CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 12-Dec-2013
Day Change Summary
Previous Current
11-Dec-2013 12-Dec-2013 Change Change % Previous Week
Open 1.6437 1.6366 -0.0071 -0.4% 1.6359
High 1.6448 1.6408 -0.0040 -0.2% 1.6427
Low 1.6328 1.6311 -0.0017 -0.1% 1.6283
Close 1.6372 1.6336 -0.0036 -0.2% 1.6332
Range 0.0120 0.0097 -0.0023 -19.2% 0.0144
ATR 0.0094 0.0094 0.0000 0.2% 0.0000
Volume 84,131 98,102 13,971 16.6% 39,110
Daily Pivots for day following 12-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.6643 1.6586 1.6389
R3 1.6546 1.6489 1.6363
R2 1.6449 1.6449 1.6354
R1 1.6392 1.6392 1.6345 1.6372
PP 1.6352 1.6352 1.6352 1.6342
S1 1.6295 1.6295 1.6327 1.6275
S2 1.6255 1.6255 1.6318
S3 1.6158 1.6198 1.6309
S4 1.6061 1.6101 1.6283
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% 0.0094 0.6% 31% False False 52,743
10 1.6456 1.6265 0.0191 1.2% 0.0094 0.6% 37% False False 29,149
20 1.6456 1.5977 0.0479 2.9% 0.0091 0.6% 75% False False 15,323
40 1.6456 1.5840 0.0616 3.8% 0.0093 0.6% 81% False False 7,771
60 1.6456 1.5840 0.0616 3.8% 0.0087 0.5% 81% False False 5,200
80 1.6456 1.5450 0.1006 6.2% 0.0070 0.4% 88% False False 3,909
100 1.6456 1.5101 0.1355 8.3% 0.0060 0.4% 91% False False 3,131
120 1.6456 1.4850 0.1606 9.8% 0.0054 0.3% 93% False False 2,610
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 True
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6820
2.618 1.6662
1.618 1.6565
1.000 1.6505
0.618 1.6468
HIGH 1.6408
0.618 1.6371
0.500 1.6360
0.382 1.6348
LOW 1.6311
0.618 1.6251
1.000 1.6214
1.618 1.6154
2.618 1.6057
4.250 1.5899
Fisher Pivots for day following 12-Dec-2013
Pivot 1 day 3 day
R1 1.6360 1.6384
PP 1.6352 1.6368
S1 1.6344 1.6352

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

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