CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 21-Mar-2014
Day Change Summary
Previous Current
20-Mar-2014 21-Mar-2014 Change Change % Previous Week
Open 1.6522 1.6498 -0.0024 -0.1% 1.6633
High 1.6557 1.6510 -0.0047 -0.3% 1.6655
Low 1.6469 1.6465 -0.0004 0.0% 1.6465
Close 1.6493 1.6484 -0.0009 -0.1% 1.6484
Range 0.0088 0.0045 -0.0043 -48.9% 0.0190
ATR 0.0092 0.0089 -0.0003 -3.7% 0.0000
Volume 78,804 67,188 -11,616 -14.7% 434,029
Daily Pivots for day following 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.6621 1.6598 1.6509
R3 1.6576 1.6553 1.6496
R2 1.6531 1.6531 1.6492
R1 1.6508 1.6508 1.6488 1.6497
PP 1.6486 1.6486 1.6486 1.6481
S1 1.6463 1.6463 1.6480 1.6452
S2 1.6441 1.6441 1.6476
S3 1.6396 1.6418 1.6472
S4 1.6351 1.6373 1.6459
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.7105 1.6984 1.6589
R3 1.6915 1.6794 1.6536
R2 1.6725 1.6725 1.6519
R1 1.6604 1.6604 1.6501 1.6570
PP 1.6535 1.6535 1.6535 1.6517
S1 1.6414 1.6414 1.6467 1.6380
S2 1.6345 1.6345 1.6449
S3 1.6155 1.6224 1.6432
S4 1.5965 1.6034 1.6380
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6655 1.6465 0.0190 1.2% 0.0089 0.5% 10% False True 86,805
10 1.6729 1.6465 0.0264 1.6% 0.0087 0.5% 7% False True 77,125
20 1.6773 1.6465 0.0308 1.9% 0.0086 0.5% 6% False True 42,001
40 1.6805 1.6239 0.0566 3.4% 0.0093 0.6% 43% False False 21,595
60 1.6805 1.6239 0.0566 3.4% 0.0087 0.5% 43% False False 14,439
80 1.6805 1.6122 0.0683 4.1% 0.0077 0.5% 53% False False 10,966
100 1.6805 1.5864 0.0941 5.7% 0.0063 0.4% 66% False False 8,781
120 1.6805 1.5864 0.0941 5.7% 0.0052 0.3% 66% False False 7,320
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 0.0023
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1.6701
2.618 1.6628
1.618 1.6583
1.000 1.6555
0.618 1.6538
HIGH 1.6510
0.618 1.6493
0.500 1.6488
0.382 1.6482
LOW 1.6465
0.618 1.6437
1.000 1.6420
1.618 1.6392
2.618 1.6347
4.250 1.6274
Fisher Pivots for day following 21-Mar-2014
Pivot 1 day 3 day
R1 1.6488 1.6555
PP 1.6486 1.6531
S1 1.6485 1.6508

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

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