CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 13-Dec-2013
Day Change Summary
Previous Current
12-Dec-2013 13-Dec-2013 Change Change % Previous Week
Open 1.6395 1.6308 -0.0087 -0.5% 1.6364
High 1.6395 1.6319 -0.0076 -0.5% 1.6441
Low 1.6324 1.6255 -0.0069 -0.4% 1.6255
Close 1.6324 1.6269 -0.0055 -0.3% 1.6269
Range 0.0071 0.0064 -0.0007 -9.9% 0.0186
ATR 0.0059 0.0060 0.0001 1.2% 0.0000
Volume 269 46 -223 -82.9% 8,056
Daily Pivots for day following 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.6473 1.6435 1.6304
R3 1.6409 1.6371 1.6287
R2 1.6345 1.6345 1.6281
R1 1.6307 1.6307 1.6275 1.6294
PP 1.6281 1.6281 1.6281 1.6275
S1 1.6243 1.6243 1.6263 1.6230
S2 1.6217 1.6217 1.6257
S3 1.6153 1.6179 1.6251
S4 1.6089 1.6115 1.6234
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.6880 1.6760 1.6371
R3 1.6694 1.6574 1.6320
R2 1.6508 1.6508 1.6303
R1 1.6388 1.6388 1.6286 1.6355
PP 1.6322 1.6322 1.6322 1.6305
S1 1.6202 1.6202 1.6252 1.6169
S2 1.6136 1.6136 1.6235
S3 1.5950 1.6016 1.6218
S4 1.5764 1.5830 1.6167
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6441 1.6255 0.0186 1.1% 0.0052 0.3% 8% False True 1,611
10 1.6441 1.6255 0.0186 1.1% 0.0050 0.3% 8% False True 1,069
20 1.6441 1.6040 0.0401 2.5% 0.0032 0.2% 57% False False 545
40 1.6441 1.5864 0.0577 3.5% 0.0018 0.1% 70% False False 291
60 1.6441 1.5864 0.0577 3.5% 0.0012 0.1% 70% False False 200
80 1.6441 1.5466 0.0975 6.0% 0.0009 0.1% 82% False False 157
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6591
2.618 1.6487
1.618 1.6423
1.000 1.6383
0.618 1.6359
HIGH 1.6319
0.618 1.6295
0.500 1.6287
0.382 1.6279
LOW 1.6255
0.618 1.6215
1.000 1.6191
1.618 1.6151
2.618 1.6087
4.250 1.5983
Fisher Pivots for day following 13-Dec-2013
Pivot 1 day 3 day
R1 1.6287 1.6348
PP 1.6281 1.6322
S1 1.6275 1.6295

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

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