CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 05-Jun-2014
Day Change Summary
Previous Current
04-Jun-2014 05-Jun-2014 Change Change % Previous Week
Open 1.6735 1.6723 -0.0012 -0.1% 1.6820
High 1.6755 1.6812 0.0057 0.3% 1.6866
Low 1.6690 1.6710 0.0020 0.1% 1.6680
Close 1.6730 1.6802 0.0072 0.4% 1.6750
Range 0.0065 0.0102 0.0037 56.9% 0.0186
ATR 0.0064 0.0066 0.0003 4.3% 0.0000
Volume 1,904 4,106 2,202 115.7% 6,042
Daily Pivots for day following 05-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.7081 1.7043 1.6858
R3 1.6979 1.6941 1.6830
R2 1.6877 1.6877 1.6821
R1 1.6839 1.6839 1.6811 1.6858
PP 1.6775 1.6775 1.6775 1.6784
S1 1.6737 1.6737 1.6793 1.6756
S2 1.6673 1.6673 1.6783
S3 1.6571 1.6635 1.6774
S4 1.6469 1.6533 1.6746
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 1.7323 1.7223 1.6852
R3 1.7137 1.7037 1.6801
R2 1.6951 1.6951 1.6784
R1 1.6851 1.6851 1.6767 1.6808
PP 1.6765 1.6765 1.6765 1.6744
S1 1.6665 1.6665 1.6733 1.6622
S2 1.6579 1.6579 1.6716
S3 1.6393 1.6479 1.6699
S4 1.6207 1.6293 1.6648
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6812 1.6690 0.0122 0.7% 0.0062 0.4% 92% True False 3,184
10 1.6894 1.6680 0.0214 1.3% 0.0068 0.4% 57% False False 1,998
20 1.6955 1.6680 0.0275 1.6% 0.0068 0.4% 44% False False 1,209
40 1.6978 1.6665 0.0313 1.9% 0.0061 0.4% 44% False False 718
60 1.6978 1.6448 0.0530 3.2% 0.0060 0.4% 67% False False 500
80 1.6978 1.6421 0.0557 3.3% 0.0047 0.3% 68% False False 376
100 1.6978 1.6241 0.0737 4.4% 0.0039 0.2% 76% False False 301
120 1.6978 1.6230 0.0748 4.5% 0.0032 0.2% 76% False False 251
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.7246
2.618 1.7079
1.618 1.6977
1.000 1.6914
0.618 1.6875
HIGH 1.6812
0.618 1.6773
0.500 1.6761
0.382 1.6749
LOW 1.6710
0.618 1.6647
1.000 1.6608
1.618 1.6545
2.618 1.6443
4.250 1.6277
Fisher Pivots for day following 05-Jun-2014
Pivot 1 day 3 day
R1 1.6788 1.6785
PP 1.6775 1.6768
S1 1.6761 1.6751

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

View Archives - Comment on this page... - Back to Index of Symbols