CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 09-May-2014
Day Change Summary
Previous Current
08-May-2014 09-May-2014 Change Change % Previous Week
Open 1.6948 1.6928 -0.0020 -0.1% 1.6870
High 1.6969 1.6939 -0.0030 -0.2% 1.6992
Low 1.6920 1.6827 -0.0093 -0.5% 1.6827
Close 1.6939 1.6838 -0.0101 -0.6% 1.6838
Range 0.0049 0.0112 0.0063 128.6% 0.0165
ATR 0.0069 0.0072 0.0003 4.5% 0.0000
Volume 101,393 92,837 -8,556 -8.4% 382,418
Daily Pivots for day following 09-May-2014
Classic Woodie Camarilla DeMark
R4 1.7204 1.7133 1.6900
R3 1.7092 1.7021 1.6869
R2 1.6980 1.6980 1.6859
R1 1.6909 1.6909 1.6848 1.6889
PP 1.6868 1.6868 1.6868 1.6858
S1 1.6797 1.6797 1.6828 1.6777
S2 1.6756 1.6756 1.6817
S3 1.6644 1.6685 1.6807
S4 1.6532 1.6573 1.6776
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 1.7381 1.7274 1.6929
R3 1.7216 1.7109 1.6883
R2 1.7051 1.7051 1.6868
R1 1.6944 1.6944 1.6853 1.6915
PP 1.6886 1.6886 1.6886 1.6871
S1 1.6779 1.6779 1.6823 1.6750
S2 1.6721 1.6721 1.6808
S3 1.6556 1.6614 1.6793
S4 1.6391 1.6449 1.6747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6992 1.6827 0.0165 1.0% 0.0071 0.4% 7% False True 76,483
10 1.6992 1.6770 0.0222 1.3% 0.0073 0.4% 31% False False 76,521
20 1.6992 1.6640 0.0352 2.1% 0.0068 0.4% 56% False False 67,417
40 1.6992 1.6455 0.0537 3.2% 0.0073 0.4% 71% False False 73,388
60 1.6992 1.6455 0.0537 3.2% 0.0079 0.5% 71% False False 54,510
80 1.6992 1.6239 0.0753 4.5% 0.0084 0.5% 80% False False 40,966
100 1.6992 1.6194 0.0798 4.7% 0.0080 0.5% 81% False False 32,786
120 1.6992 1.6040 0.0952 5.7% 0.0072 0.4% 84% False False 27,413
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.7415
2.618 1.7232
1.618 1.7120
1.000 1.7051
0.618 1.7008
HIGH 1.6939
0.618 1.6896
0.500 1.6883
0.382 1.6870
LOW 1.6827
0.618 1.6758
1.000 1.6715
1.618 1.6646
2.618 1.6534
4.250 1.6351
Fisher Pivots for day following 09-May-2014
Pivot 1 day 3 day
R1 1.6883 1.6905
PP 1.6868 1.6882
S1 1.6853 1.6860

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

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