CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 26-Nov-2014
Day Change Summary
Previous Current
25-Nov-2014 26-Nov-2014 Change Change % Previous Week
Open 1.5699 1.5702 0.0003 0.0% 1.5662
High 1.5734 1.5804 0.0070 0.4% 1.5736
Low 1.5647 1.5677 0.0030 0.2% 1.5587
Close 1.5706 1.5796 0.0090 0.6% 1.5643
Range 0.0087 0.0127 0.0040 46.0% 0.0149
ATR 0.0105 0.0107 0.0002 1.5% 0.0000
Volume 72,109 91,604 19,495 27.0% 442,435
Daily Pivots for day following 26-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.6140 1.6095 1.5866
R3 1.6013 1.5968 1.5831
R2 1.5886 1.5886 1.5819
R1 1.5841 1.5841 1.5808 1.5864
PP 1.5759 1.5759 1.5759 1.5770
S1 1.5714 1.5714 1.5784 1.5737
S2 1.5632 1.5632 1.5773
S3 1.5505 1.5587 1.5761
S4 1.5378 1.5460 1.5726
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.6102 1.6022 1.5725
R3 1.5953 1.5873 1.5684
R2 1.5804 1.5804 1.5670
R1 1.5724 1.5724 1.5657 1.5690
PP 1.5655 1.5655 1.5655 1.5638
S1 1.5575 1.5575 1.5629 1.5541
S2 1.5506 1.5506 1.5616
S3 1.5357 1.5426 1.5602
S4 1.5208 1.5277 1.5561
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5804 1.5624 0.0180 1.1% 0.0099 0.6% 96% True False 79,196
10 1.5804 1.5587 0.0217 1.4% 0.0100 0.6% 96% True False 85,223
20 1.6032 1.5587 0.0445 2.8% 0.0105 0.7% 47% False False 90,376
40 1.6240 1.5587 0.0653 4.1% 0.0114 0.7% 32% False False 95,127
60 1.6515 1.5587 0.0928 5.9% 0.0113 0.7% 23% False False 95,521
80 1.6860 1.5587 0.1273 8.1% 0.0100 0.6% 16% False False 71,923
100 1.7165 1.5587 0.1578 10.0% 0.0090 0.6% 13% False False 57,582
120 1.7165 1.5587 0.1578 10.0% 0.0083 0.5% 13% False False 48,008
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6344
2.618 1.6136
1.618 1.6009
1.000 1.5931
0.618 1.5882
HIGH 1.5804
0.618 1.5755
0.500 1.5741
0.382 1.5726
LOW 1.5677
0.618 1.5599
1.000 1.5550
1.618 1.5472
2.618 1.5345
4.250 1.5137
Fisher Pivots for day following 26-Nov-2014
Pivot 1 day 3 day
R1 1.5778 1.5769
PP 1.5759 1.5742
S1 1.5741 1.5715

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

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