CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 09-Sep-2014
Day Change Summary
Previous Current
08-Sep-2014 09-Sep-2014 Change Change % Previous Week
Open 1.6183 1.6093 -0.0090 -0.6% 1.6586
High 1.6232 1.6155 -0.0077 -0.5% 1.6643
Low 1.6098 1.6059 -0.0039 -0.2% 1.6275
Close 1.6114 1.6089 -0.0025 -0.2% 1.6329
Range 0.0134 0.0096 -0.0038 -28.4% 0.0368
ATR 0.0083 0.0084 0.0001 1.1% 0.0000
Volume 182,933 202,441 19,508 10.7% 535,346
Daily Pivots for day following 09-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.6389 1.6335 1.6142
R3 1.6293 1.6239 1.6115
R2 1.6197 1.6197 1.6107
R1 1.6143 1.6143 1.6098 1.6122
PP 1.6101 1.6101 1.6101 1.6091
S1 1.6047 1.6047 1.6080 1.6026
S2 1.6005 1.6005 1.6071
S3 1.5909 1.5951 1.6063
S4 1.5813 1.5855 1.6036
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.7520 1.7292 1.6531
R3 1.7152 1.6924 1.6430
R2 1.6784 1.6784 1.6396
R1 1.6556 1.6556 1.6363 1.6486
PP 1.6416 1.6416 1.6416 1.6381
S1 1.6188 1.6188 1.6295 1.6118
S2 1.6048 1.6048 1.6262
S3 1.5680 1.5820 1.6228
S4 1.5312 1.5452 1.6127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6496 1.6059 0.0437 2.7% 0.0097 0.6% 7% False True 153,753
10 1.6643 1.6059 0.0584 3.6% 0.0089 0.6% 5% False True 124,324
20 1.6842 1.6059 0.0783 4.9% 0.0077 0.5% 4% False True 104,468
40 1.7184 1.6059 0.1125 7.0% 0.0068 0.4% 3% False True 94,066
60 1.7184 1.6059 0.1125 7.0% 0.0067 0.4% 3% False True 89,742
80 1.7184 1.6059 0.1125 7.0% 0.0069 0.4% 3% False True 74,115
100 1.7184 1.6059 0.1125 7.0% 0.0067 0.4% 3% False True 59,343
120 1.7184 1.6059 0.1125 7.0% 0.0066 0.4% 3% False True 49,472
Crabel Price Patterns
NR True
NR4 False
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 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6563
2.618 1.6406
1.618 1.6310
1.000 1.6251
0.618 1.6214
HIGH 1.6155
0.618 1.6118
0.500 1.6107
0.382 1.6096
LOW 1.6059
0.618 1.6000
1.000 1.5963
1.618 1.5904
2.618 1.5808
4.250 1.5651
Fisher Pivots for day following 09-Sep-2014
Pivot 1 day 3 day
R1 1.6107 1.6199
PP 1.6101 1.6162
S1 1.6095 1.6126

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

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