CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 07-Jan-2014
Day Change Summary
Previous Current
06-Jan-2014 07-Jan-2014 Change Change % Previous Week
Open 1.6404 1.6406 0.0002 0.0% 1.6480
High 1.6426 1.6431 0.0005 0.0% 1.6572
Low 1.6329 1.6365 0.0036 0.2% 1.6387
Close 1.6397 1.6399 0.0002 0.0% 1.6413
Range 0.0097 0.0066 -0.0031 -32.0% 0.0185
ATR 0.0100 0.0097 -0.0002 -2.4% 0.0000
Volume 83,519 63,774 -19,745 -23.6% 241,145
Daily Pivots for day following 07-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.6596 1.6564 1.6435
R3 1.6530 1.6498 1.6417
R2 1.6464 1.6464 1.6411
R1 1.6432 1.6432 1.6405 1.6415
PP 1.6398 1.6398 1.6398 1.6390
S1 1.6366 1.6366 1.6393 1.6349
S2 1.6332 1.6332 1.6387
S3 1.6266 1.6300 1.6381
S4 1.6200 1.6234 1.6363
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 1.6329 0.0243 1.5% 0.0100 0.6% 29% False False 68,588
10 1.6572 1.6314 0.0258 1.6% 0.0092 0.6% 33% False False 56,339
20 1.6572 1.6203 0.0369 2.3% 0.0097 0.6% 53% False False 68,000
40 1.6572 1.5840 0.0732 4.5% 0.0097 0.6% 76% False False 35,441
60 1.6572 1.5840 0.0732 4.5% 0.0093 0.6% 76% False False 23,692
80 1.6572 1.5840 0.0732 4.5% 0.0088 0.5% 76% False False 17,781
100 1.6572 1.5450 0.1122 6.8% 0.0072 0.4% 85% False False 14,232
120 1.6572 1.5101 0.1471 9.0% 0.0063 0.4% 88% False False 11,863
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 1.6712
2.618 1.6604
1.618 1.6538
1.000 1.6497
0.618 1.6472
HIGH 1.6431
0.618 1.6406
0.500 1.6398
0.382 1.6390
LOW 1.6365
0.618 1.6324
1.000 1.6299
1.618 1.6258
2.618 1.6192
4.250 1.6085
Fisher Pivots for day following 07-Jan-2014
Pivot 1 day 3 day
R1 1.6399 1.6399
PP 1.6398 1.6398
S1 1.6398 1.6398

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

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