CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 07-Mar-2014
Day Change Summary
Previous Current
06-Mar-2014 07-Mar-2014 Change Change % Previous Week
Open 1.6670 1.6701 0.0031 0.2% 1.6690
High 1.6714 1.6701 -0.0013 -0.1% 1.6714
Low 1.6670 1.6701 0.0031 0.2% 1.6635
Close 1.6714 1.6701 -0.0013 -0.1% 1.6701
Range 0.0044 0.0000 -0.0044 -100.0% 0.0079
ATR 0.0049 0.0046 -0.0003 -5.2% 0.0000
Volume 10 5 -5 -50.0% 30
Daily Pivots for day following 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.6701 1.6701 1.6701
R3 1.6701 1.6701 1.6701
R2 1.6701 1.6701 1.6701
R1 1.6701 1.6701 1.6701 1.6701
PP 1.6701 1.6701 1.6701 1.6701
S1 1.6701 1.6701 1.6701 1.6701
S2 1.6701 1.6701 1.6701
S3 1.6701 1.6701 1.6701
S4 1.6701 1.6701 1.6701
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.6920 1.6890 1.6744
R3 1.6841 1.6811 1.6723
R2 1.6762 1.6762 1.6715
R1 1.6732 1.6732 1.6708 1.6747
PP 1.6683 1.6683 1.6683 1.6691
S1 1.6653 1.6653 1.6694 1.6668
S2 1.6604 1.6604 1.6687
S3 1.6525 1.6574 1.6679
S4 1.6446 1.6495 1.6658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6714 1.6635 0.0079 0.5% 0.0037 0.2% 84% False False 6
10 1.6733 1.6615 0.0118 0.7% 0.0021 0.1% 73% False False 6
20 1.6733 1.6375 0.0358 2.1% 0.0010 0.1% 91% False False 4
40 1.6733 1.6241 0.0492 2.9% 0.0007 0.0% 93% False False 4
60 1.6733 1.6230 0.0503 3.0% 0.0005 0.0% 94% False False 3
80 1.6733 1.5851 0.0882 5.3% 0.0004 0.0% 96% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6701
2.618 1.6701
1.618 1.6701
1.000 1.6701
0.618 1.6701
HIGH 1.6701
0.618 1.6701
0.500 1.6701
0.382 1.6701
LOW 1.6701
0.618 1.6701
1.000 1.6701
1.618 1.6701
2.618 1.6701
4.250 1.6701
Fisher Pivots for day following 07-Mar-2014
Pivot 1 day 3 day
R1 1.6701 1.6695
PP 1.6701 1.6688
S1 1.6701 1.6682

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

View Archives - Comment on this page... - Back to Index of Symbols