CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 23-Apr-2014
Day Change Summary
Previous Current
22-Apr-2014 23-Apr-2014 Change Change % Previous Week
Open 1.6774 1.6804 0.0030 0.2% 1.6699
High 1.6818 1.6812 -0.0006 0.0% 1.6816
Low 1.6768 1.6745 -0.0023 -0.1% 1.6665
Close 1.6802 1.6761 -0.0041 -0.2% 1.6778
Range 0.0050 0.0067 0.0017 34.0% 0.0151
ATR 0.0058 0.0059 0.0001 1.1% 0.0000
Volume 17 88 71 417.6% 504
Daily Pivots for day following 23-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.6974 1.6934 1.6798
R3 1.6907 1.6867 1.6779
R2 1.6840 1.6840 1.6773
R1 1.6800 1.6800 1.6767 1.6787
PP 1.6773 1.6773 1.6773 1.6766
S1 1.6733 1.6733 1.6755 1.6720
S2 1.6706 1.6706 1.6749
S3 1.6639 1.6666 1.6743
S4 1.6572 1.6599 1.6724
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 1.6745 0.0073 0.4% 0.0046 0.3% 22% False True 82
10 1.6818 1.6665 0.0153 0.9% 0.0052 0.3% 63% False False 160
20 1.6818 1.6493 0.0325 1.9% 0.0058 0.3% 82% False False 117
40 1.6818 1.6448 0.0370 2.2% 0.0047 0.3% 85% False False 73
60 1.6818 1.6241 0.0577 3.4% 0.0032 0.2% 90% False False 50
80 1.6818 1.6241 0.0577 3.4% 0.0024 0.1% 90% False False 38
100 1.6818 1.6230 0.0588 3.5% 0.0020 0.1% 90% False False 31
120 1.6818 1.5851 0.0967 5.8% 0.0018 0.1% 94% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.7097
2.618 1.6987
1.618 1.6920
1.000 1.6879
0.618 1.6853
HIGH 1.6812
0.618 1.6786
0.500 1.6779
0.382 1.6771
LOW 1.6745
0.618 1.6704
1.000 1.6678
1.618 1.6637
2.618 1.6570
4.250 1.6460
Fisher Pivots for day following 23-Apr-2014
Pivot 1 day 3 day
R1 1.6779 1.6782
PP 1.6773 1.6775
S1 1.6767 1.6768

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

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