CME British Pound Future March 2014

Trading Metrics calculated at close of trading on 04-Dec-2013

Day Change Summary
	Previous	Current
	03-Dec-2013	04-Dec-2013	Change	Change %	Previous Week
Open	1.6346	1.6374	0.0028	0.2%	1.6212
High	1.6425	1.6390	-0.0035	-0.2%	1.6370
Low	1.6335	1.6317	-0.0018	-0.1%	1.6120
Close	1.6389	1.6366	-0.0023	-0.1%	1.6348
Range	0.0090	0.0073	-0.0017	-18.9%	0.0250
ATR	0.0095	0.0094	-0.0002	-1.7%	0.0000
Volume	1,665	13,824	12,159	730.3%	15,281

Daily Pivots for day following 04-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.6577	1.6544	1.6406
R3	1.6504	1.6471	1.6386
R2	1.6431	1.6431	1.6379
R1	1.6398	1.6398	1.6373	1.6378
PP	1.6358	1.6358	1.6358	1.6348
S1	1.6325	1.6325	1.6359	1.6305
S2	1.6285	1.6285	1.6353
S3	1.6212	1.6252	1.6346
S4	1.6139	1.6179	1.6326

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	1.6427	1.6184	0.0243	1.5%	0.0099	0.6%	75%	False	False	4,215
10	1.6427	1.6059	0.0368	2.2%	0.0094	0.6%	83%	False	False	3,380
20	1.6427	1.5840	0.0587	3.6%	0.0095	0.6%	90%	False	False	1,835
40	1.6427	1.5840	0.0587	3.6%	0.0093	0.6%	90%	False	False	996
60	1.6427	1.5758	0.0669	4.1%	0.0082	0.5%	91%	False	False	676
80	1.6427	1.5424	0.1003	6.1%	0.0063	0.4%	94%	False	False	516
100	1.6427	1.5090	0.1337	8.2%	0.0056	0.3%	95%	False	False	416
120	1.6427	1.4850	0.1577	9.6%	0.0049	0.3%	96%	False	False	348

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0020
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.6700
2.618	1.6581
1.618	1.6508
1.000	1.6463
0.618	1.6435
HIGH	1.6390
0.618	1.6362
0.500	1.6354
0.382	1.6345
LOW	1.6317
0.618	1.6272
1.000	1.6244
1.618	1.6199
2.618	1.6126
4.250	1.6007

Fisher Pivots for day following 04-Dec-2013
Pivot	1 day	3 day
R1	1.6362	1.6372
PP	1.6358	1.6370
S1	1.6354	1.6368

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