CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 1.6616 1.6610 -0.0006 0.0% 1.6690
High 1.6616 1.6610 -0.0006 0.0% 1.6714
Low 1.6616 1.6603 -0.0013 -0.1% 1.6635
Close 1.6616 1.6603 -0.0013 -0.1% 1.6701
Range 0.0000 0.0007 0.0007 0.0079
ATR 0.0049 0.0046 -0.0003 -5.2% 0.0000
Volume 5 5 0 0.0% 30
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.6626 1.6622 1.6607
R3 1.6619 1.6615 1.6605
R2 1.6612 1.6612 1.6604
R1 1.6608 1.6608 1.6604 1.6607
PP 1.6605 1.6605 1.6605 1.6605
S1 1.6601 1.6601 1.6602 1.6600
S2 1.6598 1.6598 1.6602
S3 1.6591 1.6594 1.6601
S4 1.6584 1.6587 1.6599
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 1.6603 0.0111 0.7% 0.0018 0.1% 0% False True 6
10 1.6733 1.6603 0.0130 0.8% 0.0021 0.1% 0% False True 5
20 1.6733 1.6421 0.0312 1.9% 0.0011 0.1% 58% False False 5
40 1.6733 1.6241 0.0492 3.0% 0.0007 0.0% 74% False False 4
60 1.6733 1.6230 0.0503 3.0% 0.0005 0.0% 74% False False 3
80 1.6733 1.5983 0.0750 4.5% 0.0004 0.0% 83% False False 2
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 True
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 1.6640
2.618 1.6628
1.618 1.6621
1.000 1.6617
0.618 1.6614
HIGH 1.6610
0.618 1.6607
0.500 1.6607
0.382 1.6606
LOW 1.6603
0.618 1.6599
1.000 1.6596
1.618 1.6592
2.618 1.6585
4.250 1.6573
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 1.6607 1.6652
PP 1.6605 1.6636
S1 1.6604 1.6619

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

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