CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 12-Mar-2014
Day Change Summary
Previous Current
11-Mar-2014 12-Mar-2014 Change Change % Previous Week
Open 1.6632 1.6602 -0.0030 -0.2% 1.6720
High 1.6641 1.6623 -0.0018 -0.1% 1.6773
Low 1.6585 1.6557 -0.0028 -0.2% 1.6627
Close 1.6615 1.6603 -0.0012 -0.1% 1.6714
Range 0.0056 0.0066 0.0010 17.9% 0.0146
ATR 0.0090 0.0089 -0.0002 -1.9% 0.0000
Volume 59,066 70,906 11,840 20.0% 60,671
Daily Pivots for day following 12-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.6792 1.6764 1.6639
R3 1.6726 1.6698 1.6621
R2 1.6660 1.6660 1.6615
R1 1.6632 1.6632 1.6609 1.6646
PP 1.6594 1.6594 1.6594 1.6602
S1 1.6566 1.6566 1.6597 1.6580
S2 1.6528 1.6528 1.6591
S3 1.6462 1.6500 1.6585
S4 1.6396 1.6434 1.6567
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 1.6557 0.0216 1.3% 0.0082 0.5% 21% False True 40,233
10 1.6773 1.6557 0.0216 1.3% 0.0083 0.5% 21% False True 21,929
20 1.6805 1.6411 0.0394 2.4% 0.0094 0.6% 49% False False 12,148
40 1.6805 1.6239 0.0566 3.4% 0.0094 0.6% 64% False False 6,216
60 1.6805 1.6194 0.0611 3.7% 0.0083 0.5% 67% False False 4,162
80 1.6805 1.6030 0.0775 4.7% 0.0070 0.4% 74% False False 3,257
100 1.6805 1.5864 0.0941 5.7% 0.0056 0.3% 79% False False 2,613
120 1.6805 1.5864 0.0941 5.7% 0.0047 0.3% 79% False False 2,181
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6904
2.618 1.6796
1.618 1.6730
1.000 1.6689
0.618 1.6664
HIGH 1.6623
0.618 1.6598
0.500 1.6590
0.382 1.6582
LOW 1.6557
0.618 1.6516
1.000 1.6491
1.618 1.6450
2.618 1.6384
4.250 1.6277
Fisher Pivots for day following 12-Mar-2014
Pivot 1 day 3 day
R1 1.6599 1.6643
PP 1.6594 1.6630
S1 1.6590 1.6616

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

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