CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 17-Mar-2014
Day Change Summary
Previous Current
14-Mar-2014 17-Mar-2014 Change Change % Previous Week
Open 1.6580 1.6628 0.0048 0.3% 1.6616
High 1.6624 1.6640 0.0016 0.1% 1.6624
Low 1.6575 1.6614 0.0039 0.2% 1.6575
Close 1.6607 1.6614 0.0007 0.0% 1.6607
Range 0.0049 0.0026 -0.0023 -46.9% 0.0049
ATR 0.0042 0.0042 -0.0001 -1.6% 0.0000
Volume 5 8 3 60.0% 43
Daily Pivots for day following 17-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.6701 1.6683 1.6628
R3 1.6675 1.6657 1.6621
R2 1.6649 1.6649 1.6619
R1 1.6631 1.6631 1.6616 1.6627
PP 1.6623 1.6623 1.6623 1.6621
S1 1.6605 1.6605 1.6612 1.6601
S2 1.6597 1.6597 1.6609
S3 1.6571 1.6579 1.6607
S4 1.6545 1.6553 1.6600
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.6749 1.6727 1.6634
R3 1.6700 1.6678 1.6620
R2 1.6651 1.6651 1.6616
R1 1.6629 1.6629 1.6611 1.6616
PP 1.6602 1.6602 1.6602 1.6595
S1 1.6580 1.6580 1.6603 1.6567
S2 1.6553 1.6553 1.6598
S3 1.6504 1.6531 1.6594
S4 1.6455 1.6482 1.6580
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6640 1.6575 0.0065 0.4% 0.0021 0.1% 60% True False 9
10 1.6714 1.6575 0.0139 0.8% 0.0023 0.1% 28% False False 7
20 1.6733 1.6575 0.0158 1.0% 0.0016 0.1% 25% False False 6
40 1.6733 1.6241 0.0492 3.0% 0.0009 0.1% 76% False False 5
60 1.6733 1.6241 0.0492 3.0% 0.0006 0.0% 76% False False 4
80 1.6733 1.6049 0.0684 4.1% 0.0006 0.0% 83% 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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6751
2.618 1.6708
1.618 1.6682
1.000 1.6666
0.618 1.6656
HIGH 1.6640
0.618 1.6630
0.500 1.6627
0.382 1.6624
LOW 1.6614
0.618 1.6598
1.000 1.6588
1.618 1.6572
2.618 1.6546
4.250 1.6504
Fisher Pivots for day following 17-Mar-2014
Pivot 1 day 3 day
R1 1.6627 1.6612
PP 1.6623 1.6610
S1 1.6618 1.6608

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

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