CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 19-Feb-2014
Day Change Summary
Previous Current
18-Feb-2014 19-Feb-2014 Change Change % Previous Week
Open 1.6752 1.6679 -0.0073 -0.4% 1.6408
High 1.6821 1.6731 -0.0090 -0.5% 1.6747
Low 1.6652 1.6634 -0.0018 -0.1% 1.6377
Close 1.6680 1.6694 0.0014 0.1% 1.6739
Range 0.0169 0.0097 -0.0072 -42.6% 0.0370
ATR 0.0109 0.0108 -0.0001 -0.8% 0.0000
Volume 193,305 126,770 -66,535 -34.4% 513,061
Daily Pivots for day following 19-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.6977 1.6933 1.6747
R3 1.6880 1.6836 1.6721
R2 1.6783 1.6783 1.6712
R1 1.6739 1.6739 1.6703 1.6761
PP 1.6686 1.6686 1.6686 1.6698
S1 1.6642 1.6642 1.6685 1.6664
S2 1.6589 1.6589 1.6676
S3 1.6492 1.6545 1.6667
S4 1.6395 1.6448 1.6641
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.7731 1.7605 1.6943
R3 1.7361 1.7235 1.6841
R2 1.6991 1.6991 1.6807
R1 1.6865 1.6865 1.6773 1.6928
PP 1.6621 1.6621 1.6621 1.6653
S1 1.6495 1.6495 1.6705 1.6558
S2 1.6251 1.6251 1.6671
S3 1.5881 1.6125 1.6637
S4 1.5511 1.5755 1.6536
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6821 1.6422 0.0399 2.4% 0.0125 0.7% 68% False False 137,642
10 1.6821 1.6247 0.0574 3.4% 0.0105 0.6% 78% False False 113,668
20 1.6821 1.6247 0.0574 3.4% 0.0109 0.7% 78% False False 113,715
40 1.6821 1.6247 0.0574 3.4% 0.0104 0.6% 78% False False 96,030
60 1.6821 1.6059 0.0762 4.6% 0.0102 0.6% 83% False False 76,957
80 1.6821 1.5840 0.0981 5.9% 0.0099 0.6% 87% False False 57,784
100 1.6821 1.5840 0.0981 5.9% 0.0097 0.6% 87% False False 46,242
120 1.6821 1.5450 0.1371 8.2% 0.0086 0.5% 91% False False 38,538
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 0.0027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.7143
2.618 1.6985
1.618 1.6888
1.000 1.6828
0.618 1.6791
HIGH 1.6731
0.618 1.6694
0.500 1.6683
0.382 1.6671
LOW 1.6634
0.618 1.6574
1.000 1.6537
1.618 1.6477
2.618 1.6380
4.250 1.6222
Fisher Pivots for day following 19-Feb-2014
Pivot 1 day 3 day
R1 1.6690 1.6728
PP 1.6686 1.6716
S1 1.6683 1.6705

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

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