CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 19-Nov-2013
Day Change Summary
Previous Current
18-Nov-2013 19-Nov-2013 Change Change % Previous Week
Open 1.6069 1.6089 0.0020 0.1% 1.5950
High 1.6069 1.6089 0.0020 0.1% 1.6084
Low 1.6069 1.6089 0.0020 0.1% 1.5864
Close 1.6069 1.6089 0.0020 0.1% 1.6084
Range
ATR 0.0056 0.0054 -0.0003 -4.6% 0.0000
Volume 1 33 32 3,200.0% 43
Daily Pivots for day following 19-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.6089 1.6089 1.6089
R3 1.6089 1.6089 1.6089
R2 1.6089 1.6089 1.6089
R1 1.6089 1.6089 1.6089 1.6089
PP 1.6089 1.6089 1.6089 1.6089
S1 1.6089 1.6089 1.6089 1.6089
S2 1.6089 1.6089 1.6089
S3 1.6089 1.6089 1.6089
S4 1.6089 1.6089 1.6089
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.6671 1.6597 1.6205
R3 1.6451 1.6377 1.6145
R2 1.6231 1.6231 1.6124
R1 1.6157 1.6157 1.6104 1.6194
PP 1.6011 1.6011 1.6011 1.6029
S1 1.5937 1.5937 1.6064 1.5974
S2 1.5791 1.5791 1.6044
S3 1.5571 1.5717 1.6024
S4 1.5351 1.5497 1.5963
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6089 1.5995 0.0094 0.6% 0.0009 0.1% 100% True False 12
10 1.6089 1.5864 0.0225 1.4% 0.0011 0.1% 100% True False 62
20 1.6174 1.5864 0.0310 1.9% 0.0005 0.0% 73% False False 38
40 1.6208 1.5864 0.0344 2.1% 0.0003 0.0% 65% False False 27
60 1.6208 1.5466 0.0742 4.6% 0.0002 0.0% 84% False False 26
80 1.6208 1.5096 0.1112 6.9% 0.0001 0.0% 89% False False 30
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 1.6089
2.618 1.6089
1.618 1.6089
1.000 1.6089
0.618 1.6089
HIGH 1.6089
0.618 1.6089
0.500 1.6089
0.382 1.6089
LOW 1.6089
0.618 1.6089
1.000 1.6089
1.618 1.6089
2.618 1.6089
4.250 1.6089
Fisher Pivots for day following 19-Nov-2013
Pivot 1 day 3 day
R1 1.6089 1.6081
PP 1.6089 1.6073
S1 1.6089 1.6065

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

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