CME British Pound Future June 2015


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 1.6491 1.6529 0.0038 0.2% 1.6666
High 1.6491 1.6529 0.0038 0.2% 1.6666
Low 1.6491 1.6525 0.0034 0.2% 1.6518
Close 1.6491 1.6525 0.0034 0.2% 1.6518
Range 0.0000 0.0004 0.0004 0.0148
ATR 0.0028 0.0029 0.0001 2.5% 0.0000
Volume 6 6 0 0.0% 30
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.6538 1.6536 1.6527
R3 1.6534 1.6532 1.6526
R2 1.6530 1.6530 1.6526
R1 1.6528 1.6528 1.6525 1.6527
PP 1.6526 1.6526 1.6526 1.6526
S1 1.6524 1.6524 1.6525 1.6523
S2 1.6522 1.6522 1.6524
S3 1.6518 1.6520 1.6524
S4 1.6514 1.6516 1.6523
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.7011 1.6913 1.6599
R3 1.6863 1.6765 1.6559
R2 1.6715 1.6715 1.6545
R1 1.6617 1.6617 1.6532 1.6592
PP 1.6567 1.6567 1.6567 1.6555
S1 1.6469 1.6469 1.6504 1.6444
S2 1.6419 1.6419 1.6491
S3 1.6271 1.6321 1.6477
S4 1.6123 1.6173 1.6437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6529 1.6491 0.0038 0.2% 0.0001 0.0% 89% True False 6
10 1.6666 1.6491 0.0175 1.1% 0.0000 0.0% 19% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.6546
2.618 1.6539
1.618 1.6535
1.000 1.6533
0.618 1.6531
HIGH 1.6529
0.618 1.6527
0.500 1.6527
0.382 1.6527
LOW 1.6525
0.618 1.6523
1.000 1.6521
1.618 1.6519
2.618 1.6515
4.250 1.6508
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 1.6527 1.6520
PP 1.6526 1.6515
S1 1.6526 1.6510

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

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