CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 1.6091 1.6190 0.0099 0.6% 1.6577
High 1.6217 1.6258 0.0041 0.3% 1.6629
Low 1.6039 1.6174 0.0135 0.8% 1.6273
Close 1.6187 1.6207 0.0020 0.1% 1.6316
Range 0.0178 0.0084 -0.0094 -52.8% 0.0356
ATR 0.0088 0.0088 0.0000 -0.3% 0.0000
Volume 85,631 84,232 -1,399 -1.6% 29,305
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.6465 1.6420 1.6253
R3 1.6381 1.6336 1.6230
R2 1.6297 1.6297 1.6222
R1 1.6252 1.6252 1.6215 1.6275
PP 1.6213 1.6213 1.6213 1.6224
S1 1.6168 1.6168 1.6199 1.6191
S2 1.6129 1.6129 1.6192
S3 1.6045 1.6084 1.6184
S4 1.5961 1.6000 1.6161
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 1.6325 1.6039 0.0286 1.8% 0.0109 0.7% 59% False False 56,498
10 1.6629 1.6039 0.0590 3.6% 0.0101 0.6% 28% False False 30,370
20 1.6719 1.6039 0.0680 4.2% 0.0078 0.5% 25% False False 15,521
40 1.7093 1.6039 0.1054 6.5% 0.0065 0.4% 16% False False 7,894
60 1.7165 1.6039 0.1126 6.9% 0.0062 0.4% 15% False False 5,317
80 1.7165 1.6039 0.1126 6.9% 0.0051 0.3% 15% False False 3,996
100 1.7165 1.6039 0.1126 6.9% 0.0043 0.3% 15% False False 3,197
120 1.7165 1.6039 0.1126 6.9% 0.0037 0.2% 15% False False 2,667
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 0.0028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6615
2.618 1.6478
1.618 1.6394
1.000 1.6342
0.618 1.6310
HIGH 1.6258
0.618 1.6226
0.500 1.6216
0.382 1.6206
LOW 1.6174
0.618 1.6122
1.000 1.6090
1.618 1.6038
2.618 1.5954
4.250 1.5817
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 1.6216 1.6188
PP 1.6213 1.6168
S1 1.6210 1.6149

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

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