CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 28-May-2014
Day Change Summary
Previous Current
27-May-2014 28-May-2014 Change Change % Previous Week
Open 1.6820 1.6798 -0.0022 -0.1% 1.6808
High 1.6866 1.6800 -0.0066 -0.4% 1.6905
Low 1.6769 1.6685 -0.0084 -0.5% 1.6789
Close 1.6796 1.6695 -0.0101 -0.6% 1.6804
Range 0.0097 0.0115 0.0018 18.6% 0.0116
ATR 0.0066 0.0069 0.0004 5.4% 0.0000
Volume 381 1,181 800 210.0% 1,921
Daily Pivots for day following 28-May-2014
Classic Woodie Camarilla DeMark
R4 1.7072 1.6998 1.6758
R3 1.6957 1.6883 1.6727
R2 1.6842 1.6842 1.6716
R1 1.6768 1.6768 1.6706 1.6748
PP 1.6727 1.6727 1.6727 1.6716
S1 1.6653 1.6653 1.6684 1.6633
S2 1.6612 1.6612 1.6674
S3 1.6497 1.6538 1.6663
S4 1.6382 1.6423 1.6632
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 1.7181 1.7108 1.6868
R3 1.7065 1.6992 1.6836
R2 1.6949 1.6949 1.6825
R1 1.6876 1.6876 1.6815 1.6855
PP 1.6833 1.6833 1.6833 1.6822
S1 1.6760 1.6760 1.6793 1.6739
S2 1.6717 1.6717 1.6783
S3 1.6601 1.6644 1.6772
S4 1.6485 1.6528 1.6740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6905 1.6685 0.0220 1.3% 0.0081 0.5% 5% False True 536
10 1.6905 1.6685 0.0220 1.3% 0.0075 0.4% 5% False True 553
20 1.6978 1.6685 0.0293 1.8% 0.0069 0.4% 3% False True 420
40 1.6978 1.6550 0.0428 2.6% 0.0062 0.4% 34% False False 285
60 1.6978 1.6448 0.0530 3.2% 0.0056 0.3% 47% False False 206
80 1.6978 1.6241 0.0737 4.4% 0.0044 0.3% 62% False False 156
100 1.6978 1.6241 0.0737 4.4% 0.0035 0.2% 62% False False 125
120 1.6978 1.6230 0.0748 4.5% 0.0029 0.2% 62% False False 105
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 0.0019
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.7289
2.618 1.7101
1.618 1.6986
1.000 1.6915
0.618 1.6871
HIGH 1.6800
0.618 1.6756
0.500 1.6743
0.382 1.6729
LOW 1.6685
0.618 1.6614
1.000 1.6570
1.618 1.6499
2.618 1.6384
4.250 1.6196
Fisher Pivots for day following 28-May-2014
Pivot 1 day 3 day
R1 1.6743 1.6776
PP 1.6727 1.6749
S1 1.6711 1.6722

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

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