CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 17-Jan-2014
Day Change Summary
Previous Current
16-Jan-2014 17-Jan-2014 Change Change % Previous Week
Open 1.6327 1.6389 0.0062 0.4% 1.6357
High 1.6327 1.6389 0.0062 0.4% 1.6404
Low 1.6327 1.6389 0.0062 0.4% 1.6326
Close 1.6327 1.6389 0.0062 0.4% 1.6389
Range
ATR 0.0044 0.0045 0.0001 3.0% 0.0000
Volume 3 3 0 0.0% 12
Daily Pivots for day following 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.6389 1.6389 1.6389
R3 1.6389 1.6389 1.6389
R2 1.6389 1.6389 1.6389
R1 1.6389 1.6389 1.6389 1.6389
PP 1.6389 1.6389 1.6389 1.6389
S1 1.6389 1.6389 1.6389 1.6389
S2 1.6389 1.6389 1.6389
S3 1.6389 1.6389 1.6389
S4 1.6389 1.6389 1.6389
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.6607 1.6576 1.6432
R3 1.6529 1.6498 1.6410
R2 1.6451 1.6451 1.6403
R1 1.6420 1.6420 1.6396 1.6436
PP 1.6373 1.6373 1.6373 1.6381
S1 1.6342 1.6342 1.6382 1.6358
S2 1.6295 1.6295 1.6375
S3 1.6217 1.6264 1.6368
S4 1.6139 1.6186 1.6346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6404 1.6326 0.0078 0.5% 0.0002 0.0% 81% False False 2
10 1.6441 1.6326 0.0115 0.7% 0.0001 0.0% 55% False False 2
20 1.6531 1.6300 0.0231 1.4% 0.0001 0.0% 39% False False 2
40 1.6531 1.6049 0.0482 2.9% 0.0002 0.0% 71% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.6389
2.618 1.6389
1.618 1.6389
1.000 1.6389
0.618 1.6389
HIGH 1.6389
0.618 1.6389
0.500 1.6389
0.382 1.6389
LOW 1.6389
0.618 1.6389
1.000 1.6389
1.618 1.6389
2.618 1.6389
4.250 1.6389
Fisher Pivots for day following 17-Jan-2014
Pivot 1 day 3 day
R1 1.6389 1.6379
PP 1.6389 1.6368
S1 1.6389 1.6358

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

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