CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 21-Jul-2014
Day Change Summary
Previous Current
18-Jul-2014 21-Jul-2014 Change Change % Previous Week
Open 1.7093 1.7077 -0.0016 -0.1% 1.7110
High 1.7110 1.7092 -0.0018 -0.1% 1.7184
Low 1.7028 1.7048 0.0020 0.1% 1.7028
Close 1.7086 1.7066 -0.0020 -0.1% 1.7086
Range 0.0082 0.0044 -0.0038 -46.3% 0.0156
ATR 0.0071 0.0069 -0.0002 -2.7% 0.0000
Volume 94,507 47,091 -47,416 -50.2% 437,481
Daily Pivots for day following 21-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.7201 1.7177 1.7090
R3 1.7157 1.7133 1.7078
R2 1.7113 1.7113 1.7074
R1 1.7089 1.7089 1.7070 1.7079
PP 1.7069 1.7069 1.7069 1.7064
S1 1.7045 1.7045 1.7062 1.7035
S2 1.7025 1.7025 1.7058
S3 1.6981 1.7001 1.7054
S4 1.6937 1.6957 1.7042
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.7567 1.7483 1.7172
R3 1.7411 1.7327 1.7129
R2 1.7255 1.7255 1.7115
R1 1.7171 1.7171 1.7100 1.7135
PP 1.7099 1.7099 1.7099 1.7082
S1 1.7015 1.7015 1.7072 1.6979
S2 1.6943 1.6943 1.7057
S3 1.6787 1.6859 1.7043
S4 1.6631 1.6703 1.7000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.7184 1.7028 0.0156 0.9% 0.0071 0.4% 24% False False 81,629
10 1.7184 1.7028 0.0156 0.9% 0.0069 0.4% 24% False False 74,467
20 1.7184 1.6941 0.0243 1.4% 0.0066 0.4% 51% False False 78,086
40 1.7184 1.6680 0.0504 3.0% 0.0071 0.4% 77% False False 64,296
60 1.7184 1.6680 0.0504 3.0% 0.0069 0.4% 77% False False 42,984
80 1.7184 1.6544 0.0640 3.8% 0.0065 0.4% 82% False False 32,273
100 1.7184 1.6448 0.0736 4.3% 0.0060 0.4% 84% False False 25,824
120 1.7184 1.6241 0.0943 5.5% 0.0051 0.3% 87% False False 21,521
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.7279
2.618 1.7207
1.618 1.7163
1.000 1.7136
0.618 1.7119
HIGH 1.7092
0.618 1.7075
0.500 1.7070
0.382 1.7065
LOW 1.7048
0.618 1.7021
1.000 1.7004
1.618 1.6977
2.618 1.6933
4.250 1.6861
Fisher Pivots for day following 21-Jul-2014
Pivot 1 day 3 day
R1 1.7070 1.7082
PP 1.7069 1.7076
S1 1.7067 1.7071

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

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