CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 26-Mar-2014
Day Change Summary
Previous Current
25-Mar-2014 26-Mar-2014 Change Change % Previous Week
Open 1.6485 1.6523 0.0038 0.2% 1.6633
High 1.6540 1.6587 0.0047 0.3% 1.6655
Low 1.6471 1.6499 0.0028 0.2% 1.6465
Close 1.6521 1.6565 0.0044 0.3% 1.6484
Range 0.0069 0.0088 0.0019 27.5% 0.0190
ATR 0.0086 0.0086 0.0000 0.1% 0.0000
Volume 82,892 74,421 -8,471 -10.2% 434,029
Daily Pivots for day following 26-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.6814 1.6778 1.6613
R3 1.6726 1.6690 1.6589
R2 1.6638 1.6638 1.6581
R1 1.6602 1.6602 1.6573 1.6620
PP 1.6550 1.6550 1.6550 1.6560
S1 1.6514 1.6514 1.6557 1.6532
S2 1.6462 1.6462 1.6549
S3 1.6374 1.6426 1.6541
S4 1.6286 1.6338 1.6517
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 1.6587 1.6455 0.0132 0.8% 0.0072 0.4% 83% True False 74,290
10 1.6710 1.6455 0.0255 1.5% 0.0086 0.5% 43% False False 84,230
20 1.6773 1.6455 0.0318 1.9% 0.0085 0.5% 35% False False 53,080
40 1.6805 1.6239 0.0566 3.4% 0.0090 0.5% 58% False False 27,207
60 1.6805 1.6239 0.0566 3.4% 0.0089 0.5% 58% False False 18,197
80 1.6805 1.6194 0.0611 3.7% 0.0079 0.5% 61% False False 13,784
100 1.6805 1.5864 0.0941 5.7% 0.0065 0.4% 74% False False 11,035
120 1.6805 1.5864 0.0941 5.7% 0.0054 0.3% 74% False False 9,198
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0024
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6961
2.618 1.6817
1.618 1.6729
1.000 1.6675
0.618 1.6641
HIGH 1.6587
0.618 1.6553
0.500 1.6543
0.382 1.6533
LOW 1.6499
0.618 1.6445
1.000 1.6411
1.618 1.6357
2.618 1.6269
4.250 1.6125
Fisher Pivots for day following 26-Mar-2014
Pivot 1 day 3 day
R1 1.6558 1.6550
PP 1.6550 1.6536
S1 1.6543 1.6521

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

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