CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 14-Jan-2014
Day Change Summary
Previous Current
13-Jan-2014 14-Jan-2014 Change Change % Previous Week
Open 1.6409 1.6360 -0.0049 -0.3% 1.6350
High 1.6420 1.6434 0.0014 0.1% 1.6496
Low 1.6339 1.6360 0.0021 0.1% 1.6321
Close 1.6369 1.6416 0.0047 0.3% 1.6453
Range 0.0081 0.0074 -0.0007 -8.6% 0.0175
ATR 0.0076 0.0076 0.0000 -0.2% 0.0000
Volume 304 358 54 17.8% 408
Daily Pivots for day following 14-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.6625 1.6595 1.6457
R3 1.6551 1.6521 1.6436
R2 1.6477 1.6477 1.6430
R1 1.6447 1.6447 1.6423 1.6462
PP 1.6403 1.6403 1.6403 1.6411
S1 1.6373 1.6373 1.6409 1.6388
S2 1.6329 1.6329 1.6402
S3 1.6255 1.6299 1.6396
S4 1.6181 1.6225 1.6375
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.6948 1.6876 1.6549
R3 1.6773 1.6701 1.6501
R2 1.6598 1.6598 1.6485
R1 1.6526 1.6526 1.6469 1.6562
PP 1.6423 1.6423 1.6423 1.6442
S1 1.6351 1.6351 1.6437 1.6387
S2 1.6248 1.6248 1.6421
S3 1.6073 1.6176 1.6405
S4 1.5898 1.6001 1.6357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6496 1.6339 0.0157 1.0% 0.0078 0.5% 49% False False 167
10 1.6554 1.6321 0.0233 1.4% 0.0074 0.4% 41% False False 116
20 1.6554 1.6194 0.0360 2.2% 0.0062 0.4% 62% False False 69
40 1.6554 1.6040 0.0514 3.1% 0.0047 0.3% 73% False False 307
60 1.6554 1.5864 0.0690 4.2% 0.0032 0.2% 80% False False 217
80 1.6554 1.5864 0.0690 4.2% 0.0024 0.1% 80% False False 168
100 1.6554 1.5466 0.1088 6.6% 0.0019 0.1% 87% False False 139
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6749
2.618 1.6628
1.618 1.6554
1.000 1.6508
0.618 1.6480
HIGH 1.6434
0.618 1.6406
0.500 1.6397
0.382 1.6388
LOW 1.6360
0.618 1.6314
1.000 1.6286
1.618 1.6240
2.618 1.6166
4.250 1.6046
Fisher Pivots for day following 14-Jan-2014
Pivot 1 day 3 day
R1 1.6410 1.6418
PP 1.6403 1.6417
S1 1.6397 1.6417

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

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