CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 14-Apr-2014
Day Change Summary
Previous Current
11-Apr-2014 14-Apr-2014 Change Change % Previous Week
Open 1.6750 1.6699 -0.0051 -0.3% 1.6559
High 1.6751 1.6721 -0.0030 -0.2% 1.6798
Low 1.6699 1.6676 -0.0023 -0.1% 1.6559
Close 1.6726 1.6707 -0.0019 -0.1% 1.6726
Range 0.0052 0.0045 -0.0007 -13.5% 0.0239
ATR 0.0060 0.0059 -0.0001 -1.2% 0.0000
Volume 340 175 -165 -48.5% 998
Daily Pivots for day following 14-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.6836 1.6817 1.6732
R3 1.6791 1.6772 1.6719
R2 1.6746 1.6746 1.6715
R1 1.6727 1.6727 1.6711 1.6737
PP 1.6701 1.6701 1.6701 1.6706
S1 1.6682 1.6682 1.6703 1.6692
S2 1.6656 1.6656 1.6699
S3 1.6611 1.6637 1.6695
S4 1.6566 1.6592 1.6682
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.7411 1.7308 1.6857
R3 1.7172 1.7069 1.6792
R2 1.6933 1.6933 1.6770
R1 1.6830 1.6830 1.6748 1.6882
PP 1.6694 1.6694 1.6694 1.6720
S1 1.6591 1.6591 1.6704 1.6643
S2 1.6455 1.6455 1.6682
S3 1.6216 1.6352 1.6660
S4 1.5977 1.6113 1.6595
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6798 1.6594 0.0204 1.2% 0.0073 0.4% 55% False False 229
10 1.6798 1.6550 0.0248 1.5% 0.0060 0.4% 63% False False 141
20 1.6798 1.6448 0.0350 2.1% 0.0063 0.4% 74% False False 116
40 1.6798 1.6448 0.0350 2.1% 0.0039 0.2% 74% False False 61
60 1.6798 1.6241 0.0557 3.3% 0.0027 0.2% 84% False False 42
80 1.6798 1.6241 0.0557 3.3% 0.0020 0.1% 84% False False 32
100 1.6798 1.6049 0.0749 4.5% 0.0017 0.1% 88% False False 26
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6912
2.618 1.6839
1.618 1.6794
1.000 1.6766
0.618 1.6749
HIGH 1.6721
0.618 1.6704
0.500 1.6699
0.382 1.6693
LOW 1.6676
0.618 1.6648
1.000 1.6631
1.618 1.6603
2.618 1.6558
4.250 1.6485
Fisher Pivots for day following 14-Apr-2014
Pivot 1 day 3 day
R1 1.6704 1.6737
PP 1.6701 1.6727
S1 1.6699 1.6717

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

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