CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 27-Jan-2014
Day Change Summary
Previous Current
24-Jan-2014 27-Jan-2014 Change Change % Previous Week
Open 1.6476 1.6544 0.0068 0.4% 1.6447
High 1.6476 1.6544 0.0068 0.4% 1.6599
Low 1.6476 1.6544 0.0068 0.4% 1.6447
Close 1.6476 1.6544 0.0068 0.4% 1.6476
Range
ATR 0.0055 0.0056 0.0001 1.7% 0.0000
Volume 3 3 0 0.0% 12
Daily Pivots for day following 27-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.6544 1.6544 1.6544
R3 1.6544 1.6544 1.6544
R2 1.6544 1.6544 1.6544
R1 1.6544 1.6544 1.6544 1.6544
PP 1.6544 1.6544 1.6544 1.6544
S1 1.6544 1.6544 1.6544 1.6544
S2 1.6544 1.6544 1.6544
S3 1.6544 1.6544 1.6544
S4 1.6544 1.6544 1.6544
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.6963 1.6872 1.6560
R3 1.6811 1.6720 1.6518
R2 1.6659 1.6659 1.6504
R1 1.6568 1.6568 1.6490 1.6614
PP 1.6507 1.6507 1.6507 1.6530
S1 1.6416 1.6416 1.6462 1.6462
S2 1.6355 1.6355 1.6448
S3 1.6203 1.6264 1.6434
S4 1.6051 1.6112 1.6392
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6599 1.6447 0.0152 0.9% 0.0000 0.0% 64% False False 3
10 1.6599 1.6326 0.0273 1.7% 0.0001 0.0% 80% False False 2
20 1.6599 1.6326 0.0273 1.7% 0.0001 0.0% 80% False False 2
40 1.6599 1.6230 0.0369 2.2% 0.0001 0.0% 85% False False 2
60 1.6599 1.5851 0.0748 4.5% 0.0003 0.0% 93% False False 3
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 1.6544
2.618 1.6544
1.618 1.6544
1.000 1.6544
0.618 1.6544
HIGH 1.6544
0.618 1.6544
0.500 1.6544
0.382 1.6544
LOW 1.6544
0.618 1.6544
1.000 1.6544
1.618 1.6544
2.618 1.6544
4.250 1.6544
Fisher Pivots for day following 27-Jan-2014
Pivot 1 day 3 day
R1 1.6544 1.6542
PP 1.6544 1.6540
S1 1.6544 1.6538

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

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