CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 17-Jan-2014
Day Change Summary
Previous Current
16-Jan-2014 17-Jan-2014 Change Change % Previous Week
Open 1.6362 1.6345 -0.0017 -0.1% 1.6478
High 1.6376 1.6452 0.0076 0.5% 1.6500
Low 1.6308 1.6301 -0.0007 0.0% 1.6301
Close 1.6351 1.6413 0.0062 0.4% 1.6413
Range 0.0068 0.0151 0.0083 122.1% 0.0199
ATR 0.0101 0.0104 0.0004 3.6% 0.0000
Volume 89,639 111,280 21,641 24.1% 505,621
Daily Pivots for day following 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.6842 1.6778 1.6496
R3 1.6691 1.6627 1.6455
R2 1.6540 1.6540 1.6441
R1 1.6476 1.6476 1.6427 1.6508
PP 1.6389 1.6389 1.6389 1.6405
S1 1.6325 1.6325 1.6399 1.6357
S2 1.6238 1.6238 1.6385
S3 1.6087 1.6174 1.6371
S4 1.5936 1.6023 1.6330
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.7002 1.6906 1.6522
R3 1.6803 1.6707 1.6468
R2 1.6604 1.6604 1.6449
R1 1.6508 1.6508 1.6431 1.6457
PP 1.6405 1.6405 1.6405 1.6379
S1 1.6309 1.6309 1.6395 1.6258
S2 1.6206 1.6206 1.6377
S3 1.6007 1.6110 1.6358
S4 1.5808 1.5911 1.6304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6500 1.6301 0.0199 1.2% 0.0120 0.7% 56% False True 101,124
10 1.6509 1.6301 0.0208 1.3% 0.0105 0.6% 54% False True 94,361
20 1.6572 1.6301 0.0271 1.7% 0.0098 0.6% 41% False True 75,329
40 1.6572 1.6059 0.0513 3.1% 0.0099 0.6% 69% False False 55,303
60 1.6572 1.5840 0.0732 4.5% 0.0096 0.6% 78% False False 36,953
80 1.6572 1.5840 0.0732 4.5% 0.0094 0.6% 78% False False 27,732
100 1.6572 1.5450 0.1122 6.8% 0.0080 0.5% 86% False False 22,191
120 1.6572 1.5101 0.1471 9.0% 0.0071 0.4% 89% False False 18,499
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.7094
2.618 1.6847
1.618 1.6696
1.000 1.6603
0.618 1.6545
HIGH 1.6452
0.618 1.6394
0.500 1.6377
0.382 1.6359
LOW 1.6301
0.618 1.6208
1.000 1.6150
1.618 1.6057
2.618 1.5906
4.250 1.5659
Fisher Pivots for day following 17-Jan-2014
Pivot 1 day 3 day
R1 1.6401 1.6401
PP 1.6389 1.6389
S1 1.6377 1.6377

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

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