CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 13-Jun-2014
Day Change Summary
Previous Current
12-Jun-2014 13-Jun-2014 Change Change % Previous Week
Open 1.6780 1.6913 0.0133 0.8% 1.6795
High 1.6920 1.6979 0.0059 0.3% 1.6979
Low 1.6775 1.6825 0.0050 0.3% 1.6726
Close 1.6825 1.6955 0.0130 0.8% 1.6955
Range 0.0145 0.0154 0.0009 6.2% 0.0253
ATR 0.0072 0.0078 0.0006 8.2% 0.0000
Volume 148,123 152,093 3,970 2.7% 512,720
Daily Pivots for day following 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.7382 1.7322 1.7040
R3 1.7228 1.7168 1.6997
R2 1.7074 1.7074 1.6983
R1 1.7014 1.7014 1.6969 1.7044
PP 1.6920 1.6920 1.6920 1.6935
S1 1.6860 1.6860 1.6941 1.6890
S2 1.6766 1.6766 1.6927
S3 1.6612 1.6706 1.6913
S4 1.6458 1.6552 1.6870
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.7646 1.7553 1.7094
R3 1.7393 1.7300 1.7025
R2 1.7140 1.7140 1.7001
R1 1.7047 1.7047 1.6978 1.7094
PP 1.6887 1.6887 1.6887 1.6910
S1 1.6794 1.6794 1.6932 1.6841
S2 1.6634 1.6634 1.6909
S3 1.6381 1.6541 1.6885
S4 1.6128 1.6288 1.6816
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6979 1.6726 0.0253 1.5% 0.0099 0.6% 91% True False 102,544
10 1.6979 1.6690 0.0289 1.7% 0.0082 0.5% 92% True False 53,552
20 1.6979 1.6680 0.0299 1.8% 0.0073 0.4% 92% True False 27,234
40 1.6979 1.6680 0.0299 1.8% 0.0067 0.4% 92% True False 13,743
60 1.6979 1.6448 0.0531 3.1% 0.0064 0.4% 95% True False 9,202
80 1.6979 1.6448 0.0531 3.1% 0.0054 0.3% 95% True False 6,905
100 1.6979 1.6241 0.0738 4.4% 0.0044 0.3% 97% True False 5,525
120 1.6979 1.6241 0.0738 4.4% 0.0037 0.2% 97% True False 4,604
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 0.0022
Widest range in 160 trading days
Fibonacci Retracements and Extensions
4.250 1.7634
2.618 1.7382
1.618 1.7228
1.000 1.7133
0.618 1.7074
HIGH 1.6979
0.618 1.6920
0.500 1.6902
0.382 1.6884
LOW 1.6825
0.618 1.6730
1.000 1.6671
1.618 1.6576
2.618 1.6422
4.250 1.6171
Fisher Pivots for day following 13-Jun-2014
Pivot 1 day 3 day
R1 1.6937 1.6921
PP 1.6920 1.6887
S1 1.6902 1.6853

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

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