CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 26-Aug-2014
Day Change Summary
Previous Current
25-Aug-2014 26-Aug-2014 Change Change % Previous Week
Open 1.6539 1.6556 0.0017 0.1% 1.6690
High 1.6580 1.6580 0.0000 0.0% 1.6719
Low 1.6539 1.6484 -0.0055 -0.3% 1.6546
Close 1.6562 1.6531 -0.0031 -0.2% 1.6560
Range 0.0041 0.0096 0.0055 134.1% 0.0173
ATR 0.0055 0.0058 0.0003 5.4% 0.0000
Volume 727 897 170 23.4% 3,496
Daily Pivots for day following 26-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.6820 1.6771 1.6584
R3 1.6724 1.6675 1.6557
R2 1.6628 1.6628 1.6549
R1 1.6579 1.6579 1.6540 1.6556
PP 1.6532 1.6532 1.6532 1.6520
S1 1.6483 1.6483 1.6522 1.6460
S2 1.6436 1.6436 1.6513
S3 1.6340 1.6387 1.6505
S4 1.6244 1.6291 1.6478
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 1.6675 1.6484 0.0191 1.2% 0.0061 0.4% 25% False True 932
10 1.6824 1.6484 0.0340 2.1% 0.0065 0.4% 14% False True 641
20 1.6921 1.6484 0.0437 2.6% 0.0056 0.3% 11% False True 503
40 1.7165 1.6484 0.0681 4.1% 0.0054 0.3% 7% False True 342
60 1.7165 1.6484 0.0681 4.1% 0.0049 0.3% 7% False True 257
80 1.7165 1.6484 0.0681 4.1% 0.0040 0.2% 7% False True 193
100 1.7165 1.6484 0.0681 4.1% 0.0034 0.2% 7% False True 158
120 1.7165 1.6459 0.0706 4.3% 0.0029 0.2% 10% False False 132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6988
2.618 1.6831
1.618 1.6735
1.000 1.6676
0.618 1.6639
HIGH 1.6580
0.618 1.6543
0.500 1.6532
0.382 1.6521
LOW 1.6484
0.618 1.6425
1.000 1.6388
1.618 1.6329
2.618 1.6233
4.250 1.6076
Fisher Pivots for day following 26-Aug-2014
Pivot 1 day 3 day
R1 1.6532 1.6532
PP 1.6532 1.6532
S1 1.6531 1.6531

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

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