CME British Pound Future December 2014

Trading Metrics calculated at close of trading on 14-Aug-2014

Day Change Summary
	Previous	Current
	13-Aug-2014	14-Aug-2014	Change	Change %	Previous Week
Open	1.6783	1.6661	-0.0122	-0.7%	1.6799
High	1.6824	1.6676	-0.0148	-0.9%	1.6866
Low	1.6667	1.6642	-0.0025	-0.1%	1.6747
Close	1.6669	1.6667	-0.0002	0.0%	1.6755
Range	0.0157	0.0034	-0.0123	-78.3%	0.0119
ATR	0.0057	0.0055	-0.0002	-2.9%	0.0000
Volume	229	643	414	180.8%	1,835

Daily Pivots for day following 14-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.6764	1.6749	1.6686
R3	1.6730	1.6715	1.6676
R2	1.6696	1.6696	1.6673
R1	1.6681	1.6681	1.6670	1.6689
PP	1.6662	1.6662	1.6662	1.6665
S1	1.6647	1.6647	1.6664	1.6655
S2	1.6628	1.6628	1.6661
S3	1.6594	1.6613	1.6658
S4	1.6560	1.6579	1.6648

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.7146	1.7070	1.6820
R3	1.7027	1.6951	1.6788
R2	1.6908	1.6908	1.6777
R1	1.6832	1.6832	1.6766	1.6811
PP	1.6789	1.6789	1.6789	1.6779
S1	1.6713	1.6713	1.6744	1.6692
S2	1.6670	1.6670	1.6733
S3	1.6551	1.6594	1.6722
S4	1.6432	1.6475	1.6690

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6824	1.6642	0.0182	1.1%	0.0064	0.4%	14%	False	True	361
10	1.6866	1.6642	0.0224	1.3%	0.0055	0.3%	11%	False	True	374
20	1.7070	1.6642	0.0428	2.6%	0.0051	0.3%	6%	False	True	296
40	1.7165	1.6642	0.0523	3.1%	0.0053	0.3%	5%	False	True	230
60	1.7165	1.6642	0.0523	3.1%	0.0043	0.3%	5%	False	True	165
80	1.7165	1.6642	0.0523	3.1%	0.0034	0.2%	5%	False	True	124
100	1.7165	1.6496	0.0669	4.0%	0.0029	0.2%	26%	False	False	102
120	1.7165	1.6459	0.0706	4.2%	0.0025	0.2%	29%	False	False	86

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.6821
2.618	1.6765
1.618	1.6731
1.000	1.6710
0.618	1.6697
HIGH	1.6676
0.618	1.6663
0.500	1.6659
0.382	1.6655
LOW	1.6642
0.618	1.6621
1.000	1.6608
1.618	1.6587
2.618	1.6553
4.250	1.6498

Fisher Pivots for day following 14-Aug-2014
Pivot	1 day	3 day
R1	1.6664	1.6733
PP	1.6662	1.6711
S1	1.6659	1.6689

Download as Excel Spreadsheet

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

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