CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 08-Nov-2013
Day Change Summary
Previous Current
07-Nov-2013 08-Nov-2013 Change Change % Previous Week
Open 1.6020 1.5973 -0.0047 -0.3% 1.5942
High 1.6060 1.5973 -0.0087 -0.5% 1.6060
Low 1.6020 1.5973 -0.0047 -0.3% 1.5942
Close 1.6060 1.5973 -0.0087 -0.5% 1.5973
Range 0.0040 0.0000 -0.0040 -100.0% 0.0118
ATR 0.0055 0.0057 0.0002 4.2% 0.0000
Volume 271 2 -269 -99.3% 594
Daily Pivots for day following 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.5973 1.5973 1.5973
R3 1.5973 1.5973 1.5973
R2 1.5973 1.5973 1.5973
R1 1.5973 1.5973 1.5973 1.5973
PP 1.5973 1.5973 1.5973 1.5973
S1 1.5973 1.5973 1.5973 1.5973
S2 1.5973 1.5973 1.5973
S3 1.5973 1.5973 1.5973
S4 1.5973 1.5973 1.5973
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.6346 1.6277 1.6038
R3 1.6228 1.6159 1.6005
R2 1.6110 1.6110 1.5995
R1 1.6041 1.6041 1.5984 1.6076
PP 1.5992 1.5992 1.5992 1.6009
S1 1.5923 1.5923 1.5962 1.5958
S2 1.5874 1.5874 1.5951
S3 1.5756 1.5805 1.5941
S4 1.5638 1.5687 1.5908
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6060 1.5942 0.0118 0.7% 0.0008 0.1% 26% False False 118
10 1.6130 1.5899 0.0231 1.4% 0.0004 0.0% 32% False False 65
20 1.6208 1.5899 0.0309 1.9% 0.0002 0.0% 24% False False 38
40 1.6208 1.5868 0.0340 2.1% 0.0001 0.0% 31% False False 29
60 1.6208 1.5466 0.0742 4.6% 0.0001 0.0% 68% False False 30
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 False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5973
2.618 1.5973
1.618 1.5973
1.000 1.5973
0.618 1.5973
HIGH 1.5973
0.618 1.5973
0.500 1.5973
0.382 1.5973
LOW 1.5973
0.618 1.5973
1.000 1.5973
1.618 1.5973
2.618 1.5973
4.250 1.5973
Fisher Pivots for day following 08-Nov-2013
Pivot 1 day 3 day
R1 1.5973 1.6017
PP 1.5973 1.6002
S1 1.5973 1.5988

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

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