CME British Pound Future December 2014


Trading Metrics calculated at close of trading on 08-Dec-2014
Day Change Summary
Previous Current
05-Dec-2014 08-Dec-2014 Change Change % Previous Week
Open 1.5669 1.5563 -0.0106 -0.7% 1.5636
High 1.5694 1.5678 -0.0016 -0.1% 1.5762
Low 1.5566 1.5541 -0.0025 -0.2% 1.5566
Close 1.5580 1.5662 0.0082 0.5% 1.5580
Range 0.0128 0.0137 0.0009 7.0% 0.0196
ATR 0.0116 0.0117 0.0002 1.3% 0.0000
Volume 89,638 75,564 -14,074 -15.7% 447,713
Daily Pivots for day following 08-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.6038 1.5987 1.5737
R3 1.5901 1.5850 1.5700
R2 1.5764 1.5764 1.5687
R1 1.5713 1.5713 1.5675 1.5739
PP 1.5627 1.5627 1.5627 1.5640
S1 1.5576 1.5576 1.5649 1.5602
S2 1.5490 1.5490 1.5637
S3 1.5353 1.5439 1.5624
S4 1.5216 1.5302 1.5587
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.6224 1.6098 1.5688
R3 1.6028 1.5902 1.5634
R2 1.5832 1.5832 1.5616
R1 1.5706 1.5706 1.5598 1.5671
PP 1.5636 1.5636 1.5636 1.5619
S1 1.5510 1.5510 1.5562 1.5475
S2 1.5440 1.5440 1.5544
S3 1.5244 1.5314 1.5526
S4 1.5048 1.5118 1.5472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5742 1.5541 0.0201 1.3% 0.0113 0.7% 60% False True 84,443
10 1.5824 1.5541 0.0283 1.8% 0.0125 0.8% 43% False True 85,326
20 1.5942 1.5541 0.0401 2.6% 0.0115 0.7% 30% False True 88,235
40 1.6178 1.5541 0.0637 4.1% 0.0113 0.7% 19% False True 91,991
60 1.6515 1.5541 0.0974 6.2% 0.0116 0.7% 12% False True 99,336
80 1.6719 1.5541 0.1178 7.5% 0.0107 0.7% 10% False True 79,817
100 1.7070 1.5541 0.1529 9.8% 0.0096 0.6% 8% False True 63,913
120 1.7165 1.5541 0.1624 10.4% 0.0089 0.6% 7% False True 53,288
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 0.0029
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.6260
2.618 1.6037
1.618 1.5900
1.000 1.5815
0.618 1.5763
HIGH 1.5678
0.618 1.5626
0.500 1.5610
0.382 1.5593
LOW 1.5541
0.618 1.5456
1.000 1.5404
1.618 1.5319
2.618 1.5182
4.250 1.4959
Fisher Pivots for day following 08-Dec-2014
Pivot 1 day 3 day
R1 1.5645 1.5652
PP 1.5627 1.5643
S1 1.5610 1.5633

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

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