CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 17-Mar-2014
Day Change Summary
Previous Current
14-Mar-2014 17-Mar-2014 Change Change % Previous Week
Open 1.6612 1.6633 0.0021 0.1% 1.6717
High 1.6645 1.6655 0.0010 0.1% 1.6729
Low 1.6576 1.6593 0.0017 0.1% 1.6557
Close 1.6619 1.6626 0.0007 0.0% 1.6619
Range 0.0069 0.0062 -0.0007 -10.1% 0.0172
ATR 0.0089 0.0087 -0.0002 -2.2% 0.0000
Volume 89,368 66,911 -22,457 -25.1% 337,229
Daily Pivots for day following 17-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.6811 1.6780 1.6660
R3 1.6749 1.6718 1.6643
R2 1.6687 1.6687 1.6637
R1 1.6656 1.6656 1.6632 1.6641
PP 1.6625 1.6625 1.6625 1.6617
S1 1.6594 1.6594 1.6620 1.6579
S2 1.6563 1.6563 1.6615
S3 1.6501 1.6532 1.6609
S4 1.6439 1.6470 1.6592
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.7151 1.7057 1.6714
R3 1.6979 1.6885 1.6666
R2 1.6807 1.6807 1.6651
R1 1.6713 1.6713 1.6635 1.6674
PP 1.6635 1.6635 1.6635 1.6616
S1 1.6541 1.6541 1.6603 1.6502
S2 1.6463 1.6463 1.6587
S3 1.6291 1.6369 1.6572
S4 1.6119 1.6197 1.6524
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6710 1.6557 0.0153 0.9% 0.0074 0.4% 45% False False 75,939
10 1.6773 1.6557 0.0216 1.3% 0.0082 0.5% 32% False False 46,308
20 1.6805 1.6557 0.0248 1.5% 0.0089 0.5% 28% False False 24,484
40 1.6805 1.6239 0.0566 3.4% 0.0094 0.6% 68% False False 12,439
60 1.6805 1.6239 0.0566 3.4% 0.0086 0.5% 68% False False 8,323
80 1.6805 1.6062 0.0743 4.5% 0.0072 0.4% 76% False False 6,379
100 1.6805 1.5864 0.0941 5.7% 0.0059 0.4% 81% False False 5,110
120 1.6805 1.5864 0.0941 5.7% 0.0049 0.3% 81% False False 4,262
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6919
2.618 1.6817
1.618 1.6755
1.000 1.6717
0.618 1.6693
HIGH 1.6655
0.618 1.6631
0.500 1.6624
0.382 1.6617
LOW 1.6593
0.618 1.6555
1.000 1.6531
1.618 1.6493
2.618 1.6431
4.250 1.6330
Fisher Pivots for day following 17-Mar-2014
Pivot 1 day 3 day
R1 1.6625 1.6643
PP 1.6625 1.6637
S1 1.6624 1.6632

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

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