CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 09-Jan-2014
Day Change Summary
Previous Current
08-Jan-2014 09-Jan-2014 Change Change % Previous Week
Open 1.6389 1.6425 0.0036 0.2% 1.6459
High 1.6452 1.6467 0.0015 0.1% 1.6554
Low 1.6389 1.6425 0.0036 0.2% 1.6386
Close 1.6431 1.6451 0.0020 0.1% 1.6401
Range 0.0063 0.0042 -0.0021 -33.3% 0.0168
ATR 0.0071 0.0069 -0.0002 -2.9% 0.0000
Volume 38 90 52 136.8% 141
Daily Pivots for day following 09-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.6574 1.6554 1.6474
R3 1.6532 1.6512 1.6463
R2 1.6490 1.6490 1.6459
R1 1.6470 1.6470 1.6455 1.6480
PP 1.6448 1.6448 1.6448 1.6453
S1 1.6428 1.6428 1.6447 1.6438
S2 1.6406 1.6406 1.6443
S3 1.6364 1.6386 1.6439
S4 1.6322 1.6344 1.6428
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 1.6467 1.6321 0.0146 0.9% 0.0062 0.4% 89% True False 82
10 1.6554 1.6321 0.0233 1.4% 0.0061 0.4% 56% False False 50
20 1.6554 1.6194 0.0360 2.2% 0.0058 0.4% 71% False False 178
40 1.6554 1.5864 0.0690 4.2% 0.0040 0.2% 85% False False 290
60 1.6554 1.5864 0.0690 4.2% 0.0027 0.2% 85% False False 206
80 1.6554 1.5864 0.0690 4.2% 0.0021 0.1% 85% False False 159
100 1.6554 1.5466 0.1088 6.6% 0.0016 0.1% 91% False False 134
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.6646
2.618 1.6577
1.618 1.6535
1.000 1.6509
0.618 1.6493
HIGH 1.6467
0.618 1.6451
0.500 1.6446
0.382 1.6441
LOW 1.6425
0.618 1.6399
1.000 1.6383
1.618 1.6357
2.618 1.6315
4.250 1.6247
Fisher Pivots for day following 09-Jan-2014
Pivot 1 day 3 day
R1 1.6449 1.6438
PP 1.6448 1.6424
S1 1.6446 1.6411

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

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