CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 15-May-2014
Day Change Summary
Previous Current
14-May-2014 15-May-2014 Change Change % Previous Week
Open 1.6835 1.6765 -0.0070 -0.4% 1.6836
High 1.6835 1.6765 -0.0070 -0.4% 1.6952
Low 1.6740 1.6765 0.0025 0.1% 1.6810
Close 1.6740 1.6765 0.0025 0.1% 1.6810
Range 0.0095 0.0000 -0.0095 -100.0% 0.0142
ATR 0.0040 0.0039 -0.0001 -2.7% 0.0000
Volume 2 2 0 0.0% 5
Daily Pivots for day following 15-May-2014
Classic Woodie Camarilla DeMark
R4 1.6765 1.6765 1.6765
R3 1.6765 1.6765 1.6765
R2 1.6765 1.6765 1.6765
R1 1.6765 1.6765 1.6765 1.6765
PP 1.6765 1.6765 1.6765 1.6765
S1 1.6765 1.6765 1.6765 1.6765
S2 1.6765 1.6765 1.6765
S3 1.6765 1.6765 1.6765
S4 1.6765 1.6765 1.6765
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 1.7283 1.7189 1.6888
R3 1.7141 1.7047 1.6849
R2 1.6999 1.6999 1.6836
R1 1.6905 1.6905 1.6823 1.6881
PP 1.6857 1.6857 1.6857 1.6846
S1 1.6763 1.6763 1.6797 1.6739
S2 1.6715 1.6715 1.6784
S3 1.6573 1.6621 1.6771
S4 1.6431 1.6479 1.6732
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6837 1.6740 0.0097 0.6% 0.0030 0.2% 26% False False 3
10 1.6952 1.6740 0.0212 1.3% 0.0015 0.1% 12% False False 2
20 1.6952 1.6740 0.0212 1.3% 0.0008 0.0% 12% False False 3
40 1.6952 1.6459 0.0493 2.9% 0.0009 0.1% 62% False False 9
60 1.6952 1.6459 0.0493 2.9% 0.0008 0.0% 62% False False 7
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6765
2.618 1.6765
1.618 1.6765
1.000 1.6765
0.618 1.6765
HIGH 1.6765
0.618 1.6765
0.500 1.6765
0.382 1.6765
LOW 1.6765
0.618 1.6765
1.000 1.6765
1.618 1.6765
2.618 1.6765
4.250 1.6765
Fisher Pivots for day following 15-May-2014
Pivot 1 day 3 day
R1 1.6765 1.6789
PP 1.6765 1.6781
S1 1.6765 1.6773

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

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