CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 25-Feb-2014
Day Change Summary
Previous Current
24-Feb-2014 25-Feb-2014 Change Change % Previous Week
Open 1.6630 1.6653 0.0023 0.1% 1.6752
High 1.6676 1.6725 0.0049 0.3% 1.6821
Low 1.6581 1.6639 0.0058 0.3% 1.6608
Close 1.6662 1.6675 0.0013 0.1% 1.6643
Range 0.0095 0.0086 -0.0009 -9.5% 0.0213
ATR 0.0106 0.0104 -0.0001 -1.3% 0.0000
Volume 86,139 125,981 39,842 46.3% 541,096
Daily Pivots for day following 25-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.6938 1.6892 1.6722
R3 1.6852 1.6806 1.6699
R2 1.6766 1.6766 1.6691
R1 1.6720 1.6720 1.6683 1.6743
PP 1.6680 1.6680 1.6680 1.6691
S1 1.6634 1.6634 1.6667 1.6657
S2 1.6594 1.6594 1.6659
S3 1.6508 1.6548 1.6651
S4 1.6422 1.6462 1.6628
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.7330 1.7199 1.6760
R3 1.7117 1.6986 1.6702
R2 1.6904 1.6904 1.6682
R1 1.6773 1.6773 1.6663 1.6732
PP 1.6691 1.6691 1.6691 1.6670
S1 1.6560 1.6560 1.6623 1.6519
S2 1.6478 1.6478 1.6604
S3 1.6265 1.6347 1.6584
S4 1.6052 1.6134 1.6526
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6731 1.6581 0.0150 0.9% 0.0094 0.6% 63% False False 111,982
10 1.6821 1.6387 0.0434 2.6% 0.0110 0.7% 66% False False 120,858
20 1.6821 1.6247 0.0574 3.4% 0.0101 0.6% 75% False False 110,065
40 1.6821 1.6247 0.0574 3.4% 0.0107 0.6% 75% False False 102,719
60 1.6821 1.6184 0.0637 3.8% 0.0103 0.6% 77% False False 83,969
80 1.6821 1.5840 0.0981 5.9% 0.0099 0.6% 85% False False 63,191
100 1.6821 1.5840 0.0981 5.9% 0.0098 0.6% 85% False False 50,572
120 1.6821 1.5571 0.1250 7.5% 0.0088 0.5% 88% False False 42,147
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.7091
2.618 1.6950
1.618 1.6864
1.000 1.6811
0.618 1.6778
HIGH 1.6725
0.618 1.6692
0.500 1.6682
0.382 1.6672
LOW 1.6639
0.618 1.6586
1.000 1.6553
1.618 1.6500
2.618 1.6414
4.250 1.6274
Fisher Pivots for day following 25-Feb-2014
Pivot 1 day 3 day
R1 1.6682 1.6668
PP 1.6680 1.6660
S1 1.6677 1.6653

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

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