CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 03-Jan-2014
Day Change Summary
Previous Current
02-Jan-2014 03-Jan-2014 Change Change % Previous Week
Open 1.6550 1.6439 -0.0111 -0.7% 1.6480
High 1.6551 1.6466 -0.0085 -0.5% 1.6572
Low 1.6402 1.6387 -0.0015 -0.1% 1.6387
Close 1.6414 1.6413 -0.0001 0.0% 1.6413
Range 0.0149 0.0079 -0.0070 -47.0% 0.0185
ATR 0.0102 0.0100 -0.0002 -1.6% 0.0000
Volume 76,444 79,771 3,327 4.4% 241,145
Daily Pivots for day following 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.6659 1.6615 1.6456
R3 1.6580 1.6536 1.6435
R2 1.6501 1.6501 1.6427
R1 1.6457 1.6457 1.6420 1.6440
PP 1.6422 1.6422 1.6422 1.6413
S1 1.6378 1.6378 1.6406 1.6361
S2 1.6343 1.6343 1.6399
S3 1.6264 1.6299 1.6391
S4 1.6185 1.6220 1.6370
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.7012 1.6898 1.6515
R3 1.6827 1.6713 1.6464
R2 1.6642 1.6642 1.6447
R1 1.6528 1.6528 1.6430 1.6493
PP 1.6457 1.6457 1.6457 1.6440
S1 1.6343 1.6343 1.6396 1.6308
S2 1.6272 1.6272 1.6379
S3 1.6087 1.6158 1.6362
S4 1.5902 1.5973 1.6311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6572 1.6387 0.0185 1.1% 0.0116 0.7% 14% False True 65,286
10 1.6572 1.6305 0.0267 1.6% 0.0090 0.5% 40% False False 56,297
20 1.6572 1.6203 0.0369 2.2% 0.0098 0.6% 57% False False 61,735
40 1.6572 1.5840 0.0732 4.5% 0.0097 0.6% 78% False False 31,785
60 1.6572 1.5840 0.0732 4.5% 0.0095 0.6% 78% False False 21,242
80 1.6572 1.5758 0.0814 5.0% 0.0086 0.5% 80% False False 15,940
100 1.6572 1.5424 0.1148 7.0% 0.0070 0.4% 86% False False 12,760
120 1.6572 1.5090 0.1482 9.0% 0.0063 0.4% 89% False False 10,636
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6802
2.618 1.6673
1.618 1.6594
1.000 1.6545
0.618 1.6515
HIGH 1.6466
0.618 1.6436
0.500 1.6427
0.382 1.6417
LOW 1.6387
0.618 1.6338
1.000 1.6308
1.618 1.6259
2.618 1.6180
4.250 1.6051
Fisher Pivots for day following 03-Jan-2014
Pivot 1 day 3 day
R1 1.6427 1.6480
PP 1.6422 1.6457
S1 1.6418 1.6435

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

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