CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 06-Dec-2013
Day Change Summary
Previous Current
05-Dec-2013 06-Dec-2013 Change Change % Previous Week
Open 1.6295 1.6319 0.0024 0.1% 1.6403
High 1.6316 1.6319 0.0003 0.0% 1.6403
Low 1.6289 1.6319 0.0030 0.2% 1.6289
Close 1.6316 1.6319 0.0003 0.0% 1.6319
Range 0.0027 0.0000 -0.0027 -100.0% 0.0114
ATR 0.0062 0.0058 -0.0004 -6.8% 0.0000
Volume 10 2,603 2,593 25,930.0% 2,641
Daily Pivots for day following 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.6319 1.6319 1.6319
R3 1.6319 1.6319 1.6319
R2 1.6319 1.6319 1.6319
R1 1.6319 1.6319 1.6319 1.6319
PP 1.6319 1.6319 1.6319 1.6319
S1 1.6319 1.6319 1.6319 1.6319
S2 1.6319 1.6319 1.6319
S3 1.6319 1.6319 1.6319
S4 1.6319 1.6319 1.6319
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.6679 1.6613 1.6382
R3 1.6565 1.6499 1.6350
R2 1.6451 1.6451 1.6340
R1 1.6385 1.6385 1.6329 1.6361
PP 1.6337 1.6337 1.6337 1.6325
S1 1.6271 1.6271 1.6309 1.6247
S2 1.6223 1.6223 1.6298
S3 1.6109 1.6157 1.6288
S4 1.5995 1.6043 1.6256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6403 1.6289 0.0114 0.7% 0.0049 0.3% 26% False False 528
10 1.6403 1.6122 0.0281 1.7% 0.0034 0.2% 70% False False 275
20 1.6403 1.5864 0.0539 3.3% 0.0020 0.1% 84% False False 144
40 1.6403 1.5864 0.0539 3.3% 0.0011 0.1% 84% False False 91
60 1.6403 1.5851 0.0552 3.4% 0.0007 0.0% 85% False False 68
80 1.6403 1.5466 0.0937 5.7% 0.0006 0.0% 91% False False 59
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0004
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6319
2.618 1.6319
1.618 1.6319
1.000 1.6319
0.618 1.6319
HIGH 1.6319
0.618 1.6319
0.500 1.6319
0.382 1.6319
LOW 1.6319
0.618 1.6319
1.000 1.6319
1.618 1.6319
2.618 1.6319
4.250 1.6319
Fisher Pivots for day following 06-Dec-2013
Pivot 1 day 3 day
R1 1.6319 1.6322
PP 1.6319 1.6321
S1 1.6319 1.6320

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

View Archives - Comment on this page... - Back to Index of Symbols