CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 25-Aug-2014
Day Change Summary
Previous Current
22-Aug-2014 25-Aug-2014 Change Change % Previous Week
Open 1.6560 1.6539 -0.0021 -0.1% 1.6690
High 1.6580 1.6580 0.0000 0.0% 1.6719
Low 1.6546 1.6539 -0.0007 0.0% 1.6546
Close 1.6560 1.6562 0.0002 0.0% 1.6560
Range 0.0034 0.0041 0.0007 20.6% 0.0173
ATR 0.0056 0.0055 -0.0001 -1.9% 0.0000
Volume 890 727 -163 -18.3% 3,496
Daily Pivots for day following 25-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.6683 1.6664 1.6585
R3 1.6642 1.6623 1.6573
R2 1.6601 1.6601 1.6570
R1 1.6582 1.6582 1.6566 1.6592
PP 1.6560 1.6560 1.6560 1.6565
S1 1.6541 1.6541 1.6558 1.6551
S2 1.6519 1.6519 1.6554
S3 1.6478 1.6500 1.6551
S4 1.6437 1.6459 1.6539
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.7127 1.7017 1.6655
R3 1.6954 1.6844 1.6608
R2 1.6781 1.6781 1.6592
R1 1.6671 1.6671 1.6576 1.6640
PP 1.6608 1.6608 1.6608 1.6593
S1 1.6498 1.6498 1.6544 1.6467
S2 1.6435 1.6435 1.6528
S3 1.6262 1.6325 1.6512
S4 1.6089 1.6152 1.6465
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6706 1.6539 0.0167 1.0% 0.0064 0.4% 14% False True 806
10 1.6824 1.6539 0.0285 1.7% 0.0061 0.4% 8% False True 567
20 1.6966 1.6539 0.0427 2.6% 0.0054 0.3% 5% False True 464
40 1.7165 1.6539 0.0626 3.8% 0.0054 0.3% 4% False True 320
60 1.7165 1.6539 0.0626 3.8% 0.0048 0.3% 4% False True 242
80 1.7165 1.6539 0.0626 3.8% 0.0039 0.2% 4% False True 182
100 1.7165 1.6539 0.0626 3.8% 0.0033 0.2% 4% False True 149
120 1.7165 1.6459 0.0706 4.3% 0.0028 0.2% 15% False False 124
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6754
2.618 1.6687
1.618 1.6646
1.000 1.6621
0.618 1.6605
HIGH 1.6580
0.618 1.6564
0.500 1.6560
0.382 1.6555
LOW 1.6539
0.618 1.6514
1.000 1.6498
1.618 1.6473
2.618 1.6432
4.250 1.6365
Fisher Pivots for day following 25-Aug-2014
Pivot 1 day 3 day
R1 1.6561 1.6561
PP 1.6560 1.6560
S1 1.6560 1.6560

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

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