CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 22-Sep-2014
Day Change Summary
Previous Current
19-Sep-2014 22-Sep-2014 Change Change % Previous Week
Open 1.6436 1.6281 -0.0155 -0.9% 1.6256
High 1.6515 1.6356 -0.0159 -1.0% 1.6515
Low 1.6266 1.6278 0.0012 0.1% 1.6150
Close 1.6300 1.6345 0.0045 0.3% 1.6300
Range 0.0249 0.0078 -0.0171 -68.7% 0.0365
ATR 0.0106 0.0104 -0.0002 -1.9% 0.0000
Volume 260,856 86,010 -174,846 -67.0% 710,344
Daily Pivots for day following 22-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.6560 1.6531 1.6388
R3 1.6482 1.6453 1.6366
R2 1.6404 1.6404 1.6359
R1 1.6375 1.6375 1.6352 1.6390
PP 1.6326 1.6326 1.6326 1.6334
S1 1.6297 1.6297 1.6338 1.6312
S2 1.6248 1.6248 1.6331
S3 1.6170 1.6219 1.6324
S4 1.6092 1.6141 1.6302
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.7417 1.7223 1.6501
R3 1.7052 1.6858 1.6400
R2 1.6687 1.6687 1.6367
R1 1.6493 1.6493 1.6333 1.6590
PP 1.6322 1.6322 1.6322 1.6370
S1 1.6128 1.6128 1.6267 1.6225
S2 1.5957 1.5957 1.6233
S3 1.5592 1.5763 1.6200
S4 1.5227 1.5398 1.6099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6515 1.6150 0.0365 2.2% 0.0150 0.9% 53% False False 146,876
10 1.6515 1.6039 0.0476 2.9% 0.0123 0.8% 64% False False 115,444
20 1.6629 1.6039 0.0590 3.6% 0.0104 0.6% 52% False False 60,883
40 1.6976 1.6039 0.0937 5.7% 0.0079 0.5% 33% False False 30,657
60 1.7165 1.6039 0.1126 6.9% 0.0070 0.4% 27% False False 20,500
80 1.7165 1.6039 0.1126 6.9% 0.0062 0.4% 27% False False 15,393
100 1.7165 1.6039 0.1126 6.9% 0.0051 0.3% 27% False False 12,315
120 1.7165 1.6039 0.1126 6.9% 0.0045 0.3% 27% False False 10,265
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 0.0030
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6688
2.618 1.6560
1.618 1.6482
1.000 1.6434
0.618 1.6404
HIGH 1.6356
0.618 1.6326
0.500 1.6317
0.382 1.6308
LOW 1.6278
0.618 1.6230
1.000 1.6200
1.618 1.6152
2.618 1.6074
4.250 1.5947
Fisher Pivots for day following 22-Sep-2014
Pivot 1 day 3 day
R1 1.6336 1.6374
PP 1.6326 1.6364
S1 1.6317 1.6355

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

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