CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 23-Jan-2014
Day Change Summary
Previous Current
22-Jan-2014 23-Jan-2014 Change Change % Previous Week
Open 1.6469 1.6566 0.0097 0.6% 1.6478
High 1.6581 1.6638 0.0057 0.3% 1.6500
Low 1.6443 1.6550 0.0107 0.7% 1.6301
Close 1.6570 1.6624 0.0054 0.3% 1.6413
Range 0.0138 0.0088 -0.0050 -36.2% 0.0199
ATR 0.0106 0.0105 -0.0001 -1.2% 0.0000
Volume 130,565 134,922 4,357 3.3% 505,621
Daily Pivots for day following 23-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.6868 1.6834 1.6672
R3 1.6780 1.6746 1.6648
R2 1.6692 1.6692 1.6640
R1 1.6658 1.6658 1.6632 1.6675
PP 1.6604 1.6604 1.6604 1.6613
S1 1.6570 1.6570 1.6616 1.6587
S2 1.6516 1.6516 1.6608
S3 1.6428 1.6482 1.6600
S4 1.6340 1.6394 1.6576
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 1.6638 1.6301 0.0337 2.0% 0.0107 0.6% 96% True False 119,541
10 1.6638 1.6301 0.0337 2.0% 0.0111 0.7% 96% True False 110,481
20 1.6638 1.6301 0.0337 2.0% 0.0104 0.6% 96% True False 85,578
40 1.6638 1.6120 0.0518 3.1% 0.0101 0.6% 97% True False 65,187
60 1.6638 1.5840 0.0798 4.8% 0.0096 0.6% 98% True False 43,560
80 1.6638 1.5840 0.0798 4.8% 0.0095 0.6% 98% True False 32,692
100 1.6638 1.5474 0.1164 7.0% 0.0083 0.5% 99% True False 26,157
120 1.6638 1.5135 0.1503 9.0% 0.0073 0.4% 99% True False 21,805
Crabel Price Patterns
NR True
NR4 True
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 0.0020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.7012
2.618 1.6868
1.618 1.6780
1.000 1.6726
0.618 1.6692
HIGH 1.6638
0.618 1.6604
0.500 1.6594
0.382 1.6584
LOW 1.6550
0.618 1.6496
1.000 1.6462
1.618 1.6408
2.618 1.6320
4.250 1.6176
Fisher Pivots for day following 23-Jan-2014
Pivot 1 day 3 day
R1 1.6614 1.6587
PP 1.6604 1.6550
S1 1.6594 1.6514

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

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