CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 06-Mar-2014
Day Change Summary
Previous Current
05-Mar-2014 06-Mar-2014 Change Change % Previous Week
Open 1.6650 1.6670 0.0020 0.1% 1.6638
High 1.6689 1.6714 0.0025 0.1% 1.6733
Low 1.6650 1.6670 0.0020 0.1% 1.6615
Close 1.6689 1.6714 0.0025 0.1% 1.6733
Range 0.0039 0.0044 0.0005 12.8% 0.0118
ATR 0.0049 0.0049 0.0000 -0.7% 0.0000
Volume 6 10 4 66.7% 34
Daily Pivots for day following 06-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.6831 1.6817 1.6738
R3 1.6787 1.6773 1.6726
R2 1.6743 1.6743 1.6722
R1 1.6729 1.6729 1.6718 1.6736
PP 1.6699 1.6699 1.6699 1.6703
S1 1.6685 1.6685 1.6710 1.6692
S2 1.6655 1.6655 1.6706
S3 1.6611 1.6641 1.6702
S4 1.6567 1.6597 1.6690
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.7048 1.7008 1.6798
R3 1.6930 1.6890 1.6765
R2 1.6812 1.6812 1.6755
R1 1.6772 1.6772 1.6744 1.6792
PP 1.6694 1.6694 1.6694 1.6704
S1 1.6654 1.6654 1.6722 1.6674
S2 1.6576 1.6576 1.6711
S3 1.6458 1.6536 1.6701
S4 1.6340 1.6418 1.6668
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6733 1.6635 0.0098 0.6% 0.0037 0.2% 81% False False 5
10 1.6733 1.6615 0.0118 0.7% 0.0021 0.1% 84% False False 6
20 1.6733 1.6241 0.0492 2.9% 0.0013 0.1% 96% False False 4
40 1.6733 1.6241 0.0492 2.9% 0.0007 0.0% 96% False False 4
60 1.6733 1.6230 0.0503 3.0% 0.0005 0.0% 96% False False 3
80 1.6733 1.5851 0.0882 5.3% 0.0004 0.0% 98% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6901
2.618 1.6829
1.618 1.6785
1.000 1.6758
0.618 1.6741
HIGH 1.6714
0.618 1.6697
0.500 1.6692
0.382 1.6687
LOW 1.6670
0.618 1.6643
1.000 1.6626
1.618 1.6599
2.618 1.6555
4.250 1.6483
Fisher Pivots for day following 06-Mar-2014
Pivot 1 day 3 day
R1 1.6707 1.6702
PP 1.6699 1.6689
S1 1.6692 1.6677

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

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