CME British Pound Future June 2014

Trading Metrics calculated at close of trading on 16-May-2014

Day Change Summary
	Previous	Current
	15-May-2014	16-May-2014	Change	Change %	Previous Week
Open	1.6762	1.6786	0.0024	0.1%	1.6848
High	1.6801	1.6840	0.0039	0.2%	1.6899
Low	1.6727	1.6780	0.0053	0.3%	1.6727
Close	1.6791	1.6817	0.0026	0.2%	1.6817
Range	0.0074	0.0060	-0.0014	-18.9%	0.0172
ATR	0.0074	0.0073	-0.0001	-1.4%	0.0000
Volume	81,568	61,760	-19,808	-24.3%	376,223

Daily Pivots for day following 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6992	1.6965	1.6850
R3	1.6932	1.6905	1.6834
R2	1.6872	1.6872	1.6828
R1	1.6845	1.6845	1.6823	1.6859
PP	1.6812	1.6812	1.6812	1.6819
S1	1.6785	1.6785	1.6812	1.6799
S2	1.6752	1.6752	1.6806
S3	1.6692	1.6725	1.6801
S4	1.6632	1.6665	1.6784

Weekly Pivots for week ending 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7330	1.7246	1.6912
R3	1.7158	1.7074	1.6864
R2	1.6986	1.6986	1.6849
R1	1.6902	1.6902	1.6833	1.6858
PP	1.6814	1.6814	1.6814	1.6793
S1	1.6730	1.6730	1.6801	1.6686
S2	1.6642	1.6642	1.6785
S3	1.6470	1.6558	1.6770
S4	1.6298	1.6386	1.6722

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6899	1.6727	0.0172	1.0%	0.0076	0.5%	52%	False	False	75,244
10	1.6992	1.6727	0.0265	1.6%	0.0074	0.4%	34%	False	False	75,864
20	1.6992	1.6727	0.0265	1.6%	0.0068	0.4%	34%	False	False	69,747
40	1.6992	1.6455	0.0537	3.2%	0.0071	0.4%	67%	False	False	71,388
60	1.6992	1.6455	0.0537	3.2%	0.0077	0.5%	67%	False	False	60,494
80	1.6992	1.6239	0.0753	4.5%	0.0082	0.5%	77%	False	False	45,657
100	1.6992	1.6239	0.0753	4.5%	0.0080	0.5%	77%	False	False	36,547
120	1.6992	1.6122	0.0870	5.2%	0.0075	0.4%	80%	False	False	30,547

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0017
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.7095
2.618	1.6997
1.618	1.6937
1.000	1.6900
0.618	1.6877
HIGH	1.6840
0.618	1.6817
0.500	1.6810
0.382	1.6803
LOW	1.6780
0.618	1.6743
1.000	1.6720
1.618	1.6683
2.618	1.6623
4.250	1.6525

Fisher Pivots for day following 16-May-2014
Pivot	1 day	3 day
R1	1.6815	1.6811
PP	1.6812	1.6805
S1	1.6810	1.6799

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols