CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 29-Nov-2013
Day Change Summary
Previous Current
27-Nov-2013 29-Nov-2013 Change Change % Previous Week
Open 1.6206 1.6270 0.0064 0.4% 1.6212
High 1.6317 1.6370 0.0053 0.3% 1.6370
Low 1.6184 1.6265 0.0081 0.5% 1.6120
Close 1.6264 1.6348 0.0084 0.5% 1.6348
Range 0.0133 0.0105 -0.0028 -21.1% 0.0250
ATR 0.0095 0.0095 0.0001 0.9% 0.0000
Volume 1,135 2,816 1,681 148.1% 15,281
Daily Pivots for day following 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.6643 1.6600 1.6406
R3 1.6538 1.6495 1.6377
R2 1.6433 1.6433 1.6367
R1 1.6390 1.6390 1.6358 1.6412
PP 1.6328 1.6328 1.6328 1.6338
S1 1.6285 1.6285 1.6338 1.6307
S2 1.6223 1.6223 1.6329
S3 1.6118 1.6180 1.6319
S4 1.6013 1.6075 1.6290
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.7029 1.6939 1.6486
R3 1.6779 1.6689 1.6417
R2 1.6529 1.6529 1.6394
R1 1.6439 1.6439 1.6371 1.6484
PP 1.6279 1.6279 1.6279 1.6302
S1 1.6189 1.6189 1.6325 1.6234
S2 1.6029 1.6029 1.6302
S3 1.5779 1.5939 1.6279
S4 1.5529 1.5689 1.6211
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6370 1.6120 0.0250 1.5% 0.0093 0.6% 91% True False 3,167
10 1.6370 1.6033 0.0337 2.1% 0.0089 0.5% 93% True False 1,741
20 1.6370 1.5840 0.0530 3.2% 0.0096 0.6% 96% True False 1,016
40 1.6370 1.5840 0.0530 3.2% 0.0094 0.6% 96% True False 573
60 1.6370 1.5614 0.0756 4.6% 0.0078 0.5% 97% True False 391
80 1.6370 1.5424 0.0946 5.8% 0.0060 0.4% 98% True False 304
100 1.6370 1.5081 0.1289 7.9% 0.0054 0.3% 98% True False 245
120 1.6370 1.4850 0.1520 9.3% 0.0047 0.3% 99% True False 205
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6816
2.618 1.6645
1.618 1.6540
1.000 1.6475
0.618 1.6435
HIGH 1.6370
0.618 1.6330
0.500 1.6318
0.382 1.6305
LOW 1.6265
0.618 1.6200
1.000 1.6160
1.618 1.6095
2.618 1.5990
4.250 1.5819
Fisher Pivots for day following 29-Nov-2013
Pivot 1 day 3 day
R1 1.6338 1.6315
PP 1.6328 1.6281
S1 1.6318 1.6248

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

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