CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 23-Jun-2014
Day Change Summary
Previous Current
20-Jun-2014 23-Jun-2014 Change Change % Previous Week
Open 1.7027 1.7009 -0.0018 -0.1% 1.6964
High 1.7049 1.7041 -0.0008 0.0% 1.7051
Low 1.6991 1.6990 -0.0001 0.0% 1.6897
Close 1.7001 1.7011 0.0010 0.1% 1.7001
Range 0.0058 0.0051 -0.0007 -12.1% 0.0154
ATR 0.0077 0.0075 -0.0002 -2.4% 0.0000
Volume 95,216 60,677 -34,539 -36.3% 468,353
Daily Pivots for day following 23-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.7167 1.7140 1.7039
R3 1.7116 1.7089 1.7025
R2 1.7065 1.7065 1.7020
R1 1.7038 1.7038 1.7016 1.7052
PP 1.7014 1.7014 1.7014 1.7021
S1 1.6987 1.6987 1.7006 1.7001
S2 1.6963 1.6963 1.7002
S3 1.6912 1.6936 1.6997
S4 1.6861 1.6885 1.6983
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.7445 1.7377 1.7086
R3 1.7291 1.7223 1.7043
R2 1.7137 1.7137 1.7029
R1 1.7069 1.7069 1.7015 1.7103
PP 1.6983 1.6983 1.6983 1.7000
S1 1.6915 1.6915 1.6987 1.6949
S2 1.6829 1.6829 1.6973
S3 1.6675 1.6761 1.6959
S4 1.6521 1.6607 1.6916
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.7051 1.6897 0.0154 0.9% 0.0067 0.4% 74% False False 90,112
10 1.7051 1.6726 0.0325 1.9% 0.0083 0.5% 88% False False 101,205
20 1.7051 1.6680 0.0371 2.2% 0.0076 0.4% 89% False False 53,529
40 1.7051 1.6680 0.0371 2.2% 0.0070 0.4% 89% False False 26,948
60 1.7051 1.6550 0.0501 2.9% 0.0065 0.4% 92% False False 18,012
80 1.7051 1.6448 0.0603 3.5% 0.0059 0.3% 93% False False 13,518
100 1.7051 1.6241 0.0810 4.8% 0.0048 0.3% 95% False False 10,815
120 1.7051 1.6241 0.0810 4.8% 0.0040 0.2% 95% False False 9,013
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.7258
2.618 1.7175
1.618 1.7124
1.000 1.7092
0.618 1.7073
HIGH 1.7041
0.618 1.7022
0.500 1.7016
0.382 1.7009
LOW 1.6990
0.618 1.6958
1.000 1.6939
1.618 1.6907
2.618 1.6856
4.250 1.6773
Fisher Pivots for day following 23-Jun-2014
Pivot 1 day 3 day
R1 1.7016 1.7013
PP 1.7014 1.7012
S1 1.7013 1.7012

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

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