CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 03-Apr-2014
Day Change Summary
Previous Current
02-Apr-2014 03-Apr-2014 Change Change % Previous Week
Open 1.6615 1.6619 0.0004 0.0% 1.6456
High 1.6640 1.6628 -0.0012 -0.1% 1.6630
Low 1.6604 1.6550 -0.0054 -0.3% 1.6448
Close 1.6604 1.6567 -0.0037 -0.2% 1.6623
Range 0.0036 0.0078 0.0042 116.7% 0.0182
ATR 0.0052 0.0054 0.0002 3.5% 0.0000
Volume 28 69 41 146.4% 447
Daily Pivots for day following 03-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.6816 1.6769 1.6610
R3 1.6738 1.6691 1.6588
R2 1.6660 1.6660 1.6581
R1 1.6613 1.6613 1.6574 1.6598
PP 1.6582 1.6582 1.6582 1.6574
S1 1.6535 1.6535 1.6560 1.6520
S2 1.6504 1.6504 1.6553
S3 1.6426 1.6457 1.6546
S4 1.6348 1.6379 1.6524
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 1.6550 0.0109 0.7% 0.0052 0.3% 16% False True 86
10 1.6659 1.6448 0.0211 1.3% 0.0056 0.3% 56% False False 81
20 1.6701 1.6448 0.0253 1.5% 0.0046 0.3% 47% False False 56
40 1.6733 1.6241 0.0492 3.0% 0.0030 0.2% 66% False False 30
60 1.6733 1.6241 0.0492 3.0% 0.0020 0.1% 66% False False 21
80 1.6733 1.6230 0.0503 3.0% 0.0015 0.1% 67% False False 16
100 1.6733 1.5851 0.0882 5.3% 0.0013 0.1% 81% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6960
2.618 1.6832
1.618 1.6754
1.000 1.6706
0.618 1.6676
HIGH 1.6628
0.618 1.6598
0.500 1.6589
0.382 1.6580
LOW 1.6550
0.618 1.6502
1.000 1.6472
1.618 1.6424
2.618 1.6346
4.250 1.6219
Fisher Pivots for day following 03-Apr-2014
Pivot 1 day 3 day
R1 1.6589 1.6599
PP 1.6582 1.6588
S1 1.6574 1.6578

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

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