CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 19-Nov-2013
Day Change Summary
Previous Current
18-Nov-2013 19-Nov-2013 Change Change % Previous Week
Open 1.6096 1.6097 0.0001 0.0% 1.6003
High 1.6131 1.6108 -0.0023 -0.1% 1.6120
Low 1.6070 1.6048 -0.0022 -0.1% 1.5840
Close 1.6082 1.6102 0.0020 0.1% 1.6096
Range 0.0061 0.0060 -0.0001 -1.6% 0.0280
ATR 0.0094 0.0092 -0.0002 -2.6% 0.0000
Volume 254 309 55 21.7% 1,004
Daily Pivots for day following 19-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.6266 1.6244 1.6135
R3 1.6206 1.6184 1.6119
R2 1.6146 1.6146 1.6113
R1 1.6124 1.6124 1.6108 1.6135
PP 1.6086 1.6086 1.6086 1.6092
S1 1.6064 1.6064 1.6097 1.6075
S2 1.6026 1.6026 1.6091
S3 1.5966 1.6004 1.6086
S4 1.5906 1.5944 1.6069
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.6859 1.6757 1.6250
R3 1.6579 1.6477 1.6173
R2 1.6299 1.6299 1.6147
R1 1.6197 1.6197 1.6122 1.6248
PP 1.6019 1.6019 1.6019 1.6044
S1 1.5917 1.5917 1.6070 1.5968
S2 1.5739 1.5739 1.6045
S3 1.5459 1.5637 1.6019
S4 1.5179 1.5357 1.5942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6131 1.5872 0.0259 1.6% 0.0098 0.6% 89% False False 265
10 1.6131 1.5840 0.0291 1.8% 0.0097 0.6% 90% False False 291
20 1.6228 1.5840 0.0388 2.4% 0.0089 0.6% 68% False False 253
40 1.6230 1.5840 0.0390 2.4% 0.0088 0.5% 67% False False 162
60 1.6230 1.5450 0.0780 4.8% 0.0068 0.4% 84% False False 116
80 1.6230 1.5101 0.1129 7.0% 0.0057 0.4% 89% False False 97
100 1.6230 1.4850 0.1380 8.6% 0.0049 0.3% 91% False False 79
120 1.6230 1.4850 0.1380 8.6% 0.0041 0.3% 91% False False 68
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6363
2.618 1.6265
1.618 1.6205
1.000 1.6168
0.618 1.6145
HIGH 1.6108
0.618 1.6085
0.500 1.6078
0.382 1.6071
LOW 1.6048
0.618 1.6011
1.000 1.5988
1.618 1.5951
2.618 1.5891
4.250 1.5793
Fisher Pivots for day following 19-Nov-2013
Pivot 1 day 3 day
R1 1.6094 1.6095
PP 1.6086 1.6089
S1 1.6078 1.6082

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

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