CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 30-Sep-2014
Day Change Summary
Previous Current
29-Sep-2014 30-Sep-2014 Change Change % Previous Week
Open 1.6229 1.6231 0.0002 0.0% 1.6281
High 1.6264 1.6277 0.0013 0.1% 1.6404
Low 1.6203 1.6155 -0.0048 -0.3% 1.6227
Close 1.6240 1.6191 -0.0049 -0.3% 1.6241
Range 0.0061 0.0122 0.0061 100.0% 0.0177
ATR 0.0098 0.0100 0.0002 1.8% 0.0000
Volume 80,931 128,361 47,430 58.6% 505,624
Daily Pivots for day following 30-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.6574 1.6504 1.6258
R3 1.6452 1.6382 1.6225
R2 1.6330 1.6330 1.6213
R1 1.6260 1.6260 1.6202 1.6234
PP 1.6208 1.6208 1.6208 1.6195
S1 1.6138 1.6138 1.6180 1.6112
S2 1.6086 1.6086 1.6169
S3 1.5964 1.6016 1.6157
S4 1.5842 1.5894 1.6124
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.6822 1.6708 1.6338
R3 1.6645 1.6531 1.6290
R2 1.6468 1.6468 1.6273
R1 1.6354 1.6354 1.6257 1.6323
PP 1.6291 1.6291 1.6291 1.6275
S1 1.6177 1.6177 1.6225 1.6146
S2 1.6114 1.6114 1.6209
S3 1.5937 1.6000 1.6192
S4 1.5760 1.5823 1.6144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6402 1.6155 0.0247 1.5% 0.0086 0.5% 15% False True 103,439
10 1.6515 1.6155 0.0360 2.2% 0.0115 0.7% 10% False True 123,608
20 1.6515 1.6039 0.0476 2.9% 0.0108 0.7% 32% False False 91,879
40 1.6866 1.6039 0.0827 5.1% 0.0085 0.5% 18% False False 46,330
60 1.7165 1.6039 0.1126 7.0% 0.0073 0.5% 13% False False 30,959
80 1.7165 1.6039 0.1126 7.0% 0.0067 0.4% 13% False False 23,252
100 1.7165 1.6039 0.1126 7.0% 0.0057 0.4% 13% False False 18,604
120 1.7165 1.6039 0.1126 7.0% 0.0047 0.3% 13% False False 15,506
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 0.0029
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.6796
2.618 1.6596
1.618 1.6474
1.000 1.6399
0.618 1.6352
HIGH 1.6277
0.618 1.6230
0.500 1.6216
0.382 1.6202
LOW 1.6155
0.618 1.6080
1.000 1.6033
1.618 1.5958
2.618 1.5836
4.250 1.5637
Fisher Pivots for day following 30-Sep-2014
Pivot 1 day 3 day
R1 1.6216 1.6239
PP 1.6208 1.6223
S1 1.6199 1.6207

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

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