CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 15-Aug-2014
Day Change Summary
Previous Current
14-Aug-2014 15-Aug-2014 Change Change % Previous Week
Open 1.6661 1.6667 0.0006 0.0% 1.6765
High 1.6676 1.6683 0.0007 0.0% 1.6824
Low 1.6642 1.6663 0.0021 0.1% 1.6642
Close 1.6667 1.6679 0.0012 0.1% 1.6679
Range 0.0034 0.0020 -0.0014 -41.2% 0.0182
ATR 0.0055 0.0053 -0.0003 -4.6% 0.0000
Volume 643 426 -217 -33.7% 2,050
Daily Pivots for day following 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.6735 1.6727 1.6690
R3 1.6715 1.6707 1.6685
R2 1.6695 1.6695 1.6683
R1 1.6687 1.6687 1.6681 1.6691
PP 1.6675 1.6675 1.6675 1.6677
S1 1.6667 1.6667 1.6677 1.6671
S2 1.6655 1.6655 1.6675
S3 1.6635 1.6647 1.6674
S4 1.6615 1.6627 1.6668
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.7261 1.7152 1.6779
R3 1.7079 1.6970 1.6729
R2 1.6897 1.6897 1.6712
R1 1.6788 1.6788 1.6696 1.6752
PP 1.6715 1.6715 1.6715 1.6697
S1 1.6606 1.6606 1.6662 1.6570
S2 1.6533 1.6533 1.6646
S3 1.6351 1.6424 1.6629
S4 1.6169 1.6242 1.6579
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% 0.0056 0.3% 20% False False 410
10 1.6866 1.6642 0.0224 1.3% 0.0051 0.3% 17% False False 388
20 1.7070 1.6642 0.0428 2.6% 0.0049 0.3% 9% False False 317
40 1.7165 1.6642 0.0523 3.1% 0.0052 0.3% 7% False False 237
60 1.7165 1.6642 0.0523 3.1% 0.0043 0.3% 7% False False 172
80 1.7165 1.6642 0.0523 3.1% 0.0034 0.2% 7% False False 129
100 1.7165 1.6540 0.0625 3.7% 0.0030 0.2% 22% False False 107
120 1.7165 1.6459 0.0706 4.2% 0.0025 0.2% 31% False False 89
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6768
2.618 1.6735
1.618 1.6715
1.000 1.6703
0.618 1.6695
HIGH 1.6683
0.618 1.6675
0.500 1.6673
0.382 1.6671
LOW 1.6663
0.618 1.6651
1.000 1.6643
1.618 1.6631
2.618 1.6611
4.250 1.6578
Fisher Pivots for day following 15-Aug-2014
Pivot 1 day 3 day
R1 1.6677 1.6733
PP 1.6675 1.6715
S1 1.6673 1.6697

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

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