CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 20-Feb-2014
Day Change Summary
Previous Current
19-Feb-2014 20-Feb-2014 Change Change % Previous Week
Open 1.6665 1.6663 -0.0002 0.0% 1.6391
High 1.6715 1.6685 -0.0030 -0.2% 1.6733
Low 1.6622 1.6612 -0.0010 -0.1% 1.6368
Close 1.6682 1.6645 -0.0037 -0.2% 1.6727
Range 0.0093 0.0073 -0.0020 -21.5% 0.0365
ATR 0.0099 0.0097 -0.0002 -1.9% 0.0000
Volume 1,573 13,420 11,847 753.1% 3,459
Daily Pivots for day following 20-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.6866 1.6829 1.6685
R3 1.6793 1.6756 1.6665
R2 1.6720 1.6720 1.6658
R1 1.6683 1.6683 1.6652 1.6665
PP 1.6647 1.6647 1.6647 1.6639
S1 1.6610 1.6610 1.6638 1.6592
S2 1.6574 1.6574 1.6632
S3 1.6501 1.6537 1.6625
S4 1.6428 1.6464 1.6605
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 1.6587 0.0218 1.3% 0.0100 0.6% 27% False False 3,433
10 1.6805 1.6259 0.0546 3.3% 0.0099 0.6% 71% False False 1,956
20 1.6805 1.6239 0.0566 3.4% 0.0099 0.6% 72% False False 1,146
40 1.6805 1.6239 0.0566 3.4% 0.0085 0.5% 72% False False 627
60 1.6805 1.6122 0.0683 4.1% 0.0072 0.4% 77% False False 600
80 1.6805 1.5864 0.0941 5.7% 0.0055 0.3% 83% False False 460
100 1.6805 1.5864 0.0941 5.7% 0.0044 0.3% 83% False False 371
120 1.6805 1.5466 0.1339 8.0% 0.0037 0.2% 88% False False 313
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6995
2.618 1.6876
1.618 1.6803
1.000 1.6758
0.618 1.6730
HIGH 1.6685
0.618 1.6657
0.500 1.6649
0.382 1.6640
LOW 1.6612
0.618 1.6567
1.000 1.6539
1.618 1.6494
2.618 1.6421
4.250 1.6302
Fisher Pivots for day following 20-Feb-2014
Pivot 1 day 3 day
R1 1.6649 1.6709
PP 1.6647 1.6687
S1 1.6646 1.6666

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

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