CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 20-Feb-2014
Day Change Summary
Previous Current
19-Feb-2014 20-Feb-2014 Change Change % Previous Week
Open 1.6679 1.6678 -0.0001 0.0% 1.6408
High 1.6731 1.6699 -0.0032 -0.2% 1.6747
Low 1.6634 1.6622 -0.0012 -0.1% 1.6377
Close 1.6694 1.6657 -0.0037 -0.2% 1.6739
Range 0.0097 0.0077 -0.0020 -20.6% 0.0370
ATR 0.0108 0.0106 -0.0002 -2.1% 0.0000
Volume 126,770 98,394 -28,376 -22.4% 513,061
Daily Pivots for day following 20-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.6890 1.6851 1.6699
R3 1.6813 1.6774 1.6678
R2 1.6736 1.6736 1.6671
R1 1.6697 1.6697 1.6664 1.6678
PP 1.6659 1.6659 1.6659 1.6650
S1 1.6620 1.6620 1.6650 1.6601
S2 1.6582 1.6582 1.6643
S3 1.6505 1.6543 1.6636
S4 1.6428 1.6466 1.6615
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 1.6593 0.0228 1.4% 0.0106 0.6% 28% False False 125,872
10 1.6821 1.6267 0.0554 3.3% 0.0104 0.6% 70% False False 112,517
20 1.6821 1.6247 0.0574 3.4% 0.0106 0.6% 71% False False 112,106
40 1.6821 1.6247 0.0574 3.4% 0.0104 0.6% 71% False False 96,592
60 1.6821 1.6120 0.0701 4.2% 0.0102 0.6% 77% False False 78,588
80 1.6821 1.5840 0.0981 5.9% 0.0099 0.6% 83% False False 59,012
100 1.6821 1.5840 0.0981 5.9% 0.0097 0.6% 83% False False 47,226
120 1.6821 1.5474 0.1347 8.1% 0.0086 0.5% 88% False False 39,358
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 0.0027
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.7026
2.618 1.6901
1.618 1.6824
1.000 1.6776
0.618 1.6747
HIGH 1.6699
0.618 1.6670
0.500 1.6661
0.382 1.6651
LOW 1.6622
0.618 1.6574
1.000 1.6545
1.618 1.6497
2.618 1.6420
4.250 1.6295
Fisher Pivots for day following 20-Feb-2014
Pivot 1 day 3 day
R1 1.6661 1.6722
PP 1.6659 1.6700
S1 1.6658 1.6679

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

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