CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 29-Aug-2014
Day Change Summary
Previous Current
28-Aug-2014 29-Aug-2014 Change Change % Previous Week
Open 1.6573 1.6587 0.0014 0.1% 1.6549
High 1.6612 1.6612 0.0000 0.0% 1.6612
Low 1.6565 1.6560 -0.0005 0.0% 1.6534
Close 1.6584 1.6561 -0.0023 -0.1% 1.6561
Range 0.0047 0.0052 0.0005 10.6% 0.0078
ATR 0.0060 0.0060 -0.0001 -1.0% 0.0000
Volume 76,742 87,367 10,625 13.8% 364,880
Daily Pivots for day following 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.6734 1.6699 1.6590
R3 1.6682 1.6647 1.6575
R2 1.6630 1.6630 1.6571
R1 1.6595 1.6595 1.6566 1.6587
PP 1.6578 1.6578 1.6578 1.6573
S1 1.6543 1.6543 1.6556 1.6535
S2 1.6526 1.6526 1.6551
S3 1.6474 1.6491 1.6547
S4 1.6422 1.6439 1.6532
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.6803 1.6760 1.6604
R3 1.6725 1.6682 1.6582
R2 1.6647 1.6647 1.6575
R1 1.6604 1.6604 1.6568 1.6626
PP 1.6569 1.6569 1.6569 1.6580
S1 1.6526 1.6526 1.6554 1.6548
S2 1.6491 1.6491 1.6547
S3 1.6413 1.6448 1.6540
S4 1.6335 1.6370 1.6518
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6612 1.6534 0.0078 0.5% 0.0054 0.3% 35% True False 72,976
10 1.6734 1.6534 0.0200 1.2% 0.0059 0.4% 14% False False 78,574
20 1.6883 1.6534 0.0349 2.1% 0.0059 0.4% 8% False False 81,759
40 1.7184 1.6534 0.0650 3.9% 0.0062 0.4% 4% False False 81,378
60 1.7184 1.6534 0.0650 3.9% 0.0066 0.4% 4% False False 83,103
80 1.7184 1.6534 0.0650 3.9% 0.0066 0.4% 4% False False 62,630
100 1.7184 1.6534 0.0650 3.9% 0.0064 0.4% 4% False False 50,149
120 1.7184 1.6448 0.0736 4.4% 0.0063 0.4% 15% False False 41,801
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6833
2.618 1.6748
1.618 1.6696
1.000 1.6664
0.618 1.6644
HIGH 1.6612
0.618 1.6592
0.500 1.6586
0.382 1.6580
LOW 1.6560
0.618 1.6528
1.000 1.6508
1.618 1.6476
2.618 1.6424
4.250 1.6339
Fisher Pivots for day following 29-Aug-2014
Pivot 1 day 3 day
R1 1.6586 1.6573
PP 1.6578 1.6569
S1 1.6569 1.6565

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

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