CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 01-Aug-2014
Day Change Summary
Previous Current
31-Jul-2014 01-Aug-2014 Change Change % Previous Week
Open 1.6895 1.6857 -0.0038 -0.2% 1.6954
High 1.6897 1.6860 -0.0037 -0.2% 1.6976
Low 1.6835 1.6796 -0.0039 -0.2% 1.6796
Close 1.6860 1.6809 -0.0051 -0.3% 1.6809
Range 0.0062 0.0064 0.0002 3.2% 0.0180
ATR 0.0052 0.0053 0.0001 1.6% 0.0000
Volume 625 287 -338 -54.1% 1,244
Daily Pivots for day following 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.7014 1.6975 1.6844
R3 1.6950 1.6911 1.6827
R2 1.6886 1.6886 1.6821
R1 1.6847 1.6847 1.6815 1.6835
PP 1.6822 1.6822 1.6822 1.6815
S1 1.6783 1.6783 1.6803 1.6771
S2 1.6758 1.6758 1.6797
S3 1.6694 1.6719 1.6791
S4 1.6630 1.6655 1.6774
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.7400 1.7285 1.6908
R3 1.7220 1.7105 1.6859
R2 1.7040 1.7040 1.6842
R1 1.6925 1.6925 1.6826 1.6893
PP 1.6860 1.6860 1.6860 1.6844
S1 1.6745 1.6745 1.6793 1.6713
S2 1.6680 1.6680 1.6776
S3 1.6500 1.6565 1.6760
S4 1.6320 1.6385 1.6710
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6976 1.6796 0.0180 1.1% 0.0050 0.3% 7% False True 248
10 1.7070 1.6796 0.0274 1.6% 0.0048 0.3% 5% False True 245
20 1.7165 1.6796 0.0369 2.2% 0.0051 0.3% 4% False True 189
40 1.7165 1.6718 0.0447 2.7% 0.0049 0.3% 20% False False 156
60 1.7165 1.6681 0.0484 2.9% 0.0037 0.2% 26% False False 107
80 1.7165 1.6681 0.0484 2.9% 0.0029 0.2% 26% False False 84
100 1.7165 1.6459 0.0706 4.2% 0.0025 0.2% 50% False False 68
120 1.7165 1.6407 0.0758 4.5% 0.0021 0.1% 53% False False 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.7132
2.618 1.7028
1.618 1.6964
1.000 1.6924
0.618 1.6900
HIGH 1.6860
0.618 1.6836
0.500 1.6828
0.382 1.6820
LOW 1.6796
0.618 1.6756
1.000 1.6732
1.618 1.6692
2.618 1.6628
4.250 1.6524
Fisher Pivots for day following 01-Aug-2014
Pivot 1 day 3 day
R1 1.6828 1.6859
PP 1.6822 1.6842
S1 1.6815 1.6826

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

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