CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 07-Jan-2014
Day Change Summary
Previous Current
06-Jan-2014 07-Jan-2014 Change Change % Previous Week
Open 1.6350 1.6381 0.0031 0.2% 1.6459
High 1.6413 1.6408 -0.0005 0.0% 1.6554
Low 1.6321 1.6355 0.0034 0.2% 1.6386
Close 1.6385 1.6387 0.0002 0.0% 1.6401
Range 0.0092 0.0053 -0.0039 -42.4% 0.0168
ATR 0.0073 0.0072 -0.0001 -2.0% 0.0000
Volume 75 158 83 110.7% 141
Daily Pivots for day following 07-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.6542 1.6518 1.6416
R3 1.6489 1.6465 1.6402
R2 1.6436 1.6436 1.6397
R1 1.6412 1.6412 1.6392 1.6424
PP 1.6383 1.6383 1.6383 1.6390
S1 1.6359 1.6359 1.6382 1.6371
S2 1.6330 1.6330 1.6377
S3 1.6277 1.6306 1.6372
S4 1.6224 1.6253 1.6358
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 1.6321 0.0233 1.4% 0.0069 0.4% 28% False False 66
10 1.6554 1.6321 0.0233 1.4% 0.0052 0.3% 28% False False 40
20 1.6554 1.6194 0.0360 2.2% 0.0055 0.3% 54% False False 430
40 1.6554 1.5864 0.0690 4.2% 0.0038 0.2% 76% False False 287
60 1.6554 1.5864 0.0690 4.2% 0.0026 0.2% 76% False False 204
80 1.6554 1.5851 0.0703 4.3% 0.0019 0.1% 76% False False 158
100 1.6554 1.5466 0.1088 6.6% 0.0015 0.1% 85% False False 133
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6633
2.618 1.6547
1.618 1.6494
1.000 1.6461
0.618 1.6441
HIGH 1.6408
0.618 1.6388
0.500 1.6382
0.382 1.6375
LOW 1.6355
0.618 1.6322
1.000 1.6302
1.618 1.6269
2.618 1.6216
4.250 1.6130
Fisher Pivots for day following 07-Jan-2014
Pivot 1 day 3 day
R1 1.6385 1.6386
PP 1.6383 1.6384
S1 1.6382 1.6383

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

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