CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 23-Jan-2014
Day Change Summary
Previous Current
22-Jan-2014 23-Jan-2014 Change Change % Previous Week
Open 1.6467 1.6546 0.0079 0.5% 1.6409
High 1.6563 1.6620 0.0057 0.3% 1.6437
Low 1.6434 1.6540 0.0106 0.6% 1.6295
Close 1.6558 1.6612 0.0054 0.3% 1.6401
Range 0.0129 0.0080 -0.0049 -38.0% 0.0142
ATR 0.0085 0.0085 0.0000 -0.4% 0.0000
Volume 211 397 186 88.2% 1,199
Daily Pivots for day following 23-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.6831 1.6801 1.6656
R3 1.6751 1.6721 1.6634
R2 1.6671 1.6671 1.6627
R1 1.6641 1.6641 1.6619 1.6656
PP 1.6591 1.6591 1.6591 1.6598
S1 1.6561 1.6561 1.6605 1.6576
S2 1.6511 1.6511 1.6597
S3 1.6431 1.6481 1.6590
S4 1.6351 1.6401 1.6568
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.6804 1.6744 1.6479
R3 1.6662 1.6602 1.6440
R2 1.6520 1.6520 1.6427
R1 1.6460 1.6460 1.6414 1.6419
PP 1.6378 1.6378 1.6378 1.6357
S1 1.6318 1.6318 1.6388 1.6277
S2 1.6236 1.6236 1.6375
S3 1.6094 1.6176 1.6362
S4 1.5952 1.6034 1.6323
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6620 1.6295 0.0325 2.0% 0.0098 0.6% 98% True False 204
10 1.6620 1.6295 0.0325 2.0% 0.0093 0.6% 98% True False 212
20 1.6620 1.6295 0.0325 2.0% 0.0075 0.5% 98% True False 127
40 1.6620 1.6122 0.0498 3.0% 0.0061 0.4% 98% True False 337
60 1.6620 1.5864 0.0756 4.6% 0.0042 0.3% 99% True False 238
80 1.6620 1.5864 0.0756 4.6% 0.0032 0.2% 99% True False 182
100 1.6620 1.5466 0.1154 6.9% 0.0025 0.2% 99% True False 150
120 1.6620 1.5258 0.1362 8.2% 0.0021 0.1% 99% True False 132
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6960
2.618 1.6829
1.618 1.6749
1.000 1.6700
0.618 1.6669
HIGH 1.6620
0.618 1.6589
0.500 1.6580
0.382 1.6571
LOW 1.6540
0.618 1.6491
1.000 1.6460
1.618 1.6411
2.618 1.6331
4.250 1.6200
Fisher Pivots for day following 23-Jan-2014
Pivot 1 day 3 day
R1 1.6601 1.6575
PP 1.6591 1.6539
S1 1.6580 1.6502

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

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