CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 11-Apr-2014
Day Change Summary
Previous Current
10-Apr-2014 11-Apr-2014 Change Change % Previous Week
Open 1.6757 1.6712 -0.0045 -0.3% 1.6576
High 1.6757 1.6712 -0.0045 -0.3% 1.6759
Low 1.6753 1.6712 -0.0041 -0.2% 1.6576
Close 1.6753 1.6712 -0.0041 -0.2% 1.6712
Range 0.0004 0.0000 -0.0004 -100.0% 0.0183
ATR 0.0038 0.0038 0.0000 0.5% 0.0000
Volume 208 11 -197 -94.7% 262
Daily Pivots for day following 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.6712 1.6712 1.6712
R3 1.6712 1.6712 1.6712
R2 1.6712 1.6712 1.6712
R1 1.6712 1.6712 1.6712 1.6712
PP 1.6712 1.6712 1.6712 1.6712
S1 1.6712 1.6712 1.6712 1.6712
S2 1.6712 1.6712 1.6712
S3 1.6712 1.6712 1.6712
S4 1.6712 1.6712 1.6712
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.7231 1.7155 1.6813
R3 1.7048 1.6972 1.6762
R2 1.6865 1.6865 1.6746
R1 1.6789 1.6789 1.6729 1.6827
PP 1.6682 1.6682 1.6682 1.6702
S1 1.6606 1.6606 1.6695 1.6644
S2 1.6499 1.6499 1.6678
S3 1.6316 1.6423 1.6662
S4 1.6133 1.6240 1.6611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6759 1.6576 0.0183 1.1% 0.0037 0.2% 74% False False 52
10 1.6759 1.6544 0.0215 1.3% 0.0021 0.1% 78% False False 27
20 1.6759 1.6459 0.0300 1.8% 0.0015 0.1% 84% False False 14
40 1.6759 1.6459 0.0300 1.8% 0.0007 0.0% 84% False False 9
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6712
2.618 1.6712
1.618 1.6712
1.000 1.6712
0.618 1.6712
HIGH 1.6712
0.618 1.6712
0.500 1.6712
0.382 1.6712
LOW 1.6712
0.618 1.6712
1.000 1.6712
1.618 1.6712
2.618 1.6712
4.250 1.6712
Fisher Pivots for day following 11-Apr-2014
Pivot 1 day 3 day
R1 1.6712 1.6725
PP 1.6712 1.6721
S1 1.6712 1.6716

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

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