CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 26-Dec-2013
Day Change Summary
Previous Current
24-Dec-2013 26-Dec-2013 Change Change % Previous Week
Open 1.6352 1.6396 0.0044 0.3% 1.6277
High 1.6354 1.6401 0.0047 0.3% 1.6461
Low 1.6352 1.6396 0.0044 0.3% 1.6194
Close 1.6354 1.6401 0.0047 0.3% 1.6313
Range 0.0002 0.0005 0.0003 150.0% 0.0267
ATR 0.0063 0.0062 -0.0001 -1.8% 0.0000
Volume 14 1 -13 -92.9% 144
Daily Pivots for day following 26-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.6414 1.6413 1.6404
R3 1.6409 1.6408 1.6402
R2 1.6404 1.6404 1.6402
R1 1.6403 1.6403 1.6401 1.6404
PP 1.6399 1.6399 1.6399 1.6400
S1 1.6398 1.6398 1.6401 1.6399
S2 1.6394 1.6394 1.6400
S3 1.6389 1.6393 1.6400
S4 1.6384 1.6388 1.6398
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.7124 1.6985 1.6460
R3 1.6857 1.6718 1.6386
R2 1.6590 1.6590 1.6362
R1 1.6451 1.6451 1.6337 1.6521
PP 1.6323 1.6323 1.6323 1.6357
S1 1.6184 1.6184 1.6289 1.6254
S2 1.6056 1.6056 1.6264
S3 1.5789 1.5917 1.6240
S4 1.5522 1.5650 1.6166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6401 1.6313 0.0088 0.5% 0.0020 0.1% 100% True False 25
10 1.6461 1.6194 0.0267 1.6% 0.0048 0.3% 78% False False 49
20 1.6461 1.6194 0.0267 1.6% 0.0044 0.3% 78% False False 545
40 1.6461 1.5864 0.0597 3.6% 0.0026 0.2% 90% False False 293
60 1.6461 1.5864 0.0597 3.6% 0.0017 0.1% 90% False False 200
80 1.6461 1.5563 0.0898 5.5% 0.0013 0.1% 93% False False 155
100 1.6461 1.5327 0.1134 6.9% 0.0010 0.1% 95% False False 132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6422
2.618 1.6414
1.618 1.6409
1.000 1.6406
0.618 1.6404
HIGH 1.6401
0.618 1.6399
0.500 1.6399
0.382 1.6398
LOW 1.6396
0.618 1.6393
1.000 1.6391
1.618 1.6388
2.618 1.6383
4.250 1.6375
Fisher Pivots for day following 26-Dec-2013
Pivot 1 day 3 day
R1 1.6400 1.6389
PP 1.6399 1.6377
S1 1.6399 1.6365

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

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