CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 1.6140 1.6238 0.0098 0.6% 1.6056
High 1.6180 1.6238 0.0058 0.4% 1.6166
Low 1.6140 1.6238 0.0098 0.6% 1.6049
Close 1.6180 1.6238 0.0058 0.4% 1.6166
Range 0.0040 0.0000 -0.0040 -100.0% 0.0117
ATR 0.0051 0.0052 0.0000 0.9% 0.0000
Volume 2 2 0 0.0% 0
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.6238 1.6238 1.6238
R3 1.6238 1.6238 1.6238
R2 1.6238 1.6238 1.6238
R1 1.6238 1.6238 1.6238 1.6238
PP 1.6238 1.6238 1.6238 1.6238
S1 1.6238 1.6238 1.6238 1.6238
S2 1.6238 1.6238 1.6238
S3 1.6238 1.6238 1.6238
S4 1.6238 1.6238 1.6238
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.6478 1.6439 1.6230
R3 1.6361 1.6322 1.6198
R2 1.6244 1.6244 1.6187
R1 1.6205 1.6205 1.6177 1.6225
PP 1.6127 1.6127 1.6127 1.6137
S1 1.6088 1.6088 1.6155 1.6108
S2 1.6010 1.6010 1.6145
S3 1.5893 1.5971 1.6134
S4 1.5776 1.5854 1.6102
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6238 1.6109 0.0129 0.8% 0.0008 0.0% 100% True False
10 1.6238 1.6018 0.0220 1.4% 0.0004 0.0% 100% True False
20 1.6238 1.5851 0.0387 2.4% 0.0007 0.0% 100% True False 7
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 1.6238
2.618 1.6238
1.618 1.6238
1.000 1.6238
0.618 1.6238
HIGH 1.6238
0.618 1.6238
0.500 1.6238
0.382 1.6238
LOW 1.6238
0.618 1.6238
1.000 1.6238
1.618 1.6238
2.618 1.6238
4.250 1.6238
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 1.6238 1.6217
PP 1.6238 1.6195
S1 1.6238 1.6174

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

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