CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 22-Jul-2014
Day Change Summary
Previous Current
21-Jul-2014 22-Jul-2014 Change Change % Previous Week
Open 1.7062 1.7044 -0.0018 -0.1% 1.7106
High 1.7070 1.7054 -0.0016 -0.1% 1.7165
Low 1.7032 1.7019 -0.0013 -0.1% 1.7014
Close 1.7049 1.7035 -0.0014 -0.1% 1.7069
Range 0.0038 0.0035 -0.0003 -7.9% 0.0151
ATR 0.0055 0.0054 -0.0001 -2.6% 0.0000
Volume 328 83 -245 -74.7% 607
Daily Pivots for day following 22-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.7141 1.7123 1.7054
R3 1.7106 1.7088 1.7045
R2 1.7071 1.7071 1.7041
R1 1.7053 1.7053 1.7038 1.7045
PP 1.7036 1.7036 1.7036 1.7032
S1 1.7018 1.7018 1.7032 1.7010
S2 1.7001 1.7001 1.7029
S3 1.6966 1.6983 1.7025
S4 1.6931 1.6948 1.7016
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.7536 1.7453 1.7152
R3 1.7385 1.7302 1.7111
R2 1.7234 1.7234 1.7097
R1 1.7151 1.7151 1.7083 1.7117
PP 1.7083 1.7083 1.7083 1.7066
S1 1.7000 1.7000 1.7055 1.6966
S2 1.6932 1.6932 1.7041
S3 1.6781 1.6849 1.7027
S4 1.6630 1.6698 1.6986
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.7122 1.7014 0.0108 0.6% 0.0036 0.2% 19% False False 147
10 1.7165 1.7014 0.0151 0.9% 0.0052 0.3% 14% False False 138
20 1.7165 1.6937 0.0228 1.3% 0.0053 0.3% 43% False False 172
40 1.7165 1.6681 0.0484 2.8% 0.0042 0.2% 73% False False 110
60 1.7165 1.6681 0.0484 2.8% 0.0030 0.2% 73% False False 74
80 1.7165 1.6544 0.0621 3.6% 0.0026 0.2% 79% False False 59
100 1.7165 1.6459 0.0706 4.1% 0.0021 0.1% 82% False False 48
120 1.7165 1.6263 0.0902 5.3% 0.0018 0.1% 86% False False 41
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.7203
2.618 1.7146
1.618 1.7111
1.000 1.7089
0.618 1.7076
HIGH 1.7054
0.618 1.7041
0.500 1.7037
0.382 1.7032
LOW 1.7019
0.618 1.6997
1.000 1.6984
1.618 1.6962
2.618 1.6927
4.250 1.6870
Fisher Pivots for day following 22-Jul-2014
Pivot 1 day 3 day
R1 1.7037 1.7042
PP 1.7036 1.7040
S1 1.7036 1.7037

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

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