CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 10-Sep-2014
Day Change Summary
Previous Current
09-Sep-2014 10-Sep-2014 Change Change % Previous Week
Open 1.6085 1.6091 0.0006 0.0% 1.6577
High 1.6144 1.6217 0.0073 0.5% 1.6629
Low 1.6047 1.6039 -0.0008 0.0% 1.6273
Close 1.6076 1.6187 0.0111 0.7% 1.6316
Range 0.0097 0.0178 0.0081 83.5% 0.0356
ATR 0.0081 0.0088 0.0007 8.6% 0.0000
Volume 72,772 85,631 12,859 17.7% 29,305
Daily Pivots for day following 10-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.6682 1.6612 1.6285
R3 1.6504 1.6434 1.6236
R2 1.6326 1.6326 1.6220
R1 1.6256 1.6256 1.6203 1.6291
PP 1.6148 1.6148 1.6148 1.6165
S1 1.6078 1.6078 1.6171 1.6113
S2 1.5970 1.5970 1.6154
S3 1.5792 1.5900 1.6138
S4 1.5614 1.5722 1.6089
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 1.6450 1.6039 0.0411 2.5% 0.0119 0.7% 36% False True 41,104
10 1.6629 1.6039 0.0590 3.6% 0.0098 0.6% 25% False True 22,000
20 1.6824 1.6039 0.0785 4.8% 0.0082 0.5% 19% False True 11,321
40 1.7122 1.6039 0.1083 6.7% 0.0063 0.4% 14% False True 5,794
60 1.7165 1.6039 0.1126 7.0% 0.0061 0.4% 13% False True 3,913
80 1.7165 1.6039 0.1126 7.0% 0.0050 0.3% 13% False True 2,943
100 1.7165 1.6039 0.1126 7.0% 0.0042 0.3% 13% False True 2,355
120 1.7165 1.6039 0.1126 7.0% 0.0037 0.2% 13% False True 1,965
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 0.0027
Widest range in 157 trading days
Fibonacci Retracements and Extensions
4.250 1.6974
2.618 1.6683
1.618 1.6505
1.000 1.6395
0.618 1.6327
HIGH 1.6217
0.618 1.6149
0.500 1.6128
0.382 1.6107
LOW 1.6039
0.618 1.5929
1.000 1.5861
1.618 1.5751
2.618 1.5573
4.250 1.5283
Fisher Pivots for day following 10-Sep-2014
Pivot 1 day 3 day
R1 1.6167 1.6168
PP 1.6148 1.6148
S1 1.6128 1.6129

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

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