CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 13-Nov-2013
Day Change Summary
Previous Current
12-Nov-2013 13-Nov-2013 Change Change % Previous Week
Open 1.5888 1.5995 0.0107 0.7% 1.5942
High 1.5888 1.5995 0.0107 0.7% 1.6060
Low 1.5864 1.5995 0.0131 0.8% 1.5942
Close 1.5864 1.5995 0.0131 0.8% 1.5973
Range 0.0024 0.0000 -0.0024 -100.0% 0.0118
ATR 0.0057 0.0062 0.0005 9.3% 0.0000
Volume 14 9 -5 -35.7% 594
Daily Pivots for day following 13-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.5995 1.5995 1.5995
R3 1.5995 1.5995 1.5995
R2 1.5995 1.5995 1.5995
R1 1.5995 1.5995 1.5995 1.5995
PP 1.5995 1.5995 1.5995 1.5995
S1 1.5995 1.5995 1.5995 1.5995
S2 1.5995 1.5995 1.5995
S3 1.5995 1.5995 1.5995
S4 1.5995 1.5995 1.5995
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 1.5864 0.0196 1.2% 0.0013 0.1% 67% False False 59
10 1.6060 1.5864 0.0196 1.2% 0.0006 0.0% 67% False False 64
20 1.6208 1.5864 0.0344 2.2% 0.0003 0.0% 38% False False 38
40 1.6208 1.5864 0.0344 2.2% 0.0002 0.0% 38% False False 28
60 1.6208 1.5466 0.0742 4.6% 0.0001 0.0% 71% False False 28
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 1.5995
2.618 1.5995
1.618 1.5995
1.000 1.5995
0.618 1.5995
HIGH 1.5995
0.618 1.5995
0.500 1.5995
0.382 1.5995
LOW 1.5995
0.618 1.5995
1.000 1.5995
1.618 1.5995
2.618 1.5995
4.250 1.5995
Fisher Pivots for day following 13-Nov-2013
Pivot 1 day 3 day
R1 1.5995 1.5973
PP 1.5995 1.5951
S1 1.5995 1.5930

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

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