CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 30-Apr-2014
Day Change Summary
Previous Current
29-Apr-2014 30-Apr-2014 Change Change % Previous Week
Open 1.6795 1.6803 0.0008 0.0% 1.6766
High 1.6827 1.6880 0.0053 0.3% 1.6818
Low 1.6783 1.6792 0.0009 0.1% 1.6745
Close 1.6813 1.6868 0.0055 0.3% 1.6782
Range 0.0044 0.0088 0.0044 100.0% 0.0073
ATR 0.0056 0.0059 0.0002 4.0% 0.0000
Volume 140 349 209 149.3% 768
Daily Pivots for day following 30-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.7111 1.7077 1.6916
R3 1.7023 1.6989 1.6892
R2 1.6935 1.6935 1.6884
R1 1.6901 1.6901 1.6876 1.6918
PP 1.6847 1.6847 1.6847 1.6855
S1 1.6813 1.6813 1.6860 1.6830
S2 1.6759 1.6759 1.6852
S3 1.6671 1.6725 1.6844
S4 1.6583 1.6637 1.6820
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.7001 1.6964 1.6822
R3 1.6928 1.6891 1.6802
R2 1.6855 1.6855 1.6795
R1 1.6818 1.6818 1.6789 1.6837
PP 1.6782 1.6782 1.6782 1.6791
S1 1.6745 1.6745 1.6775 1.6764
S2 1.6709 1.6709 1.6769
S3 1.6636 1.6672 1.6762
S4 1.6563 1.6599 1.6742
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6880 1.6749 0.0131 0.8% 0.0057 0.3% 91% True False 290
10 1.6880 1.6745 0.0135 0.8% 0.0051 0.3% 91% True False 186
20 1.6880 1.6550 0.0330 2.0% 0.0057 0.3% 96% True False 165
40 1.6880 1.6448 0.0432 2.6% 0.0051 0.3% 97% True False 108
60 1.6880 1.6241 0.0639 3.8% 0.0037 0.2% 98% True False 73
80 1.6880 1.6241 0.0639 3.8% 0.0028 0.2% 98% True False 56
100 1.6880 1.6230 0.0650 3.9% 0.0022 0.1% 98% True False 45
120 1.6880 1.5851 0.1029 6.1% 0.0019 0.1% 99% True False 39
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 0.0006
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.7254
2.618 1.7110
1.618 1.7022
1.000 1.6968
0.618 1.6934
HIGH 1.6880
0.618 1.6846
0.500 1.6836
0.382 1.6826
LOW 1.6792
0.618 1.6738
1.000 1.6704
1.618 1.6650
2.618 1.6562
4.250 1.6418
Fisher Pivots for day following 30-Apr-2014
Pivot 1 day 3 day
R1 1.6857 1.6852
PP 1.6847 1.6836
S1 1.6836 1.6820

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

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