CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 24-Jun-2014
Day Change Summary
Previous Current
23-Jun-2014 24-Jun-2014 Change Change % Previous Week
Open 1.6995 1.7000 0.0005 0.0% 1.6970
High 1.7020 1.7000 -0.0020 -0.1% 1.7027
Low 1.6977 1.6937 -0.0040 -0.2% 1.6890
Close 1.6993 1.6954 -0.0039 -0.2% 1.6982
Range 0.0043 0.0063 0.0020 46.5% 0.0137
ATR 0.0051 0.0052 0.0001 1.6% 0.0000
Volume 22 38 16 72.7% 550
Daily Pivots for day following 24-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.7153 1.7116 1.6989
R3 1.7090 1.7053 1.6971
R2 1.7027 1.7027 1.6966
R1 1.6990 1.6990 1.6960 1.6977
PP 1.6964 1.6964 1.6964 1.6957
S1 1.6927 1.6927 1.6948 1.6914
S2 1.6901 1.6901 1.6942
S3 1.6838 1.6864 1.6937
S4 1.6775 1.6801 1.6919
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.7377 1.7317 1.7057
R3 1.7240 1.7180 1.7020
R2 1.7103 1.7103 1.7007
R1 1.7043 1.7043 1.6995 1.7073
PP 1.6966 1.6966 1.6966 1.6982
S1 1.6906 1.6906 1.6969 1.6936
S2 1.6829 1.6829 1.6957
S3 1.6692 1.6769 1.6944
S4 1.6555 1.6632 1.6907
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.7027 1.6890 0.0137 0.8% 0.0056 0.3% 47% False False 69
10 1.7027 1.6718 0.0309 1.8% 0.0049 0.3% 76% False False 80
20 1.7027 1.6681 0.0346 2.0% 0.0033 0.2% 79% False False 49
40 1.7027 1.6681 0.0346 2.0% 0.0021 0.1% 79% False False 25
60 1.7027 1.6544 0.0483 2.8% 0.0017 0.1% 85% False False 22
80 1.7027 1.6459 0.0568 3.4% 0.0014 0.1% 87% False False 17
100 1.7027 1.6263 0.0764 4.5% 0.0012 0.1% 90% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.7268
2.618 1.7165
1.618 1.7102
1.000 1.7063
0.618 1.7039
HIGH 1.7000
0.618 1.6976
0.500 1.6969
0.382 1.6961
LOW 1.6937
0.618 1.6898
1.000 1.6874
1.618 1.6835
2.618 1.6772
4.250 1.6669
Fisher Pivots for day following 24-Jun-2014
Pivot 1 day 3 day
R1 1.6969 1.6982
PP 1.6964 1.6973
S1 1.6959 1.6963

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

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