CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 29-Jan-2014
Day Change Summary
Previous Current
28-Jan-2014 29-Jan-2014 Change Change % Previous Week
Open 1.6561 1.6549 -0.0012 -0.1% 1.6393
High 1.6601 1.6584 -0.0017 -0.1% 1.6648
Low 1.6523 1.6520 -0.0003 0.0% 1.6384
Close 1.6561 1.6557 -0.0004 0.0% 1.6488
Range 0.0078 0.0064 -0.0014 -17.9% 0.0264
ATR 0.0091 0.0089 -0.0002 -2.1% 0.0000
Volume 100 319 219 219.0% 1,224
Daily Pivots for day following 29-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.6746 1.6715 1.6592
R3 1.6682 1.6651 1.6575
R2 1.6618 1.6618 1.6569
R1 1.6587 1.6587 1.6563 1.6603
PP 1.6554 1.6554 1.6554 1.6561
S1 1.6523 1.6523 1.6551 1.6539
S2 1.6490 1.6490 1.6545
S3 1.6426 1.6459 1.6539
S4 1.6362 1.6395 1.6522
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.7299 1.7157 1.6633
R3 1.7035 1.6893 1.6561
R2 1.6771 1.6771 1.6536
R1 1.6629 1.6629 1.6512 1.6700
PP 1.6507 1.6507 1.6507 1.6542
S1 1.6365 1.6365 1.6464 1.6436
S2 1.6243 1.6243 1.6440
S3 1.5979 1.6101 1.6415
S4 1.5715 1.5837 1.6343
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6648 1.6463 0.0185 1.1% 0.0101 0.6% 51% False False 341
10 1.6648 1.6295 0.0353 2.1% 0.0103 0.6% 74% False False 263
20 1.6648 1.6295 0.0353 2.1% 0.0088 0.5% 74% False False 190
40 1.6648 1.6194 0.0454 2.7% 0.0069 0.4% 80% False False 367
60 1.6648 1.5864 0.0784 4.7% 0.0049 0.3% 88% False False 259
80 1.6648 1.5864 0.0784 4.7% 0.0037 0.2% 88% False False 197
100 1.6648 1.5605 0.1043 6.3% 0.0030 0.2% 91% False False 161
120 1.6648 1.5416 0.1232 7.4% 0.0025 0.1% 93% False False 141
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 0.0019
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.6856
2.618 1.6752
1.618 1.6688
1.000 1.6648
0.618 1.6624
HIGH 1.6584
0.618 1.6560
0.500 1.6552
0.382 1.6544
LOW 1.6520
0.618 1.6480
1.000 1.6456
1.618 1.6416
2.618 1.6352
4.250 1.6248
Fisher Pivots for day following 29-Jan-2014
Pivot 1 day 3 day
R1 1.6555 1.6550
PP 1.6554 1.6542
S1 1.6552 1.6535

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

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