CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 25-Apr-2014
Day Change Summary
Previous Current
24-Apr-2014 25-Apr-2014 Change Change % Previous Week
Open 1.6768 1.6767 -0.0001 0.0% 1.6765
High 1.6768 1.6767 -0.0001 0.0% 1.6793
Low 1.6765 1.6767 0.0002 0.0% 1.6746
Close 1.6765 1.6767 0.0002 0.0% 1.6767
Range 0.0003 0.0000 -0.0003 -100.0% 0.0047
ATR 0.0032 0.0030 -0.0002 -6.7% 0.0000
Volume 1 2 1 100.0% 26
Daily Pivots for day following 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.6767 1.6767 1.6767
R3 1.6767 1.6767 1.6767
R2 1.6767 1.6767 1.6767
R1 1.6767 1.6767 1.6767 1.6767
PP 1.6767 1.6767 1.6767 1.6767
S1 1.6767 1.6767 1.6767 1.6767
S2 1.6767 1.6767 1.6767
S3 1.6767 1.6767 1.6767
S4 1.6767 1.6767 1.6767
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.6910 1.6885 1.6793
R3 1.6863 1.6838 1.6780
R2 1.6816 1.6816 1.6776
R1 1.6791 1.6791 1.6771 1.6804
PP 1.6769 1.6769 1.6769 1.6775
S1 1.6744 1.6744 1.6763 1.6757
S2 1.6722 1.6722 1.6758
S3 1.6675 1.6697 1.6754
S4 1.6628 1.6650 1.6741
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6793 1.6746 0.0047 0.3% 0.0002 0.0% 45% False False 5
10 1.6793 1.6686 0.0107 0.6% 0.0001 0.0% 76% False False 8
20 1.6793 1.6544 0.0249 1.5% 0.0011 0.1% 90% False False 17
40 1.6793 1.6459 0.0334 2.0% 0.0008 0.0% 92% False False 10
60 1.6793 1.6263 0.0530 3.2% 0.0006 0.0% 95% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6767
2.618 1.6767
1.618 1.6767
1.000 1.6767
0.618 1.6767
HIGH 1.6767
0.618 1.6767
0.500 1.6767
0.382 1.6767
LOW 1.6767
0.618 1.6767
1.000 1.6767
1.618 1.6767
2.618 1.6767
4.250 1.6767
Fisher Pivots for day following 25-Apr-2014
Pivot 1 day 3 day
R1 1.6767 1.6764
PP 1.6767 1.6760
S1 1.6767 1.6757

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

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