CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 18-Feb-2014
Day Change Summary
Previous Current
14-Feb-2014 18-Feb-2014 Change Change % Previous Week
Open 1.6641 1.6741 0.0100 0.6% 1.6391
High 1.6733 1.6805 0.0072 0.4% 1.6733
Low 1.6634 1.6640 0.0006 0.0% 1.6368
Close 1.6727 1.6668 -0.0059 -0.4% 1.6727
Range 0.0099 0.0165 0.0066 66.7% 0.0365
ATR 0.0094 0.0099 0.0005 5.4% 0.0000
Volume 655 507 -148 -22.6% 3,459
Daily Pivots for day following 18-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.7199 1.7099 1.6759
R3 1.7034 1.6934 1.6713
R2 1.6869 1.6869 1.6698
R1 1.6769 1.6769 1.6683 1.6737
PP 1.6704 1.6704 1.6704 1.6688
S1 1.6604 1.6604 1.6653 1.6572
S2 1.6539 1.6539 1.6638
S3 1.6374 1.6439 1.6623
S4 1.6209 1.6274 1.6577
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.7704 1.7581 1.6928
R3 1.7339 1.7216 1.6827
R2 1.6974 1.6974 1.6794
R1 1.6851 1.6851 1.6760 1.6913
PP 1.6609 1.6609 1.6609 1.6640
S1 1.6486 1.6486 1.6694 1.6548
S2 1.6244 1.6244 1.6660
S3 1.5879 1.6121 1.6627
S4 1.5514 1.5756 1.6526
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6805 1.6375 0.0430 2.6% 0.0121 0.7% 68% True False 724
10 1.6805 1.6239 0.0566 3.4% 0.0099 0.6% 76% True False 496
20 1.6805 1.6239 0.0566 3.4% 0.0101 0.6% 76% True False 415
40 1.6805 1.6239 0.0566 3.4% 0.0083 0.5% 76% True False 254
60 1.6805 1.6062 0.0743 4.5% 0.0069 0.4% 82% True False 351
80 1.6805 1.5864 0.0941 5.6% 0.0053 0.3% 85% True False 273
100 1.6805 1.5864 0.0941 5.6% 0.0043 0.3% 85% True False 222
120 1.6805 1.5466 0.1339 8.0% 0.0036 0.2% 90% True False 189
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.7506
2.618 1.7237
1.618 1.7072
1.000 1.6970
0.618 1.6907
HIGH 1.6805
0.618 1.6742
0.500 1.6723
0.382 1.6703
LOW 1.6640
0.618 1.6538
1.000 1.6475
1.618 1.6373
2.618 1.6208
4.250 1.5939
Fisher Pivots for day following 18-Feb-2014
Pivot 1 day 3 day
R1 1.6723 1.6696
PP 1.6704 1.6687
S1 1.6686 1.6677

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

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