CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 29-Apr-2014
Day Change Summary
Previous Current
28-Apr-2014 29-Apr-2014 Change Change % Previous Week
Open 1.6763 1.6795 0.0032 0.2% 1.6766
High 1.6839 1.6827 -0.0012 -0.1% 1.6818
Low 1.6760 1.6783 0.0023 0.1% 1.6745
Close 1.6794 1.6813 0.0019 0.1% 1.6782
Range 0.0079 0.0044 -0.0035 -44.3% 0.0073
ATR 0.0057 0.0056 -0.0001 -1.7% 0.0000
Volume 364 140 -224 -61.5% 768
Daily Pivots for day following 29-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.6940 1.6920 1.6837
R3 1.6896 1.6876 1.6825
R2 1.6852 1.6852 1.6821
R1 1.6832 1.6832 1.6817 1.6842
PP 1.6808 1.6808 1.6808 1.6813
S1 1.6788 1.6788 1.6809 1.6798
S2 1.6764 1.6764 1.6805
S3 1.6720 1.6744 1.6801
S4 1.6676 1.6700 1.6789
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.7001 1.6964 1.6822
R3 1.6928 1.6891 1.6802
R2 1.6855 1.6855 1.6795
R1 1.6818 1.6818 1.6789 1.6837
PP 1.6782 1.6782 1.6782 1.6791
S1 1.6745 1.6745 1.6775 1.6764
S2 1.6709 1.6709 1.6769
S3 1.6636 1.6672 1.6762
S4 1.6563 1.6599 1.6742
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6839 1.6745 0.0094 0.6% 0.0052 0.3% 72% False False 237
10 1.6839 1.6665 0.0174 1.0% 0.0049 0.3% 85% False False 160
20 1.6839 1.6550 0.0289 1.7% 0.0054 0.3% 91% False False 150
40 1.6839 1.6448 0.0391 2.3% 0.0049 0.3% 93% False False 100
60 1.6839 1.6241 0.0598 3.6% 0.0035 0.2% 96% False False 67
80 1.6839 1.6241 0.0598 3.6% 0.0027 0.2% 96% False False 51
100 1.6839 1.6230 0.0609 3.6% 0.0021 0.1% 96% False False 41
120 1.6839 1.5851 0.0988 5.9% 0.0018 0.1% 97% False False 36
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7014
2.618 1.6942
1.618 1.6898
1.000 1.6871
0.618 1.6854
HIGH 1.6827
0.618 1.6810
0.500 1.6805
0.382 1.6800
LOW 1.6783
0.618 1.6756
1.000 1.6739
1.618 1.6712
2.618 1.6668
4.250 1.6596
Fisher Pivots for day following 29-Apr-2014
Pivot 1 day 3 day
R1 1.6810 1.6809
PP 1.6808 1.6804
S1 1.6805 1.6800

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

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