CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 27-Feb-2014
Day Change Summary
Previous Current
26-Feb-2014 27-Feb-2014 Change Change % Previous Week
Open 1.6615 1.6659 0.0044 0.3% 1.6656
High 1.6637 1.6659 0.0022 0.1% 1.6670
Low 1.6615 1.6659 0.0044 0.3% 1.6619
Close 1.6637 1.6659 0.0022 0.1% 1.6619
Range 0.0022 0.0000 -0.0022 -100.0% 0.0051
ATR 0.0046 0.0044 -0.0002 -3.7% 0.0000
Volume 10 2 -8 -80.0% 22
Daily Pivots for day following 27-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.6659 1.6659 1.6659
R3 1.6659 1.6659 1.6659
R2 1.6659 1.6659 1.6659
R1 1.6659 1.6659 1.6659 1.6659
PP 1.6659 1.6659 1.6659 1.6659
S1 1.6659 1.6659 1.6659 1.6659
S2 1.6659 1.6659 1.6659
S3 1.6659 1.6659 1.6659
S4 1.6659 1.6659 1.6659
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.6789 1.6755 1.6647
R3 1.6738 1.6704 1.6633
R2 1.6687 1.6687 1.6628
R1 1.6653 1.6653 1.6624 1.6645
PP 1.6636 1.6636 1.6636 1.6632
S1 1.6602 1.6602 1.6614 1.6594
S2 1.6585 1.6585 1.6610
S3 1.6534 1.6551 1.6605
S4 1.6483 1.6500 1.6591
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6659 1.6615 0.0044 0.3% 0.0004 0.0% 100% True False 8
10 1.6714 1.6615 0.0099 0.6% 0.0002 0.0% 44% False False 5
20 1.6714 1.6241 0.0473 2.8% 0.0004 0.0% 88% False False 4
40 1.6714 1.6241 0.0473 2.8% 0.0002 0.0% 88% False False 3
60 1.6714 1.6230 0.0484 2.9% 0.0002 0.0% 89% False False 3
80 1.6714 1.5851 0.0863 5.2% 0.0003 0.0% 94% False False 4
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 True
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6659
2.618 1.6659
1.618 1.6659
1.000 1.6659
0.618 1.6659
HIGH 1.6659
0.618 1.6659
0.500 1.6659
0.382 1.6659
LOW 1.6659
0.618 1.6659
1.000 1.6659
1.618 1.6659
2.618 1.6659
4.250 1.6659
Fisher Pivots for day following 27-Feb-2014
Pivot 1 day 3 day
R1 1.6659 1.6652
PP 1.6659 1.6644
S1 1.6659 1.6637

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

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