CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 28-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 28-Nov-2014 Change Change % Previous Week
Open 1.5702 1.5783 0.0081 0.5% 1.5644
High 1.5804 1.5824 0.0020 0.1% 1.5824
Low 1.5677 1.5614 -0.0063 -0.4% 1.5614
Close 1.5796 1.5617 -0.0179 -1.1% 1.5617
Range 0.0127 0.0210 0.0083 65.4% 0.0210
ATR 0.0107 0.0114 0.0007 6.9% 0.0000
Volume 91,604 110,808 19,204 21.0% 329,990
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.6315 1.6176 1.5733
R3 1.6105 1.5966 1.5675
R2 1.5895 1.5895 1.5656
R1 1.5756 1.5756 1.5636 1.5721
PP 1.5685 1.5685 1.5685 1.5667
S1 1.5546 1.5546 1.5598 1.5511
S2 1.5475 1.5475 1.5579
S3 1.5265 1.5336 1.5559
S4 1.5055 1.5126 1.5502
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.6315 1.6176 1.5733
R3 1.6105 1.5966 1.5675
R2 1.5895 1.5895 1.5656
R1 1.5756 1.5756 1.5636 1.5721
PP 1.5685 1.5685 1.5685 1.5667
S1 1.5546 1.5546 1.5598 1.5511
S2 1.5475 1.5475 1.5579
S3 1.5265 1.5336 1.5559
S4 1.5055 1.5126 1.5502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5824 1.5614 0.0210 1.3% 0.0120 0.8% 1% True True 82,444
10 1.5824 1.5587 0.0237 1.5% 0.0112 0.7% 13% True False 88,506
20 1.6027 1.5587 0.0440 2.8% 0.0111 0.7% 7% False False 91,642
40 1.6218 1.5587 0.0631 4.0% 0.0116 0.7% 5% False False 94,825
60 1.6515 1.5587 0.0928 5.9% 0.0114 0.7% 3% False False 97,247
80 1.6837 1.5587 0.1250 8.0% 0.0102 0.7% 2% False False 73,302
100 1.7165 1.5587 0.1578 10.1% 0.0092 0.6% 2% False False 58,690
120 1.7165 1.5587 0.1578 10.1% 0.0085 0.5% 2% False False 48,932
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 0.0028
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 1.6717
2.618 1.6374
1.618 1.6164
1.000 1.6034
0.618 1.5954
HIGH 1.5824
0.618 1.5744
0.500 1.5719
0.382 1.5694
LOW 1.5614
0.618 1.5484
1.000 1.5404
1.618 1.5274
2.618 1.5064
4.250 1.4722
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 1.5719 1.5719
PP 1.5685 1.5685
S1 1.5651 1.5651

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

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