CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 14-Nov-2013

Day Change Summary
	Previous	Current
	13-Nov-2013	14-Nov-2013	Change	Change %	Previous Week
Open	1.5876	1.6029	0.0153	1.0%	1.5904
High	1.6050	1.6080	0.0030	0.2%	1.6097
Low	1.5872	1.5977	0.0105	0.7%	1.5886
Close	1.6007	1.6042	0.0035	0.2%	1.5985
Range	0.0178	0.0103	-0.0075	-42.1%	0.0211
ATR	0.0097	0.0098	0.0000	0.4%	0.0000
Volume	218	367	149	68.3%	1,756

Daily Pivots for day following 14-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6342	1.6295	1.6099
R3	1.6239	1.6192	1.6070
R2	1.6136	1.6136	1.6061
R1	1.6089	1.6089	1.6051	1.6113
PP	1.6033	1.6033	1.6033	1.6045
S1	1.5986	1.5986	1.6033	1.6010
S2	1.5930	1.5930	1.6023
S3	1.5827	1.5883	1.6014
S4	1.5724	1.5780	1.5985

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	1.6086	1.5840	0.0246	1.5%	0.0118	0.7%	82%	False	False	222
10	1.6097	1.5840	0.0257	1.6%	0.0103	0.6%	79%	False	False	291
20	1.6228	1.5840	0.0388	2.4%	0.0089	0.6%	52%	False	False	229
40	1.6230	1.5840	0.0390	2.4%	0.0086	0.5%	52%	False	False	148
60	1.6230	1.5450	0.0780	4.9%	0.0065	0.4%	76%	False	False	110
80	1.6230	1.5101	0.1129	7.0%	0.0054	0.3%	83%	False	False	87
100	1.6230	1.4850	0.1380	8.6%	0.0048	0.3%	86%	False	False	71
120	1.6230	1.4850	0.1380	8.6%	0.0040	0.2%	86%	False	False	63

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6518
2.618	1.6350
1.618	1.6247
1.000	1.6183
0.618	1.6144
HIGH	1.6080
0.618	1.6041
0.500	1.6029
0.382	1.6016
LOW	1.5977
0.618	1.5913
1.000	1.5874
1.618	1.5810
2.618	1.5707
4.250	1.5539

Fisher Pivots for day following 14-Nov-2013
Pivot	1 day	3 day
R1	1.6038	1.6015
PP	1.6033	1.5987
S1	1.6029	1.5960

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