CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 08-Jan-2014
Day Change Summary
Previous Current
07-Jan-2014 08-Jan-2014 Change Change % Previous Week
Open 1.6381 1.6389 0.0008 0.0% 1.6459
High 1.6408 1.6452 0.0044 0.3% 1.6554
Low 1.6355 1.6389 0.0034 0.2% 1.6386
Close 1.6387 1.6431 0.0044 0.3% 1.6401
Range 0.0053 0.0063 0.0010 18.9% 0.0168
ATR 0.0072 0.0071 0.0000 -0.7% 0.0000
Volume 158 38 -120 -75.9% 141
Daily Pivots for day following 08-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.6613 1.6585 1.6466
R3 1.6550 1.6522 1.6448
R2 1.6487 1.6487 1.6443
R1 1.6459 1.6459 1.6437 1.6473
PP 1.6424 1.6424 1.6424 1.6431
S1 1.6396 1.6396 1.6425 1.6410
S2 1.6361 1.6361 1.6419
S3 1.6298 1.6333 1.6414
S4 1.6235 1.6270 1.6396
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 1.6465 1.6321 0.0144 0.9% 0.0066 0.4% 76% False False 71
10 1.6554 1.6321 0.0233 1.4% 0.0057 0.3% 47% False False 42
20 1.6554 1.6194 0.0360 2.2% 0.0056 0.3% 66% False False 302
40 1.6554 1.5864 0.0690 4.2% 0.0039 0.2% 82% False False 288
60 1.6554 1.5864 0.0690 4.2% 0.0027 0.2% 82% False False 205
80 1.6554 1.5864 0.0690 4.2% 0.0020 0.1% 82% False False 159
100 1.6554 1.5466 0.1088 6.6% 0.0016 0.1% 89% False False 133
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6720
2.618 1.6617
1.618 1.6554
1.000 1.6515
0.618 1.6491
HIGH 1.6452
0.618 1.6428
0.500 1.6421
0.382 1.6413
LOW 1.6389
0.618 1.6350
1.000 1.6326
1.618 1.6287
2.618 1.6224
4.250 1.6121
Fisher Pivots for day following 08-Jan-2014
Pivot 1 day 3 day
R1 1.6428 1.6416
PP 1.6424 1.6401
S1 1.6421 1.6387

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

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