CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 03-Jan-2014
Day Change Summary
Previous Current
02-Jan-2014 03-Jan-2014 Change Change % Previous Week
Open 1.6465 1.6419 -0.0046 -0.3% 1.6459
High 1.6465 1.6444 -0.0021 -0.1% 1.6554
Low 1.6402 1.6386 -0.0016 -0.1% 1.6386
Close 1.6402 1.6401 -0.0001 0.0% 1.6401
Range 0.0063 0.0058 -0.0005 -7.9% 0.0168
ATR 0.0073 0.0072 -0.0001 -1.4% 0.0000
Volume 35 50 15 42.9% 141
Daily Pivots for day following 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.6584 1.6551 1.6433
R3 1.6526 1.6493 1.6417
R2 1.6468 1.6468 1.6412
R1 1.6435 1.6435 1.6406 1.6423
PP 1.6410 1.6410 1.6410 1.6404
S1 1.6377 1.6377 1.6396 1.6365
S2 1.6352 1.6352 1.6390
S3 1.6294 1.6319 1.6385
S4 1.6236 1.6261 1.6369
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.6951 1.6844 1.6493
R3 1.6783 1.6676 1.6447
R2 1.6615 1.6615 1.6432
R1 1.6508 1.6508 1.6416 1.6478
PP 1.6447 1.6447 1.6447 1.6432
S1 1.6340 1.6340 1.6386 1.6310
S2 1.6279 1.6279 1.6370
S3 1.6111 1.6172 1.6355
S4 1.5943 1.6004 1.6309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6554 1.6386 0.0168 1.0% 0.0071 0.4% 9% False True 28
10 1.6554 1.6313 0.0241 1.5% 0.0045 0.3% 37% False False 27
20 1.6554 1.6194 0.0360 2.2% 0.0049 0.3% 58% False False 549
40 1.6554 1.5864 0.0690 4.2% 0.0035 0.2% 78% False False 295
60 1.6554 1.5864 0.0690 4.2% 0.0023 0.1% 78% False False 201
80 1.6554 1.5784 0.0770 4.7% 0.0017 0.1% 80% False False 156
100 1.6554 1.5416 0.1138 6.9% 0.0014 0.1% 87% False False 132
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6691
2.618 1.6596
1.618 1.6538
1.000 1.6502
0.618 1.6480
HIGH 1.6444
0.618 1.6422
0.500 1.6415
0.382 1.6408
LOW 1.6386
0.618 1.6350
1.000 1.6328
1.618 1.6292
2.618 1.6234
4.250 1.6140
Fisher Pivots for day following 03-Jan-2014
Pivot 1 day 3 day
R1 1.6415 1.6470
PP 1.6410 1.6447
S1 1.6406 1.6424

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

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