CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 1.6749 1.6736 -0.0013 -0.1% 1.6830
High 1.6768 1.6825 0.0057 0.3% 1.6880
Low 1.6697 1.6721 0.0024 0.1% 1.6691
Close 1.6742 1.6814 0.0072 0.4% 1.6762
Range 0.0071 0.0104 0.0033 46.5% 0.0189
ATR 0.0070 0.0072 0.0002 3.5% 0.0000
Volume 73,953 130,875 56,922 77.0% 339,393
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.7099 1.7060 1.6871
R3 1.6995 1.6956 1.6843
R2 1.6891 1.6891 1.6833
R1 1.6852 1.6852 1.6824 1.6872
PP 1.6787 1.6787 1.6787 1.6796
S1 1.6748 1.6748 1.6804 1.6768
S2 1.6683 1.6683 1.6795
S3 1.6579 1.6644 1.6785
S4 1.6475 1.6540 1.6757
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 1.6825 1.6697 0.0128 0.8% 0.0066 0.4% 91% True False 84,977
10 1.6915 1.6691 0.0224 1.3% 0.0073 0.4% 55% False False 80,210
20 1.6969 1.6691 0.0278 1.7% 0.0073 0.4% 44% False False 79,297
40 1.6992 1.6640 0.0352 2.1% 0.0070 0.4% 49% False False 72,146
60 1.6992 1.6455 0.0537 3.2% 0.0073 0.4% 67% False False 74,860
80 1.6992 1.6375 0.0617 3.7% 0.0079 0.5% 71% False False 58,297
100 1.6992 1.6239 0.0753 4.5% 0.0082 0.5% 76% False False 46,696
120 1.6992 1.6194 0.0798 4.7% 0.0078 0.5% 78% False False 38,922
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.7267
2.618 1.7097
1.618 1.6993
1.000 1.6929
0.618 1.6889
HIGH 1.6825
0.618 1.6785
0.500 1.6773
0.382 1.6761
LOW 1.6721
0.618 1.6657
1.000 1.6617
1.618 1.6553
2.618 1.6449
4.250 1.6279
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 1.6800 1.6796
PP 1.6787 1.6779
S1 1.6773 1.6761

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

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