CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 1.6717 1.6632 -0.0085 -0.5% 1.6720
High 1.6729 1.6641 -0.0088 -0.5% 1.6773
Low 1.6610 1.6585 -0.0025 -0.2% 1.6627
Close 1.6628 1.6615 -0.0013 -0.1% 1.6714
Range 0.0119 0.0056 -0.0063 -52.9% 0.0146
ATR 0.0093 0.0090 -0.0003 -2.8% 0.0000
Volume 24,441 59,066 34,625 141.7% 60,671
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.6782 1.6754 1.6646
R3 1.6726 1.6698 1.6630
R2 1.6670 1.6670 1.6625
R1 1.6642 1.6642 1.6620 1.6628
PP 1.6614 1.6614 1.6614 1.6607
S1 1.6586 1.6586 1.6610 1.6572
S2 1.6558 1.6558 1.6605
S3 1.6502 1.6530 1.6600
S4 1.6446 1.6474 1.6584
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.7143 1.7074 1.6794
R3 1.6997 1.6928 1.6754
R2 1.6851 1.6851 1.6741
R1 1.6782 1.6782 1.6727 1.6744
PP 1.6705 1.6705 1.6705 1.6685
S1 1.6636 1.6636 1.6701 1.6598
S2 1.6559 1.6559 1.6687
S3 1.6413 1.6490 1.6674
S4 1.6267 1.6344 1.6634
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6773 1.6585 0.0188 1.1% 0.0086 0.5% 16% False True 27,196
10 1.6773 1.6585 0.0188 1.1% 0.0085 0.5% 16% False True 14,926
20 1.6805 1.6375 0.0430 2.6% 0.0095 0.6% 56% False False 8,608
40 1.6805 1.6239 0.0566 3.4% 0.0095 0.6% 66% False False 4,451
60 1.6805 1.6194 0.0611 3.7% 0.0083 0.5% 69% False False 2,985
80 1.6805 1.5995 0.0810 4.9% 0.0069 0.4% 77% False False 2,371
100 1.6805 1.5864 0.0941 5.7% 0.0056 0.3% 80% False False 1,904
120 1.6805 1.5864 0.0941 5.7% 0.0046 0.3% 80% False False 1,590
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 0.0021
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.6879
2.618 1.6788
1.618 1.6732
1.000 1.6697
0.618 1.6676
HIGH 1.6641
0.618 1.6620
0.500 1.6613
0.382 1.6606
LOW 1.6585
0.618 1.6550
1.000 1.6529
1.618 1.6494
2.618 1.6438
4.250 1.6347
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 1.6614 1.6679
PP 1.6614 1.6658
S1 1.6613 1.6636

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

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