CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 10-Jun-2014
Day Change Summary
Previous Current
09-Jun-2014 10-Jun-2014 Change Change % Previous Week
Open 1.6804 1.6728 -0.0076 -0.5% 1.6718
High 1.6804 1.6728 -0.0076 -0.5% 1.6793
Low 1.6768 1.6728 -0.0040 -0.2% 1.6716
Close 1.6768 1.6728 -0.0040 -0.2% 1.6784
Range 0.0036 0.0000 -0.0036 -100.0% 0.0077
ATR 0.0036 0.0036 0.0000 0.9% 0.0000
Volume 2 3 1 50.0% 179
Daily Pivots for day following 10-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.6728 1.6728 1.6728
R3 1.6728 1.6728 1.6728
R2 1.6728 1.6728 1.6728
R1 1.6728 1.6728 1.6728 1.6728
PP 1.6728 1.6728 1.6728 1.6728
S1 1.6728 1.6728 1.6728 1.6728
S2 1.6728 1.6728 1.6728
S3 1.6728 1.6728 1.6728
S4 1.6728 1.6728 1.6728
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.6995 1.6967 1.6826
R3 1.6918 1.6890 1.6805
R2 1.6841 1.6841 1.6798
R1 1.6813 1.6813 1.6791 1.6827
PP 1.6764 1.6764 1.6764 1.6772
S1 1.6736 1.6736 1.6777 1.6750
S2 1.6687 1.6687 1.6770
S3 1.6610 1.6659 1.6763
S4 1.6533 1.6582 1.6742
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6804 1.6716 0.0088 0.5% 0.0024 0.1% 14% False False 36
10 1.6804 1.6681 0.0123 0.7% 0.0017 0.1% 38% False False 18
20 1.6865 1.6681 0.0184 1.1% 0.0016 0.1% 26% False False 10
40 1.6952 1.6681 0.0271 1.6% 0.0009 0.1% 17% False False 7
60 1.6952 1.6459 0.0493 2.9% 0.0011 0.1% 55% False False 9
80 1.6952 1.6459 0.0493 2.9% 0.0008 0.0% 55% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6728
2.618 1.6728
1.618 1.6728
1.000 1.6728
0.618 1.6728
HIGH 1.6728
0.618 1.6728
0.500 1.6728
0.382 1.6728
LOW 1.6728
0.618 1.6728
1.000 1.6728
1.618 1.6728
2.618 1.6728
4.250 1.6728
Fisher Pivots for day following 10-Jun-2014
Pivot 1 day 3 day
R1 1.6728 1.6766
PP 1.6728 1.6753
S1 1.6728 1.6741

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

View Archives - Comment on this page... - Back to Index of Symbols