CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 15-Jan-2014
Day Change Summary
Previous Current
14-Jan-2014 15-Jan-2014 Change Change % Previous Week
Open 1.6360 1.6416 0.0056 0.3% 1.6350
High 1.6434 1.6416 -0.0018 -0.1% 1.6496
Low 1.6360 1.6308 -0.0052 -0.3% 1.6321
Close 1.6416 1.6349 -0.0067 -0.4% 1.6453
Range 0.0074 0.0108 0.0034 45.9% 0.0175
ATR 0.0076 0.0078 0.0002 3.0% 0.0000
Volume 358 302 -56 -15.6% 408
Daily Pivots for day following 15-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.6682 1.6623 1.6408
R3 1.6574 1.6515 1.6379
R2 1.6466 1.6466 1.6369
R1 1.6407 1.6407 1.6359 1.6383
PP 1.6358 1.6358 1.6358 1.6345
S1 1.6299 1.6299 1.6339 1.6275
S2 1.6250 1.6250 1.6329
S3 1.6142 1.6191 1.6319
S4 1.6034 1.6083 1.6290
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 1.6308 0.0188 1.1% 0.0087 0.5% 22% False True 220
10 1.6496 1.6308 0.0188 1.1% 0.0077 0.5% 22% False True 145
20 1.6554 1.6194 0.0360 2.2% 0.0067 0.4% 43% False False 82
40 1.6554 1.6062 0.0492 3.0% 0.0048 0.3% 58% False False 314
60 1.6554 1.5864 0.0690 4.2% 0.0034 0.2% 70% False False 222
80 1.6554 1.5864 0.0690 4.2% 0.0026 0.2% 70% False False 171
100 1.6554 1.5466 0.1088 6.7% 0.0020 0.1% 81% False False 142
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6875
2.618 1.6699
1.618 1.6591
1.000 1.6524
0.618 1.6483
HIGH 1.6416
0.618 1.6375
0.500 1.6362
0.382 1.6349
LOW 1.6308
0.618 1.6241
1.000 1.6200
1.618 1.6133
2.618 1.6025
4.250 1.5849
Fisher Pivots for day following 15-Jan-2014
Pivot 1 day 3 day
R1 1.6362 1.6371
PP 1.6358 1.6364
S1 1.6353 1.6356

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

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