CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 28-Jul-2014
Day Change Summary
Previous Current
25-Jul-2014 28-Jul-2014 Change Change % Previous Week
Open 1.6981 1.6969 -0.0012 -0.1% 1.7077
High 1.6991 1.6995 0.0004 0.0% 1.7092
Low 1.6954 1.6966 0.0012 0.1% 1.6954
Close 1.6969 1.6973 0.0004 0.0% 1.6969
Range 0.0037 0.0029 -0.0008 -21.6% 0.0138
ATR 0.0067 0.0064 -0.0003 -4.0% 0.0000
Volume 72,569 47,530 -25,039 -34.5% 389,579
Daily Pivots for day following 28-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.7065 1.7048 1.6989
R3 1.7036 1.7019 1.6981
R2 1.7007 1.7007 1.6978
R1 1.6990 1.6990 1.6976 1.6999
PP 1.6978 1.6978 1.6978 1.6982
S1 1.6961 1.6961 1.6970 1.6970
S2 1.6949 1.6949 1.6968
S3 1.6920 1.6932 1.6965
S4 1.6891 1.6903 1.6957
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.7419 1.7332 1.7045
R3 1.7281 1.7194 1.7007
R2 1.7143 1.7143 1.6994
R1 1.7056 1.7056 1.6982 1.7031
PP 1.7005 1.7005 1.7005 1.6992
S1 1.6918 1.6918 1.6956 1.6893
S2 1.6867 1.6867 1.6944
S3 1.6729 1.6780 1.6931
S4 1.6591 1.6642 1.6893
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.7088 1.6954 0.0134 0.8% 0.0054 0.3% 14% False False 78,003
10 1.7184 1.6954 0.0230 1.4% 0.0063 0.4% 8% False False 79,816
20 1.7184 1.6954 0.0230 1.4% 0.0065 0.4% 8% False False 77,256
40 1.7184 1.6690 0.0494 2.9% 0.0068 0.4% 57% False False 73,890
60 1.7184 1.6680 0.0504 3.0% 0.0068 0.4% 58% False False 49,461
80 1.7184 1.6550 0.0634 3.7% 0.0065 0.4% 67% False False 37,142
100 1.7184 1.6448 0.0736 4.3% 0.0061 0.4% 71% False False 29,724
120 1.7184 1.6241 0.0943 5.6% 0.0053 0.3% 78% False False 24,771
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 1.7118
2.618 1.7071
1.618 1.7042
1.000 1.7024
0.618 1.7013
HIGH 1.6995
0.618 1.6984
0.500 1.6981
0.382 1.6977
LOW 1.6966
0.618 1.6948
1.000 1.6937
1.618 1.6919
2.618 1.6890
4.250 1.6843
Fisher Pivots for day following 28-Jul-2014
Pivot 1 day 3 day
R1 1.6981 1.7001
PP 1.6978 1.6991
S1 1.6976 1.6982

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

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