CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 19-Feb-2014
Day Change Summary
Previous Current
18-Feb-2014 19-Feb-2014 Change Change % Previous Week
Open 1.6741 1.6665 -0.0076 -0.5% 1.6391
High 1.6805 1.6715 -0.0090 -0.5% 1.6733
Low 1.6640 1.6622 -0.0018 -0.1% 1.6368
Close 1.6668 1.6682 0.0014 0.1% 1.6727
Range 0.0165 0.0093 -0.0072 -43.6% 0.0365
ATR 0.0099 0.0099 0.0000 -0.4% 0.0000
Volume 507 1,573 1,066 210.3% 3,459
Daily Pivots for day following 19-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.6952 1.6910 1.6733
R3 1.6859 1.6817 1.6708
R2 1.6766 1.6766 1.6699
R1 1.6724 1.6724 1.6691 1.6745
PP 1.6673 1.6673 1.6673 1.6684
S1 1.6631 1.6631 1.6673 1.6652
S2 1.6580 1.6580 1.6665
S3 1.6487 1.6538 1.6656
S4 1.6394 1.6445 1.6631
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 1.6805 1.6411 0.0394 2.4% 0.0120 0.7% 69% False False 1,016
10 1.6805 1.6239 0.0566 3.4% 0.0100 0.6% 78% False False 635
20 1.6805 1.6239 0.0566 3.4% 0.0102 0.6% 78% False False 485
40 1.6805 1.6239 0.0566 3.4% 0.0085 0.5% 78% False False 292
60 1.6805 1.6122 0.0683 4.1% 0.0071 0.4% 82% False False 377
80 1.6805 1.5864 0.0941 5.6% 0.0055 0.3% 87% False False 293
100 1.6805 1.5864 0.0941 5.6% 0.0044 0.3% 87% False False 237
120 1.6805 1.5466 0.1339 8.0% 0.0036 0.2% 91% False False 202
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 0.0023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.7110
2.618 1.6958
1.618 1.6865
1.000 1.6808
0.618 1.6772
HIGH 1.6715
0.618 1.6679
0.500 1.6669
0.382 1.6658
LOW 1.6622
0.618 1.6565
1.000 1.6529
1.618 1.6472
2.618 1.6379
4.250 1.6227
Fisher Pivots for day following 19-Feb-2014
Pivot 1 day 3 day
R1 1.6678 1.6714
PP 1.6673 1.6703
S1 1.6669 1.6693

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

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