CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 28-Oct-2014
Day Change Summary
Previous Current
27-Oct-2014 28-Oct-2014 Change Change % Previous Week
Open 1.6078 1.6112 0.0034 0.2% 1.6086
High 1.6141 1.6177 0.0036 0.2% 1.6178
Low 1.6077 1.6082 0.0005 0.0% 1.5988
Close 1.6122 1.6123 0.0001 0.0% 1.6070
Range 0.0064 0.0095 0.0031 48.4% 0.0190
ATR 0.0111 0.0110 -0.0001 -1.0% 0.0000
Volume 51,404 71,929 20,525 39.9% 359,355
Daily Pivots for day following 28-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.6412 1.6363 1.6175
R3 1.6317 1.6268 1.6149
R2 1.6222 1.6222 1.6140
R1 1.6173 1.6173 1.6132 1.6198
PP 1.6127 1.6127 1.6127 1.6140
S1 1.6078 1.6078 1.6114 1.6103
S2 1.6032 1.6032 1.6106
S3 1.5937 1.5983 1.6097
S4 1.5842 1.5888 1.6071
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.6649 1.6549 1.6175
R3 1.6459 1.6359 1.6122
R2 1.6269 1.6269 1.6105
R1 1.6169 1.6169 1.6087 1.6124
PP 1.6079 1.6079 1.6079 1.6056
S1 1.5979 1.5979 1.6053 1.5934
S2 1.5889 1.5889 1.6035
S3 1.5699 1.5789 1.6018
S4 1.5509 1.5599 1.5966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6177 1.5988 0.0189 1.2% 0.0086 0.5% 71% True False 70,741
10 1.6178 1.5866 0.0312 1.9% 0.0106 0.7% 82% False False 95,773
20 1.6242 1.5866 0.0376 2.3% 0.0120 0.7% 68% False False 100,254
40 1.6515 1.5866 0.0649 4.0% 0.0114 0.7% 40% False False 96,067
60 1.6866 1.5866 0.1000 6.2% 0.0097 0.6% 26% False False 64,305
80 1.7165 1.5866 0.1299 8.1% 0.0085 0.5% 20% False False 48,283
100 1.7165 1.5866 0.1299 8.1% 0.0078 0.5% 20% False False 38,653
120 1.7165 1.5866 0.1299 8.1% 0.0067 0.4% 20% False False 32,212
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6581
2.618 1.6426
1.618 1.6331
1.000 1.6272
0.618 1.6236
HIGH 1.6177
0.618 1.6141
0.500 1.6130
0.382 1.6118
LOW 1.6082
0.618 1.6023
1.000 1.5987
1.618 1.5928
2.618 1.5833
4.250 1.5678
Fisher Pivots for day following 28-Oct-2014
Pivot 1 day 3 day
R1 1.6130 1.6112
PP 1.6127 1.6101
S1 1.6125 1.6091

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

View Archives - Comment on this page... - Back to Index of Symbols