CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 10-Dec-2013
Day Change Summary
Previous Current
09-Dec-2013 10-Dec-2013 Change Change % Previous Week
Open 1.6334 1.6414 0.0080 0.5% 1.6359
High 1.6424 1.6456 0.0032 0.2% 1.6427
Low 1.6315 1.6410 0.0095 0.6% 1.6283
Close 1.6419 1.6437 0.0018 0.1% 1.6332
Range 0.0109 0.0046 -0.0063 -57.8% 0.0144
ATR 0.0095 0.0092 -0.0004 -3.7% 0.0000
Volume 19,074 48,258 29,184 153.0% 39,110
Daily Pivots for day following 10-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.6572 1.6551 1.6462
R3 1.6526 1.6505 1.6450
R2 1.6480 1.6480 1.6445
R1 1.6459 1.6459 1.6441 1.6470
PP 1.6434 1.6434 1.6434 1.6440
S1 1.6413 1.6413 1.6433 1.6424
S2 1.6388 1.6388 1.6429
S3 1.6342 1.6367 1.6424
S4 1.6296 1.6321 1.6412
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.6779 1.6700 1.6411
R3 1.6635 1.6556 1.6372
R2 1.6491 1.6491 1.6358
R1 1.6412 1.6412 1.6345 1.6380
PP 1.6347 1.6347 1.6347 1.6331
S1 1.6268 1.6268 1.6319 1.6236
S2 1.6203 1.6203 1.6306
S3 1.6059 1.6124 1.6292
S4 1.5915 1.5980 1.6253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6456 1.6283 0.0173 1.1% 0.0086 0.5% 89% True False 20,628
10 1.6456 1.6126 0.0330 2.0% 0.0093 0.6% 94% True False 12,037
20 1.6456 1.5840 0.0616 3.7% 0.0095 0.6% 97% True False 6,225
40 1.6456 1.5840 0.0616 3.7% 0.0093 0.6% 97% True False 3,217
60 1.6456 1.5840 0.0616 3.7% 0.0087 0.5% 97% True False 2,164
80 1.6456 1.5450 0.1006 6.1% 0.0067 0.4% 98% True False 1,632
100 1.6456 1.5101 0.1355 8.2% 0.0058 0.4% 99% True False 1,309
120 1.6456 1.4850 0.1606 9.8% 0.0052 0.3% 99% True False 1,092
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 True
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.6652
2.618 1.6576
1.618 1.6530
1.000 1.6502
0.618 1.6484
HIGH 1.6456
0.618 1.6438
0.500 1.6433
0.382 1.6428
LOW 1.6410
0.618 1.6382
1.000 1.6364
1.618 1.6336
2.618 1.6290
4.250 1.6215
Fisher Pivots for day following 10-Dec-2013
Pivot 1 day 3 day
R1 1.6436 1.6415
PP 1.6434 1.6392
S1 1.6433 1.6370

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

View Archives - Comment on this page... - Back to Index of Symbols