CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 20-Aug-2014
Day Change Summary
Previous Current
19-Aug-2014 20-Aug-2014 Change Change % Previous Week
Open 1.6702 1.6602 -0.0100 -0.6% 1.6765
High 1.6706 1.6675 -0.0031 -0.2% 1.6824
Low 1.6595 1.6574 -0.0021 -0.1% 1.6642
Close 1.6601 1.6581 -0.0020 -0.1% 1.6679
Range 0.0111 0.0101 -0.0010 -9.0% 0.0182
ATR 0.0056 0.0059 0.0003 5.7% 0.0000
Volume 267 1,448 1,181 442.3% 2,050
Daily Pivots for day following 20-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.6913 1.6848 1.6637
R3 1.6812 1.6747 1.6609
R2 1.6711 1.6711 1.6600
R1 1.6646 1.6646 1.6590 1.6628
PP 1.6610 1.6610 1.6610 1.6601
S1 1.6545 1.6545 1.6572 1.6527
S2 1.6509 1.6509 1.6562
S3 1.6408 1.6444 1.6553
S4 1.6307 1.6343 1.6525
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 1.6719 1.6574 0.0145 0.9% 0.0059 0.4% 5% False True 595
10 1.6837 1.6574 0.0263 1.6% 0.0061 0.4% 3% False True 436
20 1.7017 1.6574 0.0443 2.7% 0.0055 0.3% 2% False True 387
40 1.7165 1.6574 0.0591 3.6% 0.0054 0.3% 1% False True 281
60 1.7165 1.6574 0.0591 3.6% 0.0047 0.3% 1% False True 204
80 1.7165 1.6574 0.0591 3.6% 0.0037 0.2% 1% False True 153
100 1.7165 1.6544 0.0621 3.7% 0.0032 0.2% 6% False False 126
120 1.7165 1.6459 0.0706 4.3% 0.0027 0.2% 17% False False 105
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7104
2.618 1.6939
1.618 1.6838
1.000 1.6776
0.618 1.6737
HIGH 1.6675
0.618 1.6636
0.500 1.6625
0.382 1.6613
LOW 1.6574
0.618 1.6512
1.000 1.6473
1.618 1.6411
2.618 1.6310
4.250 1.6145
Fisher Pivots for day following 20-Aug-2014
Pivot 1 day 3 day
R1 1.6625 1.6647
PP 1.6610 1.6625
S1 1.6596 1.6603

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

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