CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 02-Apr-2014
Day Change Summary
Previous Current
01-Apr-2014 02-Apr-2014 Change Change % Previous Week
Open 1.6647 1.6615 -0.0032 -0.2% 1.6456
High 1.6647 1.6640 -0.0007 0.0% 1.6630
Low 1.6606 1.6604 -0.0002 0.0% 1.6448
Close 1.6608 1.6604 -0.0004 0.0% 1.6623
Range 0.0041 0.0036 -0.0005 -12.2% 0.0182
ATR 0.0053 0.0052 -0.0001 -2.3% 0.0000
Volume 64 28 -36 -56.3% 447
Daily Pivots for day following 02-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.6724 1.6700 1.6624
R3 1.6688 1.6664 1.6614
R2 1.6652 1.6652 1.6611
R1 1.6628 1.6628 1.6607 1.6622
PP 1.6616 1.6616 1.6616 1.6613
S1 1.6592 1.6592 1.6601 1.6586
S2 1.6580 1.6580 1.6597
S3 1.6544 1.6556 1.6594
S4 1.6508 1.6520 1.6584
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.7113 1.7050 1.6723
R3 1.6931 1.6868 1.6673
R2 1.6749 1.6749 1.6656
R1 1.6686 1.6686 1.6640 1.6718
PP 1.6567 1.6567 1.6567 1.6583
S1 1.6504 1.6504 1.6606 1.6536
S2 1.6385 1.6385 1.6590
S3 1.6203 1.6322 1.6573
S4 1.6021 1.6140 1.6523
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6659 1.6544 0.0115 0.7% 0.0052 0.3% 52% False False 95
10 1.6659 1.6448 0.0211 1.3% 0.0054 0.3% 74% False False 80
20 1.6714 1.6448 0.0266 1.6% 0.0045 0.3% 59% False False 53
40 1.6733 1.6241 0.0492 3.0% 0.0028 0.2% 74% False False 28
60 1.6733 1.6241 0.0492 3.0% 0.0019 0.1% 74% False False 20
80 1.6733 1.6230 0.0503 3.0% 0.0014 0.1% 74% False False 15
100 1.6733 1.5851 0.0882 5.3% 0.0012 0.1% 85% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.6793
2.618 1.6734
1.618 1.6698
1.000 1.6676
0.618 1.6662
HIGH 1.6640
0.618 1.6626
0.500 1.6622
0.382 1.6618
LOW 1.6604
0.618 1.6582
1.000 1.6568
1.618 1.6546
2.618 1.6510
4.250 1.6451
Fisher Pivots for day following 02-Apr-2014
Pivot 1 day 3 day
R1 1.6622 1.6629
PP 1.6616 1.6620
S1 1.6610 1.6612

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

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