CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 06-Feb-2014
Day Change Summary
Previous Current
05-Feb-2014 06-Feb-2014 Change Change % Previous Week
Open 1.6321 1.6308 -0.0013 -0.1% 1.6476
High 1.6337 1.6343 0.0006 0.0% 1.6619
Low 1.6247 1.6267 0.0020 0.1% 1.6422
Close 1.6307 1.6317 0.0010 0.1% 1.6428
Range 0.0090 0.0076 -0.0014 -15.6% 0.0197
ATR 0.0107 0.0104 -0.0002 -2.1% 0.0000
Volume 109,910 81,785 -28,125 -25.6% 464,302
Daily Pivots for day following 06-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.6537 1.6503 1.6359
R3 1.6461 1.6427 1.6338
R2 1.6385 1.6385 1.6331
R1 1.6351 1.6351 1.6324 1.6368
PP 1.6309 1.6309 1.6309 1.6318
S1 1.6275 1.6275 1.6310 1.6292
S2 1.6233 1.6233 1.6303
S3 1.6157 1.6199 1.6296
S4 1.6081 1.6123 1.6275
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.7081 1.6951 1.6536
R3 1.6884 1.6754 1.6482
R2 1.6687 1.6687 1.6464
R1 1.6557 1.6557 1.6446 1.6524
PP 1.6490 1.6490 1.6490 1.6473
S1 1.6360 1.6360 1.6410 1.6327
S2 1.6293 1.6293 1.6392
S3 1.6096 1.6163 1.6374
S4 1.5899 1.5966 1.6320
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6493 1.6247 0.0246 1.5% 0.0095 0.6% 28% False False 108,803
10 1.6662 1.6247 0.0415 2.5% 0.0107 0.7% 17% False False 106,382
20 1.6662 1.6247 0.0415 2.5% 0.0109 0.7% 17% False False 108,431
40 1.6662 1.6203 0.0459 2.8% 0.0103 0.6% 25% False False 89,946
60 1.6662 1.5840 0.0822 5.0% 0.0100 0.6% 58% False False 61,238
80 1.6662 1.5840 0.0822 5.0% 0.0098 0.6% 58% False False 45,980
100 1.6662 1.5840 0.0822 5.0% 0.0093 0.6% 58% False False 36,794
120 1.6662 1.5450 0.1212 7.4% 0.0079 0.5% 72% False False 30,668
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6666
2.618 1.6542
1.618 1.6466
1.000 1.6419
0.618 1.6390
HIGH 1.6343
0.618 1.6314
0.500 1.6305
0.382 1.6296
LOW 1.6267
0.618 1.6220
1.000 1.6191
1.618 1.6144
2.618 1.6068
4.250 1.5944
Fisher Pivots for day following 06-Feb-2014
Pivot 1 day 3 day
R1 1.6313 1.6310
PP 1.6309 1.6302
S1 1.6305 1.6295

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

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