CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 31-Dec-2013
Day Change Summary
Previous Current
30-Dec-2013 31-Dec-2013 Change Change % Previous Week
Open 1.6459 1.6476 0.0017 0.1% 1.6342
High 1.6501 1.6554 0.0053 0.3% 1.6528
Low 1.6455 1.6476 0.0021 0.1% 1.6328
Close 1.6500 1.6546 0.0046 0.3% 1.6441
Range 0.0046 0.0078 0.0032 69.6% 0.0200
ATR 0.0066 0.0067 0.0001 1.3% 0.0000
Volume 43 13 -30 -69.8% 32
Daily Pivots for day following 31-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.6759 1.6731 1.6589
R3 1.6681 1.6653 1.6567
R2 1.6603 1.6603 1.6560
R1 1.6575 1.6575 1.6553 1.6589
PP 1.6525 1.6525 1.6525 1.6533
S1 1.6497 1.6497 1.6539 1.6511
S2 1.6447 1.6447 1.6532
S3 1.6369 1.6419 1.6525
S4 1.6291 1.6341 1.6503
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.7032 1.6937 1.6551
R3 1.6832 1.6737 1.6496
R2 1.6632 1.6632 1.6478
R1 1.6537 1.6537 1.6459 1.6585
PP 1.6432 1.6432 1.6432 1.6456
S1 1.6337 1.6337 1.6423 1.6385
S2 1.6232 1.6232 1.6404
S3 1.6032 1.6137 1.6386
S4 1.5832 1.5937 1.6331
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6554 1.6352 0.0202 1.2% 0.0048 0.3% 96% True False 14
10 1.6554 1.6194 0.0360 2.2% 0.0058 0.3% 98% True False 20
20 1.6554 1.6194 0.0360 2.2% 0.0050 0.3% 98% True False 545
40 1.6554 1.5864 0.0690 4.2% 0.0032 0.2% 99% True False 294
60 1.6554 1.5864 0.0690 4.2% 0.0021 0.1% 99% True False 200
80 1.6554 1.5673 0.0881 5.3% 0.0016 0.1% 99% True False 155
100 1.6554 1.5416 0.1138 6.9% 0.0013 0.1% 99% True 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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6886
2.618 1.6758
1.618 1.6680
1.000 1.6632
0.618 1.6602
HIGH 1.6554
0.618 1.6524
0.500 1.6515
0.382 1.6506
LOW 1.6476
0.618 1.6428
1.000 1.6398
1.618 1.6350
2.618 1.6272
4.250 1.6145
Fisher Pivots for day following 31-Dec-2013
Pivot 1 day 3 day
R1 1.6536 1.6526
PP 1.6525 1.6507
S1 1.6515 1.6487

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

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