CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 11-Aug-2014
Day Change Summary
Previous Current
08-Aug-2014 11-Aug-2014 Change Change % Previous Week
Open 1.6826 1.6767 -0.0059 -0.4% 1.6821
High 1.6829 1.6791 -0.0038 -0.2% 1.6883
Low 1.6761 1.6766 0.0005 0.0% 1.6761
Close 1.6770 1.6781 0.0011 0.1% 1.6770
Range 0.0068 0.0025 -0.0043 -63.2% 0.0122
ATR 0.0062 0.0059 -0.0003 -4.3% 0.0000
Volume 101,279 56,113 -45,166 -44.6% 410,430
Daily Pivots for day following 11-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.6854 1.6843 1.6795
R3 1.6829 1.6818 1.6788
R2 1.6804 1.6804 1.6786
R1 1.6793 1.6793 1.6783 1.6799
PP 1.6779 1.6779 1.6779 1.6782
S1 1.6768 1.6768 1.6779 1.6774
S2 1.6754 1.6754 1.6776
S3 1.6729 1.6743 1.6774
S4 1.6704 1.6718 1.6767
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.7171 1.7092 1.6837
R3 1.7049 1.6970 1.6804
R2 1.6927 1.6927 1.6792
R1 1.6848 1.6848 1.6781 1.6827
PP 1.6805 1.6805 1.6805 1.6794
S1 1.6726 1.6726 1.6759 1.6705
S2 1.6683 1.6683 1.6748
S3 1.6561 1.6604 1.6736
S4 1.6439 1.6482 1.6703
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6883 1.6761 0.0122 0.7% 0.0048 0.3% 16% False False 80,521
10 1.6989 1.6761 0.0228 1.4% 0.0057 0.3% 9% False False 87,511
20 1.7184 1.6761 0.0423 2.5% 0.0060 0.4% 5% False False 83,663
40 1.7184 1.6761 0.0423 2.5% 0.0062 0.4% 5% False False 82,380
60 1.7184 1.6680 0.0504 3.0% 0.0066 0.4% 20% False False 63,998
80 1.7184 1.6680 0.0504 3.0% 0.0065 0.4% 20% False False 48,061
100 1.7184 1.6448 0.0736 4.4% 0.0063 0.4% 45% False False 38,473
120 1.7184 1.6448 0.0736 4.4% 0.0057 0.3% 45% False False 32,063
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 0.0009
Narrowest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 1.6897
2.618 1.6856
1.618 1.6831
1.000 1.6816
0.618 1.6806
HIGH 1.6791
0.618 1.6781
0.500 1.6779
0.382 1.6776
LOW 1.6766
0.618 1.6751
1.000 1.6741
1.618 1.6726
2.618 1.6701
4.250 1.6660
Fisher Pivots for day following 11-Aug-2014
Pivot 1 day 3 day
R1 1.6780 1.6810
PP 1.6779 1.6800
S1 1.6779 1.6791

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

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