CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 15-Jan-2014
Day Change Summary
Previous Current
14-Jan-2014 15-Jan-2014 Change Change % Previous Week
Open 1.6404 1.6326 -0.0078 -0.5% 1.6373
High 1.6404 1.6337 -0.0067 -0.4% 1.6441
Low 1.6404 1.6326 -0.0078 -0.5% 1.6373
Close 1.6404 1.6337 -0.0067 -0.4% 1.6441
Range 0.0000 0.0011 0.0011 0.0068
ATR 0.0044 0.0046 0.0002 5.6% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 15-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.6366 1.6363 1.6343
R3 1.6355 1.6352 1.6340
R2 1.6344 1.6344 1.6339
R1 1.6341 1.6341 1.6338 1.6343
PP 1.6333 1.6333 1.6333 1.6334
S1 1.6330 1.6330 1.6336 1.6332
S2 1.6322 1.6322 1.6335
S3 1.6311 1.6319 1.6334
S4 1.6300 1.6308 1.6331
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.6622 1.6600 1.6478
R3 1.6554 1.6532 1.6460
R2 1.6486 1.6486 1.6453
R1 1.6464 1.6464 1.6447 1.6475
PP 1.6418 1.6418 1.6418 1.6424
S1 1.6396 1.6396 1.6435 1.6407
S2 1.6350 1.6350 1.6429
S3 1.6282 1.6328 1.6422
S4 1.6214 1.6260 1.6404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6441 1.6326 0.0115 0.7% 0.0002 0.0% 10% False True 2
10 1.6441 1.6326 0.0115 0.7% 0.0001 0.0% 10% False True 2
20 1.6531 1.6230 0.0301 1.8% 0.0001 0.0% 36% False False 2
40 1.6531 1.6049 0.0482 3.0% 0.0002 0.0% 60% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 1.6384
2.618 1.6366
1.618 1.6355
1.000 1.6348
0.618 1.6344
HIGH 1.6337
0.618 1.6333
0.500 1.6332
0.382 1.6330
LOW 1.6326
0.618 1.6319
1.000 1.6315
1.618 1.6308
2.618 1.6297
4.250 1.6279
Fisher Pivots for day following 15-Jan-2014
Pivot 1 day 3 day
R1 1.6335 1.6365
PP 1.6333 1.6356
S1 1.6332 1.6346

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

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