CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 16-Jul-2014
Day Change Summary
Previous Current
15-Jul-2014 16-Jul-2014 Change Change % Previous Week
Open 1.7077 1.7134 0.0057 0.3% 1.7152
High 1.7184 1.7143 -0.0041 -0.2% 1.7160
Low 1.7050 1.7104 0.0054 0.3% 1.7076
Close 1.7138 1.7126 -0.0012 -0.1% 1.7108
Range 0.0134 0.0039 -0.0095 -70.9% 0.0084
ATR 0.0073 0.0071 -0.0002 -3.3% 0.0000
Volume 127,097 78,405 -48,692 -38.3% 336,794
Daily Pivots for day following 16-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.7241 1.7223 1.7147
R3 1.7202 1.7184 1.7137
R2 1.7163 1.7163 1.7133
R1 1.7145 1.7145 1.7130 1.7135
PP 1.7124 1.7124 1.7124 1.7119
S1 1.7106 1.7106 1.7122 1.7096
S2 1.7085 1.7085 1.7119
S3 1.7046 1.7067 1.7115
S4 1.7007 1.7028 1.7105
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 1.7184 1.7050 0.0134 0.8% 0.0075 0.4% 57% False False 80,458
10 1.7184 1.7050 0.0134 0.8% 0.0068 0.4% 57% False False 77,220
20 1.7184 1.6897 0.0287 1.7% 0.0068 0.4% 80% False False 83,494
40 1.7184 1.6680 0.0504 2.9% 0.0071 0.4% 88% False False 59,262
60 1.7184 1.6680 0.0504 2.9% 0.0068 0.4% 88% False False 39,617
80 1.7184 1.6448 0.0736 4.3% 0.0065 0.4% 92% False False 29,742
100 1.7184 1.6448 0.0736 4.3% 0.0058 0.3% 92% False False 23,798
120 1.7184 1.6241 0.0943 5.5% 0.0049 0.3% 94% False False 19,833
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.7309
2.618 1.7245
1.618 1.7206
1.000 1.7182
0.618 1.7167
HIGH 1.7143
0.618 1.7128
0.500 1.7124
0.382 1.7119
LOW 1.7104
0.618 1.7080
1.000 1.7065
1.618 1.7041
2.618 1.7002
4.250 1.6938
Fisher Pivots for day following 16-Jul-2014
Pivot 1 day 3 day
R1 1.7125 1.7123
PP 1.7124 1.7120
S1 1.7124 1.7117

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

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