CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 1.6568 1.6539 -0.0029 -0.2% 1.6712
High 1.6593 1.6604 0.0011 0.1% 1.6734
Low 1.6536 1.6534 -0.0002 0.0% 1.6559
Close 1.6545 1.6579 0.0034 0.2% 1.6574
Range 0.0057 0.0070 0.0013 22.8% 0.0175
ATR 0.0061 0.0061 0.0001 1.1% 0.0000
Volume 73,337 85,079 11,742 16.0% 420,862
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.6782 1.6751 1.6618
R3 1.6712 1.6681 1.6598
R2 1.6642 1.6642 1.6592
R1 1.6611 1.6611 1.6585 1.6627
PP 1.6572 1.6572 1.6572 1.6580
S1 1.6541 1.6541 1.6573 1.6557
S2 1.6502 1.6502 1.6566
S3 1.6432 1.6471 1.6560
S4 1.6362 1.6401 1.6541
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.7147 1.7036 1.6670
R3 1.6972 1.6861 1.6622
R2 1.6797 1.6797 1.6606
R1 1.6686 1.6686 1.6590 1.6654
PP 1.6622 1.6622 1.6622 1.6607
S1 1.6511 1.6511 1.6558 1.6479
S2 1.6447 1.6447 1.6542
S3 1.6272 1.6336 1.6526
S4 1.6097 1.6161 1.6478
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6604 1.6534 0.0070 0.4% 0.0049 0.3% 64% True True 68,783
10 1.6734 1.6534 0.0200 1.2% 0.0056 0.3% 23% False True 77,748
20 1.6920 1.6534 0.0386 2.3% 0.0061 0.4% 12% False True 85,561
40 1.7184 1.6534 0.0650 3.9% 0.0062 0.4% 7% False True 81,113
60 1.7184 1.6534 0.0650 3.9% 0.0067 0.4% 7% False True 80,468
80 1.7184 1.6534 0.0650 3.9% 0.0067 0.4% 7% False True 60,585
100 1.7184 1.6534 0.0650 3.9% 0.0065 0.4% 7% False True 48,509
120 1.7184 1.6448 0.0736 4.4% 0.0062 0.4% 18% False False 40,434
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6902
2.618 1.6787
1.618 1.6717
1.000 1.6674
0.618 1.6647
HIGH 1.6604
0.618 1.6577
0.500 1.6569
0.382 1.6561
LOW 1.6534
0.618 1.6491
1.000 1.6464
1.618 1.6421
2.618 1.6351
4.250 1.6237
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 1.6576 1.6576
PP 1.6572 1.6572
S1 1.6569 1.6569

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

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