CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 09-May-2014
Day Change Summary
Previous Current
08-May-2014 09-May-2014 Change Change % Previous Week
Open 1.6940 1.6915 -0.0025 -0.1% 1.6854
High 1.6955 1.6920 -0.0035 -0.2% 1.6978
Low 1.6909 1.6816 -0.0093 -0.6% 1.6816
Close 1.6926 1.6825 -0.0101 -0.6% 1.6825
Range 0.0046 0.0104 0.0058 126.1% 0.0162
ATR 0.0058 0.0061 0.0004 6.5% 0.0000
Volume 154 301 147 95.5% 1,276
Daily Pivots for day following 09-May-2014
Classic Woodie Camarilla DeMark
R4 1.7166 1.7099 1.6882
R3 1.7062 1.6995 1.6854
R2 1.6958 1.6958 1.6844
R1 1.6891 1.6891 1.6835 1.6873
PP 1.6854 1.6854 1.6854 1.6844
S1 1.6787 1.6787 1.6815 1.6769
S2 1.6750 1.6750 1.6806
S3 1.6646 1.6683 1.6796
S4 1.6542 1.6579 1.6768
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 1.7359 1.7254 1.6914
R3 1.7197 1.7092 1.6870
R2 1.7035 1.7035 1.6855
R1 1.6930 1.6930 1.6840 1.6902
PP 1.6873 1.6873 1.6873 1.6859
S1 1.6768 1.6768 1.6810 1.6740
S2 1.6711 1.6711 1.6795
S3 1.6549 1.6606 1.6780
S4 1.6387 1.6444 1.6736
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6978 1.6816 0.0162 1.0% 0.0064 0.4% 6% False True 255
10 1.6978 1.6760 0.0218 1.3% 0.0064 0.4% 30% False False 280
20 1.6978 1.6665 0.0313 1.9% 0.0055 0.3% 51% False False 221
40 1.6978 1.6448 0.0530 3.2% 0.0059 0.3% 71% False False 156
60 1.6978 1.6448 0.0530 3.2% 0.0043 0.3% 71% False False 106
80 1.6978 1.6241 0.0737 4.4% 0.0033 0.2% 79% False False 80
100 1.6978 1.6230 0.0748 4.4% 0.0026 0.2% 80% False False 64
120 1.6978 1.6049 0.0929 5.5% 0.0023 0.1% 84% False False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.7362
2.618 1.7192
1.618 1.7088
1.000 1.7024
0.618 1.6984
HIGH 1.6920
0.618 1.6880
0.500 1.6868
0.382 1.6856
LOW 1.6816
0.618 1.6752
1.000 1.6712
1.618 1.6648
2.618 1.6544
4.250 1.6374
Fisher Pivots for day following 09-May-2014
Pivot 1 day 3 day
R1 1.6868 1.6892
PP 1.6854 1.6870
S1 1.6839 1.6847

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

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