CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 05-Sep-2014
Day Change Summary
Previous Current
04-Sep-2014 05-Sep-2014 Change Change % Previous Week
Open 1.6447 1.6304 -0.0143 -0.9% 1.6577
High 1.6450 1.6325 -0.0125 -0.8% 1.6629
Low 1.6317 1.6273 -0.0044 -0.3% 1.6273
Close 1.6318 1.6316 -0.0002 0.0% 1.6316
Range 0.0133 0.0052 -0.0081 -60.9% 0.0356
ATR 0.0069 0.0068 -0.0001 -1.8% 0.0000
Volume 7,260 11,150 3,890 53.6% 29,305
Daily Pivots for day following 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.6461 1.6440 1.6345
R3 1.6409 1.6388 1.6330
R2 1.6357 1.6357 1.6326
R1 1.6336 1.6336 1.6321 1.6347
PP 1.6305 1.6305 1.6305 1.6310
S1 1.6284 1.6284 1.6311 1.6295
S2 1.6253 1.6253 1.6306
S3 1.6201 1.6232 1.6302
S4 1.6149 1.6180 1.6287
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.7474 1.7251 1.6512
R3 1.7118 1.6895 1.6414
R2 1.6762 1.6762 1.6381
R1 1.6539 1.6539 1.6349 1.6473
PP 1.6406 1.6406 1.6406 1.6373
S1 1.6183 1.6183 1.6283 1.6117
S2 1.6050 1.6050 1.6251
S3 1.5694 1.5827 1.6218
S4 1.5338 1.5471 1.6120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6629 1.6273 0.0356 2.2% 0.0094 0.6% 12% False True 6,362
10 1.6629 1.6273 0.0356 2.2% 0.0075 0.5% 12% False True 3,540
20 1.6824 1.6273 0.0551 3.4% 0.0068 0.4% 8% False True 2,012
40 1.7165 1.6273 0.0892 5.5% 0.0059 0.4% 5% False True 1,127
60 1.7165 1.6273 0.0892 5.5% 0.0056 0.3% 5% False True 802
80 1.7165 1.6273 0.0892 5.5% 0.0046 0.3% 5% False True 604
100 1.7165 1.6273 0.0892 5.5% 0.0038 0.2% 5% False True 484
120 1.7165 1.6273 0.0892 5.5% 0.0034 0.2% 5% False True 406
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 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6546
2.618 1.6461
1.618 1.6409
1.000 1.6377
0.618 1.6357
HIGH 1.6325
0.618 1.6305
0.500 1.6299
0.382 1.6293
LOW 1.6273
0.618 1.6241
1.000 1.6221
1.618 1.6189
2.618 1.6137
4.250 1.6052
Fisher Pivots for day following 05-Sep-2014
Pivot 1 day 3 day
R1 1.6310 1.6378
PP 1.6305 1.6357
S1 1.6299 1.6337

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

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