CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 29-Jan-2014
Day Change Summary
Previous Current
28-Jan-2014 29-Jan-2014 Change Change % Previous Week
Open 1.6549 1.6545 -0.0004 0.0% 1.6447
High 1.6549 1.6545 -0.0004 0.0% 1.6599
Low 1.6549 1.6545 -0.0004 0.0% 1.6447
Close 1.6549 1.6545 -0.0004 0.0% 1.6476
Range
ATR 0.0052 0.0049 -0.0003 -6.6% 0.0000
Volume 3 4 1 33.3% 12
Daily Pivots for day following 29-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.6545 1.6545 1.6545
R3 1.6545 1.6545 1.6545
R2 1.6545 1.6545 1.6545
R1 1.6545 1.6545 1.6545 1.6545
PP 1.6545 1.6545 1.6545 1.6545
S1 1.6545 1.6545 1.6545 1.6545
S2 1.6545 1.6545 1.6545
S3 1.6545 1.6545 1.6545
S4 1.6545 1.6545 1.6545
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 1.6476 0.0123 0.7% 0.0000 0.0% 56% False False 3
10 1.6599 1.6326 0.0273 1.7% 0.0001 0.0% 80% False False 3
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.6545
2.618 1.6545
1.618 1.6545
1.000 1.6545
0.618 1.6545
HIGH 1.6545
0.618 1.6545
0.500 1.6545
0.382 1.6545
LOW 1.6545
0.618 1.6545
1.000 1.6545
1.618 1.6545
2.618 1.6545
4.250 1.6545
Fisher Pivots for day following 29-Jan-2014
Pivot 1 day 3 day
R1 1.6545 1.6547
PP 1.6545 1.6546
S1 1.6545 1.6546

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

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