CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 26-Jun-2014
Day Change Summary
Previous Current
25-Jun-2014 26-Jun-2014 Change Change % Previous Week
Open 1.6972 1.6972 0.0000 0.0% 1.6964
High 1.6991 1.7030 0.0039 0.2% 1.7051
Low 1.6941 1.6960 0.0019 0.1% 1.6897
Close 1.6969 1.7014 0.0045 0.3% 1.7001
Range 0.0050 0.0070 0.0020 40.0% 0.0154
ATR 0.0072 0.0072 0.0000 -0.2% 0.0000
Volume 79,299 103,703 24,404 30.8% 468,353
Daily Pivots for day following 26-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.7211 1.7183 1.7053
R3 1.7141 1.7113 1.7033
R2 1.7071 1.7071 1.7027
R1 1.7043 1.7043 1.7020 1.7057
PP 1.7001 1.7001 1.7001 1.7009
S1 1.6973 1.6973 1.7008 1.6987
S2 1.6931 1.6931 1.7001
S3 1.6861 1.6903 1.6995
S4 1.6791 1.6833 1.6976
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 1.7049 1.6941 0.0108 0.6% 0.0059 0.3% 68% False False 88,154
10 1.7051 1.6825 0.0226 1.3% 0.0073 0.4% 84% False False 96,600
20 1.7051 1.6690 0.0361 2.1% 0.0072 0.4% 90% False False 67,610
40 1.7051 1.6680 0.0371 2.2% 0.0070 0.4% 90% False False 34,049
60 1.7051 1.6550 0.0501 2.9% 0.0065 0.4% 93% False False 22,754
80 1.7051 1.6448 0.0603 3.5% 0.0060 0.4% 94% False False 17,078
100 1.7051 1.6241 0.0810 4.8% 0.0050 0.3% 95% False False 13,663
120 1.7051 1.6241 0.0810 4.8% 0.0042 0.2% 95% False False 11,387
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 0.0022
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.7328
2.618 1.7213
1.618 1.7143
1.000 1.7100
0.618 1.7073
HIGH 1.7030
0.618 1.7003
0.500 1.6995
0.382 1.6987
LOW 1.6960
0.618 1.6917
1.000 1.6890
1.618 1.6847
2.618 1.6777
4.250 1.6663
Fisher Pivots for day following 26-Jun-2014
Pivot 1 day 3 day
R1 1.7008 1.7005
PP 1.7001 1.6995
S1 1.6995 1.6986

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

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