CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 16-Jan-2014
Day Change Summary
Previous Current
15-Jan-2014 16-Jan-2014 Change Change % Previous Week
Open 1.6416 1.6337 -0.0079 -0.5% 1.6350
High 1.6416 1.6362 -0.0054 -0.3% 1.6496
Low 1.6308 1.6301 -0.0007 0.0% 1.6321
Close 1.6349 1.6339 -0.0010 -0.1% 1.6453
Range 0.0108 0.0061 -0.0047 -43.5% 0.0175
ATR 0.0078 0.0077 -0.0001 -1.6% 0.0000
Volume 302 176 -126 -41.7% 408
Daily Pivots for day following 16-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.6517 1.6489 1.6373
R3 1.6456 1.6428 1.6356
R2 1.6395 1.6395 1.6350
R1 1.6367 1.6367 1.6345 1.6381
PP 1.6334 1.6334 1.6334 1.6341
S1 1.6306 1.6306 1.6333 1.6320
S2 1.6273 1.6273 1.6328
S3 1.6212 1.6245 1.6322
S4 1.6151 1.6184 1.6305
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 1.6301 0.0195 1.2% 0.0091 0.6% 19% False True 237
10 1.6496 1.6301 0.0195 1.2% 0.0076 0.5% 19% False True 159
20 1.6554 1.6264 0.0290 1.8% 0.0068 0.4% 26% False False 91
40 1.6554 1.6062 0.0492 3.0% 0.0050 0.3% 56% False False 319
60 1.6554 1.5864 0.0690 4.2% 0.0035 0.2% 69% False False 225
80 1.6554 1.5864 0.0690 4.2% 0.0026 0.2% 69% False False 173
100 1.6554 1.5466 0.1088 6.7% 0.0021 0.1% 80% False False 143
120 1.6554 1.5096 0.1458 8.9% 0.0018 0.1% 85% False False 126
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6621
2.618 1.6522
1.618 1.6461
1.000 1.6423
0.618 1.6400
HIGH 1.6362
0.618 1.6339
0.500 1.6332
0.382 1.6324
LOW 1.6301
0.618 1.6263
1.000 1.6240
1.618 1.6202
2.618 1.6141
4.250 1.6042
Fisher Pivots for day following 16-Jan-2014
Pivot 1 day 3 day
R1 1.6337 1.6368
PP 1.6334 1.6358
S1 1.6332 1.6349

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

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