CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 24-Mar-2014
Day Change Summary
Previous Current
21-Mar-2014 24-Mar-2014 Change Change % Previous Week
Open 1.6483 1.6456 -0.0027 -0.2% 1.6628
High 1.6487 1.6514 0.0027 0.2% 1.6640
Low 1.6464 1.6448 -0.0016 -0.1% 1.6460
Close 1.6473 1.6472 -0.0001 0.0% 1.6473
Range 0.0023 0.0066 0.0043 187.0% 0.0180
ATR 0.0049 0.0050 0.0001 2.5% 0.0000
Volume 120 40 -80 -66.7% 392
Daily Pivots for day following 24-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.6676 1.6640 1.6508
R3 1.6610 1.6574 1.6490
R2 1.6544 1.6544 1.6484
R1 1.6508 1.6508 1.6478 1.6526
PP 1.6478 1.6478 1.6478 1.6487
S1 1.6442 1.6442 1.6466 1.6460
S2 1.6412 1.6412 1.6460
S3 1.6346 1.6376 1.6454
S4 1.6280 1.6310 1.6436
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.7064 1.6949 1.6572
R3 1.6884 1.6769 1.6523
R2 1.6704 1.6704 1.6506
R1 1.6589 1.6589 1.6490 1.6557
PP 1.6524 1.6524 1.6524 1.6508
S1 1.6409 1.6409 1.6457 1.6377
S2 1.6344 1.6344 1.6440
S3 1.6164 1.6229 1.6424
S4 1.5984 1.6049 1.6374
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6626 1.6448 0.0178 1.1% 0.0069 0.4% 13% False True 84
10 1.6640 1.6448 0.0192 1.2% 0.0045 0.3% 13% False True 47
20 1.6733 1.6448 0.0285 1.7% 0.0033 0.2% 8% False True 26
40 1.6733 1.6241 0.0492 3.0% 0.0018 0.1% 47% False False 15
60 1.6733 1.6241 0.0492 3.0% 0.0012 0.1% 47% False False 11
80 1.6733 1.6140 0.0593 3.6% 0.0010 0.1% 56% False False 8
100 1.6733 1.5851 0.0882 5.4% 0.0009 0.1% 70% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6795
2.618 1.6687
1.618 1.6621
1.000 1.6580
0.618 1.6555
HIGH 1.6514
0.618 1.6489
0.500 1.6481
0.382 1.6473
LOW 1.6448
0.618 1.6407
1.000 1.6382
1.618 1.6341
2.618 1.6275
4.250 1.6168
Fisher Pivots for day following 24-Mar-2014
Pivot 1 day 3 day
R1 1.6481 1.6484
PP 1.6478 1.6480
S1 1.6475 1.6476

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

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