CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 10-Oct-2014
Day Change Summary
Previous Current
09-Oct-2014 10-Oct-2014 Change Change % Previous Week
Open 1.6151 1.6111 -0.0040 -0.2% 1.5955
High 1.6218 1.6126 -0.0092 -0.6% 1.6218
Low 1.6092 1.6000 -0.0092 -0.6% 1.5944
Close 1.6111 1.6045 -0.0066 -0.4% 1.6045
Range 0.0126 0.0126 0.0000 0.0% 0.0274
ATR 0.0115 0.0116 0.0001 0.7% 0.0000
Volume 116,443 89,808 -26,635 -22.9% 514,945
Daily Pivots for day following 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.6435 1.6366 1.6114
R3 1.6309 1.6240 1.6080
R2 1.6183 1.6183 1.6068
R1 1.6114 1.6114 1.6057 1.6086
PP 1.6057 1.6057 1.6057 1.6043
S1 1.5988 1.5988 1.6033 1.5960
S2 1.5931 1.5931 1.6022
S3 1.5805 1.5862 1.6010
S4 1.5679 1.5736 1.5976
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.6891 1.6742 1.6196
R3 1.6617 1.6468 1.6120
R2 1.6343 1.6343 1.6095
R1 1.6194 1.6194 1.6070 1.6269
PP 1.6069 1.6069 1.6069 1.6106
S1 1.5920 1.5920 1.6020 1.5995
S2 1.5795 1.5795 1.5995
S3 1.5521 1.5646 1.5970
S4 1.5247 1.5372 1.5894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6218 1.5944 0.0274 1.7% 0.0130 0.8% 37% False False 102,989
10 1.6277 1.5941 0.0336 2.1% 0.0127 0.8% 31% False False 106,456
20 1.6515 1.5941 0.0574 3.6% 0.0122 0.8% 18% False False 114,026
40 1.6719 1.5941 0.0778 4.8% 0.0101 0.6% 13% False False 67,644
60 1.7070 1.5941 0.1129 7.0% 0.0084 0.5% 9% False False 45,195
80 1.7165 1.5941 0.1224 7.6% 0.0077 0.5% 8% False False 33,937
100 1.7165 1.5941 0.1224 7.6% 0.0066 0.4% 8% False False 27,156
120 1.7165 1.5941 0.1224 7.6% 0.0056 0.4% 8% False False 22,631
Crabel Price Patterns
NR False
NR4 False
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 0.0038
Fibonacci Retracements and Extensions
4.250 1.6662
2.618 1.6456
1.618 1.6330
1.000 1.6252
0.618 1.6204
HIGH 1.6126
0.618 1.6078
0.500 1.6063
0.382 1.6048
LOW 1.6000
0.618 1.5922
1.000 1.5874
1.618 1.5796
2.618 1.5670
4.250 1.5465
Fisher Pivots for day following 10-Oct-2014
Pivot 1 day 3 day
R1 1.6063 1.6109
PP 1.6057 1.6088
S1 1.6051 1.6066

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

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