CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 22-May-2014
Day Change Summary
Previous Current
21-May-2014 22-May-2014 Change Change % Previous Week
Open 1.6826 1.6882 0.0056 0.3% 1.6832
High 1.6905 1.6894 -0.0011 -0.1% 1.6885
Low 1.6826 1.6838 0.0012 0.1% 1.6715
Close 1.6881 1.6850 -0.0031 -0.2% 1.6805
Range 0.0079 0.0056 -0.0023 -29.1% 0.0170
ATR 0.0064 0.0064 -0.0001 -0.9% 0.0000
Volume 326 574 248 76.1% 2,616
Daily Pivots for day following 22-May-2014
Classic Woodie Camarilla DeMark
R4 1.7029 1.6995 1.6881
R3 1.6973 1.6939 1.6865
R2 1.6917 1.6917 1.6860
R1 1.6883 1.6883 1.6855 1.6872
PP 1.6861 1.6861 1.6861 1.6855
S1 1.6827 1.6827 1.6845 1.6816
S2 1.6805 1.6805 1.6840
S3 1.6749 1.6771 1.6835
S4 1.6693 1.6715 1.6819
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 1.7312 1.7228 1.6899
R3 1.7142 1.7058 1.6852
R2 1.6972 1.6972 1.6836
R1 1.6888 1.6888 1.6821 1.6845
PP 1.6802 1.6802 1.6802 1.6780
S1 1.6718 1.6718 1.6789 1.6675
S2 1.6632 1.6632 1.6774
S3 1.6462 1.6548 1.6758
S4 1.6292 1.6378 1.6712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6905 1.6771 0.0134 0.8% 0.0057 0.3% 59% False False 582
10 1.6920 1.6715 0.0205 1.2% 0.0070 0.4% 66% False False 461
20 1.6978 1.6715 0.0263 1.6% 0.0064 0.4% 51% False False 361
40 1.6978 1.6544 0.0434 2.6% 0.0060 0.4% 71% False False 250
60 1.6978 1.6448 0.0530 3.1% 0.0053 0.3% 76% False False 177
80 1.6978 1.6241 0.0737 4.4% 0.0040 0.2% 83% False False 134
100 1.6978 1.6241 0.0737 4.4% 0.0032 0.2% 83% False False 107
120 1.6978 1.6230 0.0748 4.4% 0.0027 0.2% 83% False False 90
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.7132
2.618 1.7041
1.618 1.6985
1.000 1.6950
0.618 1.6929
HIGH 1.6894
0.618 1.6873
0.500 1.6866
0.382 1.6859
LOW 1.6838
0.618 1.6803
1.000 1.6782
1.618 1.6747
2.618 1.6691
4.250 1.6600
Fisher Pivots for day following 22-May-2014
Pivot 1 day 3 day
R1 1.6866 1.6849
PP 1.6861 1.6848
S1 1.6855 1.6847

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

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