CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 21-Apr-2014
Day Change Summary
Previous Current
17-Apr-2014 21-Apr-2014 Change Change % Previous Week
Open 1.6780 1.6766 -0.0014 -0.1% 1.6699
High 1.6816 1.6796 -0.0020 -0.1% 1.6816
Low 1.6778 1.6766 -0.0012 -0.1% 1.6665
Close 1.6778 1.6780 0.0002 0.0% 1.6778
Range 0.0038 0.0030 -0.0008 -21.1% 0.0151
ATR 0.0061 0.0059 -0.0002 -3.6% 0.0000
Volume 53 66 13 24.5% 504
Daily Pivots for day following 21-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.6871 1.6855 1.6797
R3 1.6841 1.6825 1.6788
R2 1.6811 1.6811 1.6786
R1 1.6795 1.6795 1.6783 1.6803
PP 1.6781 1.6781 1.6781 1.6785
S1 1.6765 1.6765 1.6777 1.6773
S2 1.6751 1.6751 1.6775
S3 1.6721 1.6735 1.6772
S4 1.6691 1.6705 1.6764
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.7206 1.7143 1.6861
R3 1.7055 1.6992 1.6820
R2 1.6904 1.6904 1.6806
R1 1.6841 1.6841 1.6792 1.6873
PP 1.6753 1.6753 1.6753 1.6769
S1 1.6690 1.6690 1.6764 1.6722
S2 1.6602 1.6602 1.6750
S3 1.6451 1.6539 1.6736
S4 1.6300 1.6388 1.6695
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6816 1.6665 0.0151 0.9% 0.0044 0.3% 76% False False 114
10 1.6816 1.6559 0.0257 1.5% 0.0059 0.3% 86% False False 156
20 1.6816 1.6448 0.0368 2.2% 0.0058 0.3% 90% False False 117
40 1.6816 1.6448 0.0368 2.2% 0.0044 0.3% 90% False False 71
60 1.6816 1.6241 0.0575 3.4% 0.0030 0.2% 94% False False 48
80 1.6816 1.6241 0.0575 3.4% 0.0023 0.1% 94% False False 37
100 1.6816 1.6109 0.0707 4.2% 0.0019 0.1% 95% False False 30
120 1.6816 1.5851 0.0965 5.8% 0.0017 0.1% 96% False False 26
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 True
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0008
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.6924
2.618 1.6875
1.618 1.6845
1.000 1.6826
0.618 1.6815
HIGH 1.6796
0.618 1.6785
0.500 1.6781
0.382 1.6777
LOW 1.6766
0.618 1.6747
1.000 1.6736
1.618 1.6717
2.618 1.6687
4.250 1.6639
Fisher Pivots for day following 21-Apr-2014
Pivot 1 day 3 day
R1 1.6781 1.6787
PP 1.6781 1.6785
S1 1.6780 1.6782

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

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