CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 05-Feb-2014
Day Change Summary
Previous Current
04-Feb-2014 05-Feb-2014 Change Change % Previous Week
Open 1.6290 1.6283 -0.0007 0.0% 1.6544
High 1.6291 1.6283 -0.0008 0.0% 1.6549
Low 1.6290 1.6283 -0.0007 0.0% 1.6403
Close 1.6291 1.6283 -0.0008 0.0% 1.6404
Range 0.0001 0.0000 -0.0001 -100.0% 0.0146
ATR 0.0054 0.0051 -0.0003 -6.1% 0.0000
Volume 1 1 0 0.0% 44
Daily Pivots for day following 05-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.6283 1.6283 1.6283
R3 1.6283 1.6283 1.6283
R2 1.6283 1.6283 1.6283
R1 1.6283 1.6283 1.6283 1.6283
PP 1.6283 1.6283 1.6283 1.6283
S1 1.6283 1.6283 1.6283 1.6283
S2 1.6283 1.6283 1.6283
S3 1.6283 1.6283 1.6283
S4 1.6283 1.6283 1.6283
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.6890 1.6793 1.6484
R3 1.6744 1.6647 1.6444
R2 1.6598 1.6598 1.6431
R1 1.6501 1.6501 1.6417 1.6477
PP 1.6452 1.6452 1.6452 1.6440
S1 1.6355 1.6355 1.6391 1.6331
S2 1.6306 1.6306 1.6377
S3 1.6160 1.6209 1.6364
S4 1.6014 1.6063 1.6324
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6448 1.6277 0.0171 1.1% 0.0000 0.0% 4% False False 7
10 1.6599 1.6277 0.0322 2.0% 0.0000 0.0% 2% False False 5
20 1.6599 1.6277 0.0322 2.0% 0.0001 0.0% 2% False False 3
40 1.6599 1.6230 0.0369 2.3% 0.0000 0.0% 14% False False 2
60 1.6599 1.5851 0.0748 4.6% 0.0001 0.0% 58% False False 3
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6283
2.618 1.6283
1.618 1.6283
1.000 1.6283
0.618 1.6283
HIGH 1.6283
0.618 1.6283
0.500 1.6283
0.382 1.6283
LOW 1.6283
0.618 1.6283
1.000 1.6283
1.618 1.6283
2.618 1.6283
4.250 1.6283
Fisher Pivots for day following 05-Feb-2014
Pivot 1 day 3 day
R1 1.6283 1.6284
PP 1.6283 1.6284
S1 1.6283 1.6283

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

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