CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 03-Jun-2014
Day Change Summary
Previous Current
02-Jun-2014 03-Jun-2014 Change Change % Previous Week
Open 1.6759 1.6745 -0.0014 -0.1% 1.6830
High 1.6764 1.6782 0.0018 0.1% 1.6880
Low 1.6724 1.6729 0.0005 0.0% 1.6691
Close 1.6744 1.6744 0.0000 0.0% 1.6762
Range 0.0040 0.0053 0.0013 32.5% 0.0189
ATR 0.0071 0.0070 -0.0001 -1.8% 0.0000
Volume 75,139 63,124 -12,015 -16.0% 339,393
Daily Pivots for day following 03-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.6911 1.6880 1.6773
R3 1.6858 1.6827 1.6759
R2 1.6805 1.6805 1.6754
R1 1.6774 1.6774 1.6749 1.6763
PP 1.6752 1.6752 1.6752 1.6746
S1 1.6721 1.6721 1.6739 1.6710
S2 1.6699 1.6699 1.6734
S3 1.6646 1.6668 1.6729
S4 1.6593 1.6615 1.6715
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 1.7345 1.7242 1.6866
R3 1.7156 1.7053 1.6814
R2 1.6967 1.6967 1.6797
R1 1.6864 1.6864 1.6779 1.6821
PP 1.6778 1.6778 1.6778 1.6756
S1 1.6675 1.6675 1.6745 1.6632
S2 1.6589 1.6589 1.6727
S3 1.6400 1.6486 1.6710
S4 1.6211 1.6297 1.6658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6813 1.6691 0.0122 0.7% 0.0064 0.4% 43% False False 78,999
10 1.6919 1.6691 0.0228 1.4% 0.0071 0.4% 23% False False 75,753
20 1.6992 1.6691 0.0301 1.8% 0.0073 0.4% 18% False False 76,974
40 1.6992 1.6556 0.0436 2.6% 0.0071 0.4% 43% False False 70,964
60 1.6992 1.6455 0.0537 3.2% 0.0073 0.4% 54% False False 72,838
80 1.6992 1.6294 0.0698 4.2% 0.0079 0.5% 64% False False 55,744
100 1.6992 1.6239 0.0753 4.5% 0.0082 0.5% 67% False False 44,649
120 1.6992 1.6194 0.0798 4.8% 0.0078 0.5% 69% False False 37,258
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7007
2.618 1.6921
1.618 1.6868
1.000 1.6835
0.618 1.6815
HIGH 1.6782
0.618 1.6762
0.500 1.6756
0.382 1.6749
LOW 1.6729
0.618 1.6696
1.000 1.6676
1.618 1.6643
2.618 1.6590
4.250 1.6504
Fisher Pivots for day following 03-Jun-2014
Pivot 1 day 3 day
R1 1.6756 1.6749
PP 1.6752 1.6747
S1 1.6748 1.6746

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

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