CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 27-May-2014
Day Change Summary
Previous Current
23-May-2014 27-May-2014 Change Change % Previous Week
Open 1.6789 1.6781 -0.0008 0.0% 1.6787
High 1.6789 1.6781 -0.0008 0.0% 1.6865
Low 1.6789 1.6781 -0.0008 0.0% 1.6787
Close 1.6789 1.6781 -0.0008 0.0% 1.6789
Range
ATR 0.0036 0.0034 -0.0002 -5.6% 0.0000
Volume 1 1 0 0.0% 9
Daily Pivots for day following 27-May-2014
Classic Woodie Camarilla DeMark
R4 1.6781 1.6781 1.6781
R3 1.6781 1.6781 1.6781
R2 1.6781 1.6781 1.6781
R1 1.6781 1.6781 1.6781 1.6781
PP 1.6781 1.6781 1.6781 1.6781
S1 1.6781 1.6781 1.6781 1.6781
S2 1.6781 1.6781 1.6781
S3 1.6781 1.6781 1.6781
S4 1.6781 1.6781 1.6781
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 1.7048 1.6996 1.6832
R3 1.6970 1.6918 1.6810
R2 1.6892 1.6892 1.6803
R1 1.6840 1.6840 1.6796 1.6866
PP 1.6814 1.6814 1.6814 1.6827
S1 1.6762 1.6762 1.6782 1.6788
S2 1.6736 1.6736 1.6775
S3 1.6658 1.6684 1.6768
S4 1.6580 1.6606 1.6746
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6865 1.6781 0.0084 0.5% 0.0002 0.0% 0% False True 1
10 1.6865 1.6740 0.0125 0.7% 0.0015 0.1% 33% False False 2
20 1.6952 1.6740 0.0212 1.3% 0.0008 0.0% 19% False False 1
40 1.6952 1.6544 0.0408 2.4% 0.0010 0.1% 58% False False 9
60 1.6952 1.6459 0.0493 2.9% 0.0008 0.0% 65% False False 7
80 1.6952 1.6263 0.0689 4.1% 0.0006 0.0% 75% False False 6
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.6781
2.618 1.6781
1.618 1.6781
1.000 1.6781
0.618 1.6781
HIGH 1.6781
0.618 1.6781
0.500 1.6781
0.382 1.6781
LOW 1.6781
0.618 1.6781
1.000 1.6781
1.618 1.6781
2.618 1.6781
4.250 1.6781
Fisher Pivots for day following 27-May-2014
Pivot 1 day 3 day
R1 1.6781 1.6813
PP 1.6781 1.6802
S1 1.6781 1.6792

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

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