CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 14-Jul-2014
Day Change Summary
Previous Current
11-Jul-2014 14-Jul-2014 Change Change % Previous Week
Open 1.7126 1.7110 -0.0016 -0.1% 1.7152
High 1.7142 1.7136 -0.0006 0.0% 1.7160
Low 1.7080 1.7061 -0.0019 -0.1% 1.7076
Close 1.7108 1.7072 -0.0036 -0.2% 1.7108
Range 0.0062 0.0075 0.0013 21.0% 0.0084
ATR 0.0068 0.0069 0.0000 0.7% 0.0000
Volume 55,859 76,426 20,567 36.8% 336,794
Daily Pivots for day following 14-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.7315 1.7268 1.7113
R3 1.7240 1.7193 1.7093
R2 1.7165 1.7165 1.7086
R1 1.7118 1.7118 1.7079 1.7104
PP 1.7090 1.7090 1.7090 1.7083
S1 1.7043 1.7043 1.7065 1.7029
S2 1.7015 1.7015 1.7058
S3 1.6940 1.6968 1.7051
S4 1.6865 1.6893 1.7031
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.7367 1.7321 1.7154
R3 1.7283 1.7237 1.7131
R2 1.7199 1.7199 1.7123
R1 1.7153 1.7153 1.7116 1.7134
PP 1.7115 1.7115 1.7115 1.7105
S1 1.7069 1.7069 1.7100 1.7050
S2 1.7031 1.7031 1.7093
S3 1.6947 1.6985 1.7085
S4 1.6863 1.6901 1.7062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.7160 1.7061 0.0099 0.6% 0.0066 0.4% 11% False True 67,305
10 1.7169 1.6998 0.0171 1.0% 0.0068 0.4% 43% False False 74,696
20 1.7169 1.6897 0.0272 1.6% 0.0065 0.4% 64% False False 81,096
40 1.7169 1.6680 0.0489 2.9% 0.0069 0.4% 80% False False 54,165
60 1.7169 1.6680 0.0489 2.9% 0.0066 0.4% 80% False False 36,194
80 1.7169 1.6448 0.0721 4.2% 0.0064 0.4% 87% False False 27,175
100 1.7169 1.6448 0.0721 4.2% 0.0057 0.3% 87% False False 21,744
120 1.7169 1.6241 0.0928 5.4% 0.0048 0.3% 90% False False 18,120
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 1.7455
2.618 1.7332
1.618 1.7257
1.000 1.7211
0.618 1.7182
HIGH 1.7136
0.618 1.7107
0.500 1.7099
0.382 1.7090
LOW 1.7061
0.618 1.7015
1.000 1.6986
1.618 1.6940
2.618 1.6865
4.250 1.6742
Fisher Pivots for day following 14-Jul-2014
Pivot 1 day 3 day
R1 1.7099 1.7111
PP 1.7090 1.7098
S1 1.7081 1.7085

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

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