CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 1.5466 1.5535 0.0069 0.4% 1.5547
High 1.5466 1.5535 0.0069 0.4% 1.5547
Low 1.5466 1.5535 0.0069 0.4% 1.5466
Close 1.5466 1.5535 0.0069 0.4% 1.5466
Range
ATR 0.0043 0.0045 0.0002 4.4% 0.0000
Volume 41 46 5 12.2% 205
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.5535 1.5535 1.5535
R3 1.5535 1.5535 1.5535
R2 1.5535 1.5535 1.5535
R1 1.5535 1.5535 1.5535 1.5535
PP 1.5535 1.5535 1.5535 1.5535
S1 1.5535 1.5535 1.5535 1.5535
S2 1.5535 1.5535 1.5535
S3 1.5535 1.5535 1.5535
S4 1.5535 1.5535 1.5535
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.5736 1.5682 1.5511
R3 1.5655 1.5601 1.5488
R2 1.5574 1.5574 1.5481
R1 1.5520 1.5520 1.5473 1.5507
PP 1.5493 1.5493 1.5493 1.5486
S1 1.5439 1.5439 1.5459 1.5426
S2 1.5412 1.5412 1.5451
S3 1.5331 1.5358 1.5444
S4 1.5250 1.5277 1.5421
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5535 1.5466 0.0069 0.4% 0.0000 0.0% 100% True False 42
10 1.5669 1.5466 0.0203 1.3% 0.0000 0.0% 34% False False 41
20 1.5669 1.5327 0.0342 2.2% 0.0000 0.0% 61% False False 40
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.5535
2.618 1.5535
1.618 1.5535
1.000 1.5535
0.618 1.5535
HIGH 1.5535
0.618 1.5535
0.500 1.5535
0.382 1.5535
LOW 1.5535
0.618 1.5535
1.000 1.5535
1.618 1.5535
2.618 1.5535
4.250 1.5535
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 1.5535 1.5524
PP 1.5535 1.5512
S1 1.5535 1.5501

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

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