.6034	1.6024
S2	1.5994	1.5994	1.6030
S3	1.5957	1.5979	1.6027
S4	1.5920	1.5942	1.6017

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	1.6000	0.0228	1.4%	0.0072	0.4%	16%	False	False	238
10	1.6228	1.6000	0.0228	1.4%	0.0076	0.5%	16%	False	False	167
20	1.6228	1.5875	0.0353	2.2%	0.0092	0.6%	46%	False	False	131
40	1.6230	1.5614	0.0616	3.8%	0.0069	0.4%	69%	False	False	79
60	1.6230	1.5424	0.0806	5.0%	0.0048	0.3%	76%	False	False	67
80	1.6230	1.5081	0.1149	7.2%	0.0044	0.3%	83%	False	False	52
100	1.6230	1.4850	0.1380	8.6%	0.0037	0.2%	86%	False	False	43
120	1.6230	1.4850	0.1380	8.6%	0.0031	0.2%	86%	False	False	46

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1.6204
2.618	1.6144
1.618	1.6107
1.000	1.6084
0.618	1.6070
HIGH	1.6047
0.618	1.6033
0.500	1.6029
0.382	1.6024
LOW	1.6010
0.618	1.5987
1.000	1.5973
1.618	1.5950
2.618	1.5913
4.250	1.5853

Fisher Pivots for day following 31-Oct-2013
Pivot	1 day	3 day
R1	1.6034	1.6062
PP	1.6031	1.6053
S1	1.6029	1.6045

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols