CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 04-Feb-2014
Day Change Summary
Previous Current
03-Feb-2014 04-Feb-2014 Change Change % Previous Week
Open 1.6413 1.6295 -0.0118 -0.7% 1.6469
High 1.6418 1.6326 -0.0092 -0.6% 1.6601
Low 1.6278 1.6242 -0.0036 -0.2% 1.6414
Close 1.6289 1.6303 0.0014 0.1% 1.6416
Range 0.0140 0.0084 -0.0056 -40.0% 0.0187
ATR 0.0094 0.0093 -0.0001 -0.7% 0.0000
Volume 376 177 -199 -52.9% 1,756
Daily Pivots for day following 04-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.6542 1.6507 1.6349
R3 1.6458 1.6423 1.6326
R2 1.6374 1.6374 1.6318
R1 1.6339 1.6339 1.6311 1.6357
PP 1.6290 1.6290 1.6290 1.6299
S1 1.6255 1.6255 1.6295 1.6273
S2 1.6206 1.6206 1.6288
S3 1.6122 1.6171 1.6280
S4 1.6038 1.6087 1.6257
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.7038 1.6914 1.6519
R3 1.6851 1.6727 1.6467
R2 1.6664 1.6664 1.6450
R1 1.6540 1.6540 1.6433 1.6509
PP 1.6477 1.6477 1.6477 1.6461
S1 1.6353 1.6353 1.6399 1.6322
S2 1.6290 1.6290 1.6382
S3 1.6103 1.6166 1.6365
S4 1.5916 1.5979 1.6313
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6584 1.6242 0.0342 2.1% 0.0093 0.6% 18% False True 351
10 1.6648 1.6242 0.0406 2.5% 0.0104 0.6% 15% False True 335
20 1.6648 1.6242 0.0406 2.5% 0.0094 0.6% 15% False True 253
40 1.6648 1.6194 0.0454 2.8% 0.0073 0.4% 24% False False 402
60 1.6648 1.5864 0.0784 4.8% 0.0056 0.3% 56% False False 277
80 1.6648 1.5864 0.0784 4.8% 0.0042 0.3% 56% False False 214
100 1.6648 1.5784 0.0864 5.3% 0.0034 0.2% 60% False False 176
120 1.6648 1.5466 0.1182 7.3% 0.0028 0.2% 71% False False 152
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6683
2.618 1.6546
1.618 1.6462
1.000 1.6410
0.618 1.6378
HIGH 1.6326
0.618 1.6294
0.500 1.6284
0.382 1.6274
LOW 1.6242
0.618 1.6190
1.000 1.6158
1.618 1.6106
2.618 1.6022
4.250 1.5885
Fisher Pivots for day following 04-Feb-2014
Pivot 1 day 3 day
R1 1.6297 1.6362
PP 1.6290 1.6342
S1 1.6284 1.6323

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

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