CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 20-Dec-2013
Day Change Summary
Previous Current
19-Dec-2013 20-Dec-2013 Change Change % Previous Week
Open 1.6374 1.6357 -0.0017 -0.1% 1.6293
High 1.6386 1.6386 0.0000 0.0% 1.6476
Low 1.6326 1.6305 -0.0021 -0.1% 1.6203
Close 1.6364 1.6324 -0.0040 -0.2% 1.6324
Range 0.0060 0.0081 0.0021 35.0% 0.0273
ATR 0.0103 0.0101 -0.0002 -1.5% 0.0000
Volume 70,968 75,912 4,944 7.0% 451,894
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.6581 1.6534 1.6369
R3 1.6500 1.6453 1.6346
R2 1.6419 1.6419 1.6339
R1 1.6372 1.6372 1.6331 1.6355
PP 1.6338 1.6338 1.6338 1.6330
S1 1.6291 1.6291 1.6317 1.6274
S2 1.6257 1.6257 1.6309
S3 1.6176 1.6210 1.6302
S4 1.6095 1.6129 1.6279
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.7153 1.7012 1.6474
R3 1.6880 1.6739 1.6399
R2 1.6607 1.6607 1.6374
R1 1.6466 1.6466 1.6349 1.6537
PP 1.6334 1.6334 1.6334 1.6370
S1 1.6193 1.6193 1.6299 1.6264
S2 1.6061 1.6061 1.6274
S3 1.5788 1.5920 1.6249
S4 1.5515 1.5647 1.6174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6476 1.6203 0.0273 1.7% 0.0108 0.7% 44% False False 90,378
10 1.6476 1.6203 0.0273 1.7% 0.0101 0.6% 44% False False 79,662
20 1.6476 1.6120 0.0356 2.2% 0.0097 0.6% 57% False False 42,578
40 1.6476 1.5840 0.0636 3.9% 0.0093 0.6% 76% False False 21,431
60 1.6476 1.5840 0.0636 3.9% 0.0093 0.6% 76% False False 14,314
80 1.6476 1.5474 0.1002 6.1% 0.0077 0.5% 85% False False 10,740
100 1.6476 1.5101 0.1375 8.4% 0.0067 0.4% 89% False False 8,601
120 1.6476 1.4850 0.1626 10.0% 0.0059 0.4% 91% False False 7,169
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6730
2.618 1.6598
1.618 1.6517
1.000 1.6467
0.618 1.6436
HIGH 1.6386
0.618 1.6355
0.500 1.6346
0.382 1.6336
LOW 1.6305
0.618 1.6255
1.000 1.6224
1.618 1.6174
2.618 1.6093
4.250 1.5961
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 1.6346 1.6368
PP 1.6338 1.6353
S1 1.6331 1.6339

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

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