CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 08-Nov-2013
Day Change Summary
Previous Current
07-Nov-2013 08-Nov-2013 Change Change % Previous Week
Open 1.6056 1.6074 0.0018 0.1% 1.5904
High 1.6097 1.6086 -0.0011 -0.1% 1.6097
Low 1.5998 1.5948 -0.0050 -0.3% 1.5886
Close 1.6072 1.5985 -0.0087 -0.5% 1.5985
Range 0.0099 0.0138 0.0039 39.4% 0.0211
ATR 0.0088 0.0092 0.0004 4.1% 0.0000
Volume 204 288 84 41.2% 1,756
Daily Pivots for day following 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.6420 1.6341 1.6061
R3 1.6282 1.6203 1.6023
R2 1.6144 1.6144 1.6010
R1 1.6065 1.6065 1.5998 1.6036
PP 1.6006 1.6006 1.6006 1.5992
S1 1.5927 1.5927 1.5972 1.5898
S2 1.5868 1.5868 1.5960
S3 1.5730 1.5789 1.5947
S4 1.5592 1.5651 1.5909
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.6622 1.6515 1.6101
R3 1.6411 1.6304 1.6043
R2 1.6200 1.6200 1.6024
R1 1.6093 1.6093 1.6004 1.6147
PP 1.5989 1.5989 1.5989 1.6016
S1 1.5882 1.5882 1.5966 1.5936
S2 1.5778 1.5778 1.5946
S3 1.5567 1.5671 1.5927
S4 1.5356 1.5460 1.5869
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6097 1.5886 0.0211 1.3% 0.0096 0.6% 47% False False 351
10 1.6181 1.5886 0.0295 1.8% 0.0084 0.5% 34% False False 314
20 1.6228 1.5875 0.0353 2.2% 0.0091 0.6% 31% False False 205
40 1.6230 1.5875 0.0355 2.2% 0.0083 0.5% 31% False False 129
60 1.6230 1.5450 0.0780 4.9% 0.0057 0.4% 69% False False 98
80 1.6230 1.5101 0.1129 7.1% 0.0048 0.3% 78% False False 77
100 1.6230 1.4850 0.1380 8.6% 0.0043 0.3% 82% False False 63
120 1.6230 1.4850 0.1380 8.6% 0.0036 0.2% 82% False False 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.6673
2.618 1.6447
1.618 1.6309
1.000 1.6224
0.618 1.6171
HIGH 1.6086
0.618 1.6033
0.500 1.6017
0.382 1.6001
LOW 1.5948
0.618 1.5863
1.000 1.5810
1.618 1.5725
2.618 1.5587
4.250 1.5362
Fisher Pivots for day following 08-Nov-2013
Pivot 1 day 3 day
R1 1.6017 1.6023
PP 1.6006 1.6010
S1 1.5996 1.5998

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

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