CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 13-Nov-2013
Day Change Summary
Previous Current
12-Nov-2013 13-Nov-2013 Change Change % Previous Week
Open 1.5964 1.5876 -0.0088 -0.6% 1.5904
High 1.5964 1.6050 0.0086 0.5% 1.6097
Low 1.5840 1.5872 0.0032 0.2% 1.5886
Close 1.5876 1.6007 0.0131 0.8% 1.5985
Range 0.0124 0.0178 0.0054 43.5% 0.0211
ATR 0.0091 0.0097 0.0006 6.8% 0.0000
Volume 59 218 159 269.5% 1,756
Daily Pivots for day following 13-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.6510 1.6437 1.6105
R3 1.6332 1.6259 1.6056
R2 1.6154 1.6154 1.6040
R1 1.6081 1.6081 1.6023 1.6118
PP 1.5976 1.5976 1.5976 1.5995
S1 1.5903 1.5903 1.5991 1.5940
S2 1.5798 1.5798 1.5974
S3 1.5620 1.5725 1.5958
S4 1.5442 1.5547 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 1.5840 0.0257 1.6% 0.0118 0.7% 65% False False 189
10 1.6097 1.5840 0.0257 1.6% 0.0096 0.6% 65% False False 288
20 1.6228 1.5840 0.0388 2.4% 0.0095 0.6% 43% False False 220
40 1.6230 1.5840 0.0390 2.4% 0.0086 0.5% 43% False False 139
60 1.6230 1.5450 0.0780 4.9% 0.0063 0.4% 71% False False 105
80 1.6230 1.5101 0.1129 7.1% 0.0053 0.3% 80% False False 83
100 1.6230 1.4850 0.1380 8.6% 0.0047 0.3% 84% False False 68
120 1.6230 1.4850 0.1380 8.6% 0.0039 0.2% 84% False False 60
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 0.0010
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.6807
2.618 1.6516
1.618 1.6338
1.000 1.6228
0.618 1.6160
HIGH 1.6050
0.618 1.5982
0.500 1.5961
0.382 1.5940
LOW 1.5872
0.618 1.5762
1.000 1.5694
1.618 1.5584
2.618 1.5406
4.250 1.5116
Fisher Pivots for day following 13-Nov-2013
Pivot 1 day 3 day
R1 1.5992 1.5986
PP 1.5976 1.5966
S1 1.5961 1.5945

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

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