CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 02-Sep-2014
Day Change Summary
Previous Current
29-Aug-2014 02-Sep-2014 Change Change % Previous Week
Open 1.6578 1.6577 -0.0001 0.0% 1.6539
High 1.6598 1.6629 0.0031 0.2% 1.6598
Low 1.6547 1.6453 -0.0094 -0.6% 1.6484
Close 1.6547 1.6459 -0.0088 -0.5% 1.6547
Range 0.0051 0.0176 0.0125 245.1% 0.0114
ATR 0.0057 0.0065 0.0009 15.1% 0.0000
Volume 2,505 3,771 1,266 50.5% 5,213
Daily Pivots for day following 02-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.7042 1.6926 1.6556
R3 1.6866 1.6750 1.6507
R2 1.6690 1.6690 1.6491
R1 1.6574 1.6574 1.6475 1.6544
PP 1.6514 1.6514 1.6514 1.6499
S1 1.6398 1.6398 1.6443 1.6368
S2 1.6338 1.6338 1.6427
S3 1.6162 1.6222 1.6411
S4 1.5986 1.6046 1.6362
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.6885 1.6830 1.6610
R3 1.6771 1.6716 1.6578
R2 1.6657 1.6657 1.6568
R1 1.6602 1.6602 1.6557 1.6630
PP 1.6543 1.6543 1.6543 1.6557
S1 1.6488 1.6488 1.6537 1.6516
S2 1.6429 1.6429 1.6526
S3 1.6315 1.6374 1.6516
S4 1.6201 1.6260 1.6484
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6629 1.6453 0.0176 1.1% 0.0086 0.5% 3% True True 1,651
10 1.6706 1.6453 0.0253 1.5% 0.0075 0.5% 2% False True 1,228
20 1.6866 1.6453 0.0413 2.5% 0.0062 0.4% 1% False True 780
40 1.7165 1.6453 0.0712 4.3% 0.0056 0.3% 1% False True 499
60 1.7165 1.6453 0.0712 4.3% 0.0054 0.3% 1% False True 377
80 1.7165 1.6453 0.0712 4.3% 0.0044 0.3% 1% False True 285
100 1.7165 1.6453 0.0712 4.3% 0.0035 0.2% 1% False True 231
120 1.7165 1.6453 0.0712 4.3% 0.0032 0.2% 1% False True 193
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 151 trading days
Fibonacci Retracements and Extensions
4.250 1.7377
2.618 1.7090
1.618 1.6914
1.000 1.6805
0.618 1.6738
HIGH 1.6629
0.618 1.6562
0.500 1.6541
0.382 1.6520
LOW 1.6453
0.618 1.6344
1.000 1.6277
1.618 1.6168
2.618 1.5992
4.250 1.5705
Fisher Pivots for day following 02-Sep-2014
Pivot 1 day 3 day
R1 1.6541 1.6541
PP 1.6514 1.6514
S1 1.6486 1.6486

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

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