CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 14-Feb-2014
Day Change Summary
Previous Current
13-Feb-2014 14-Feb-2014 Change Change % Previous Week
Open 1.6597 1.6641 0.0044 0.3% 1.6391
High 1.6659 1.6733 0.0074 0.4% 1.6733
Low 1.6587 1.6634 0.0047 0.3% 1.6368
Close 1.6639 1.6727 0.0088 0.5% 1.6727
Range 0.0072 0.0099 0.0027 37.5% 0.0365
ATR 0.0094 0.0094 0.0000 0.4% 0.0000
Volume 1,014 655 -359 -35.4% 3,459
Daily Pivots for day following 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.6995 1.6960 1.6781
R3 1.6896 1.6861 1.6754
R2 1.6797 1.6797 1.6745
R1 1.6762 1.6762 1.6736 1.6780
PP 1.6698 1.6698 1.6698 1.6707
S1 1.6663 1.6663 1.6718 1.6681
S2 1.6599 1.6599 1.6709
S3 1.6500 1.6564 1.6700
S4 1.6401 1.6465 1.6673
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.7704 1.7581 1.6928
R3 1.7339 1.7216 1.6827
R2 1.6974 1.6974 1.6794
R1 1.6851 1.6851 1.6760 1.6913
PP 1.6609 1.6609 1.6609 1.6640
S1 1.6486 1.6486 1.6694 1.6548
S2 1.6244 1.6244 1.6660
S3 1.5879 1.6121 1.6627
S4 1.5514 1.5756 1.6526
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6733 1.6368 0.0365 2.2% 0.0096 0.6% 98% True False 691
10 1.6733 1.6239 0.0494 3.0% 0.0097 0.6% 99% True False 483
20 1.6733 1.6239 0.0494 3.0% 0.0100 0.6% 99% True False 393
40 1.6733 1.6239 0.0494 3.0% 0.0084 0.5% 99% True False 242
60 1.6733 1.6062 0.0671 4.0% 0.0067 0.4% 99% True False 344
80 1.6733 1.5864 0.0869 5.2% 0.0051 0.3% 99% True False 267
100 1.6733 1.5864 0.0869 5.2% 0.0041 0.2% 99% True False 217
120 1.6733 1.5466 0.1267 7.6% 0.0034 0.2% 100% True False 185
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7154
2.618 1.6992
1.618 1.6893
1.000 1.6832
0.618 1.6794
HIGH 1.6733
0.618 1.6695
0.500 1.6684
0.382 1.6672
LOW 1.6634
0.618 1.6573
1.000 1.6535
1.618 1.6474
2.618 1.6375
4.250 1.6213
Fisher Pivots for day following 14-Feb-2014
Pivot 1 day 3 day
R1 1.6713 1.6675
PP 1.6698 1.6624
S1 1.6684 1.6572

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

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