CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 22-Apr-2014
Day Change Summary
Previous Current
21-Apr-2014 22-Apr-2014 Change Change % Previous Week
Open 1.6766 1.6774 0.0008 0.0% 1.6699
High 1.6796 1.6818 0.0022 0.1% 1.6816
Low 1.6766 1.6768 0.0002 0.0% 1.6665
Close 1.6780 1.6802 0.0022 0.1% 1.6778
Range 0.0030 0.0050 0.0020 66.7% 0.0151
ATR 0.0059 0.0058 -0.0001 -1.1% 0.0000
Volume 66 17 -49 -74.2% 504
Daily Pivots for day following 22-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.6946 1.6924 1.6830
R3 1.6896 1.6874 1.6816
R2 1.6846 1.6846 1.6811
R1 1.6824 1.6824 1.6807 1.6835
PP 1.6796 1.6796 1.6796 1.6802
S1 1.6774 1.6774 1.6797 1.6785
S2 1.6746 1.6746 1.6793
S3 1.6696 1.6724 1.6788
S4 1.6646 1.6674 1.6775
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 1.6818 1.6665 0.0153 0.9% 0.0045 0.3% 90% True False 82
10 1.6818 1.6594 0.0224 1.3% 0.0059 0.4% 93% True False 156
20 1.6818 1.6472 0.0346 2.1% 0.0057 0.3% 95% True False 115
40 1.6818 1.6448 0.0370 2.2% 0.0045 0.3% 96% True False 71
60 1.6818 1.6241 0.0577 3.4% 0.0031 0.2% 97% True False 48
80 1.6818 1.6241 0.0577 3.4% 0.0023 0.1% 97% True False 37
100 1.6818 1.6140 0.0678 4.0% 0.0019 0.1% 98% True False 30
120 1.6818 1.5851 0.0967 5.8% 0.0017 0.1% 98% True False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.7031
2.618 1.6949
1.618 1.6899
1.000 1.6868
0.618 1.6849
HIGH 1.6818
0.618 1.6799
0.500 1.6793
0.382 1.6787
LOW 1.6768
0.618 1.6737
1.000 1.6718
1.618 1.6687
2.618 1.6637
4.250 1.6556
Fisher Pivots for day following 22-Apr-2014
Pivot 1 day 3 day
R1 1.6799 1.6799
PP 1.6796 1.6795
S1 1.6793 1.6792

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

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