CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 1.6260 1.6256 -0.0004 0.0% 1.6175
High 1.6263 1.6261 -0.0002 0.0% 1.6263
Low 1.6192 1.6208 0.0016 0.1% 1.6039
Close 1.6244 1.6213 -0.0031 -0.2% 1.6244
Range 0.0071 0.0053 -0.0018 -25.4% 0.0224
ATR 0.0086 0.0084 -0.0002 -2.8% 0.0000
Volume 115,456 61,974 -53,482 -46.3% 386,800
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.6386 1.6353 1.6242
R3 1.6333 1.6300 1.6228
R2 1.6280 1.6280 1.6223
R1 1.6247 1.6247 1.6218 1.6237
PP 1.6227 1.6227 1.6227 1.6223
S1 1.6194 1.6194 1.6208 1.6184
S2 1.6174 1.6174 1.6203
S3 1.6121 1.6141 1.6198
S4 1.6068 1.6088 1.6184
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.6854 1.6773 1.6367
R3 1.6630 1.6549 1.6306
R2 1.6406 1.6406 1.6285
R1 1.6325 1.6325 1.6265 1.6366
PP 1.6182 1.6182 1.6182 1.6202
S1 1.6101 1.6101 1.6223 1.6142
S2 1.5958 1.5958 1.6203
S3 1.5734 1.5877 1.6182
S4 1.5510 1.5653 1.6121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6263 1.6039 0.0224 1.4% 0.0097 0.6% 78% False False 84,013
10 1.6629 1.6039 0.0590 3.6% 0.0103 0.6% 29% False False 47,807
20 1.6719 1.6039 0.0680 4.2% 0.0082 0.5% 26% False False 24,339
40 1.7070 1.6039 0.1031 6.4% 0.0066 0.4% 17% False False 12,328
60 1.7165 1.6039 0.1126 6.9% 0.0062 0.4% 15% False False 8,271
80 1.7165 1.6039 0.1126 6.9% 0.0053 0.3% 15% False False 6,214
100 1.7165 1.6039 0.1126 6.9% 0.0044 0.3% 15% False False 4,971
120 1.7165 1.6039 0.1126 6.9% 0.0038 0.2% 15% False False 4,145
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6486
2.618 1.6400
1.618 1.6347
1.000 1.6314
0.618 1.6294
HIGH 1.6261
0.618 1.6241
0.500 1.6235
0.382 1.6228
LOW 1.6208
0.618 1.6175
1.000 1.6155
1.618 1.6122
2.618 1.6069
4.250 1.5983
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 1.6235 1.6219
PP 1.6227 1.6217
S1 1.6220 1.6215

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

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