CME British Pound Future September 2014

Trading Metrics calculated at close of trading on 15-Aug-2014

Day Change Summary
	Previous	Current
	14-Aug-2014	15-Aug-2014	Change	Change %	Previous Week
Open	1.6683	1.6679	-0.0004	0.0%	1.6767
High	1.6693	1.6698	0.0005	0.0%	1.6842
Low	1.6653	1.6673	0.0020	0.1%	1.6653
Close	1.6681	1.6693	0.0012	0.1%	1.6693
Range	0.0040	0.0025	-0.0015	-37.5%	0.0189
ATR	0.0065	0.0062	-0.0003	-4.4%	0.0000
Volume	80,980	74,869	-6,111	-7.5%	439,020

Daily Pivots for day following 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6763	1.6753	1.6707
R3	1.6738	1.6728	1.6700
R2	1.6713	1.6713	1.6698
R1	1.6703	1.6703	1.6695	1.6708
PP	1.6688	1.6688	1.6688	1.6691
S1	1.6678	1.6678	1.6691	1.6683
S2	1.6663	1.6663	1.6688
S3	1.6638	1.6653	1.6686
S4	1.6613	1.6628	1.6679

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7296	1.7184	1.6797
R3	1.7107	1.6995	1.6745
R2	1.6918	1.6918	1.6728
R1	1.6806	1.6806	1.6710	1.6768
PP	1.6729	1.6729	1.6729	1.6710
S1	1.6617	1.6617	1.6676	1.6579
S2	1.6540	1.6540	1.6658
S3	1.6351	1.6428	1.6641
S4	1.6162	1.6239	1.6589

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6842	1.6653	0.0189	1.1%	0.0062	0.4%	21%	False	False	87,804
10	1.6883	1.6653	0.0230	1.4%	0.0058	0.3%	17%	False	False	84,945
20	1.7092	1.6653	0.0439	2.6%	0.0058	0.4%	9%	False	False	84,756
40	1.7184	1.6653	0.0531	3.2%	0.0063	0.4%	8%	False	False	82,624
60	1.7184	1.6653	0.0531	3.2%	0.0067	0.4%	8%	False	False	70,341
80	1.7184	1.6653	0.0531	3.2%	0.0066	0.4%	8%	False	False	52,845
100	1.7184	1.6493	0.0691	4.1%	0.0064	0.4%	29%	False	False	42,299
120	1.7184	1.6448	0.0736	4.4%	0.0059	0.4%	33%	False	False	35,254

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.6804
2.618	1.6763
1.618	1.6738
1.000	1.6723
0.618	1.6713
HIGH	1.6698
0.618	1.6688
0.500	1.6686
0.382	1.6683
LOW	1.6673
0.618	1.6658
1.000	1.6648
1.618	1.6633
2.618	1.6608
4.250	1.6567

Fisher Pivots for day following 15-Aug-2014
Pivot	1 day	3 day
R1	1.6691	1.6748
PP	1.6688	1.6729
S1	1.6686	1.6711

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols