CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 24-Jan-2014
Day Change Summary
Previous Current
23-Jan-2014 24-Jan-2014 Change Change % Previous Week
Open 1.6566 1.6632 0.0066 0.4% 1.6405
High 1.6638 1.6662 0.0024 0.1% 1.6662
Low 1.6550 1.6472 -0.0078 -0.5% 1.6389
Close 1.6624 1.6500 -0.0124 -0.7% 1.6500
Range 0.0088 0.0190 0.0102 115.9% 0.0273
ATR 0.0105 0.0111 0.0006 5.8% 0.0000
Volume 134,922 157,070 22,148 16.4% 553,859
Daily Pivots for day following 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.7115 1.6997 1.6605
R3 1.6925 1.6807 1.6552
R2 1.6735 1.6735 1.6535
R1 1.6617 1.6617 1.6517 1.6581
PP 1.6545 1.6545 1.6545 1.6527
S1 1.6427 1.6427 1.6483 1.6391
S2 1.6355 1.6355 1.6465
S3 1.6165 1.6237 1.6448
S4 1.5975 1.6047 1.6396
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.7336 1.7191 1.6650
R3 1.7063 1.6918 1.6575
R2 1.6790 1.6790 1.6550
R1 1.6645 1.6645 1.6525 1.6718
PP 1.6517 1.6517 1.6517 1.6553
S1 1.6372 1.6372 1.6475 1.6445
S2 1.6244 1.6244 1.6450
S3 1.5971 1.6099 1.6425
S4 1.5698 1.5826 1.6350
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6662 1.6301 0.0361 2.2% 0.0132 0.8% 55% True False 133,027
10 1.6662 1.6301 0.0361 2.2% 0.0125 0.8% 55% True False 117,977
20 1.6662 1.6301 0.0361 2.2% 0.0110 0.7% 55% True False 92,241
40 1.6662 1.6126 0.0536 3.2% 0.0103 0.6% 70% True False 69,080
60 1.6662 1.5840 0.0822 5.0% 0.0098 0.6% 80% True False 46,176
80 1.6662 1.5840 0.0822 5.0% 0.0097 0.6% 80% True False 34,655
100 1.6662 1.5543 0.1119 6.8% 0.0085 0.5% 86% True False 27,728
120 1.6662 1.5204 0.1458 8.8% 0.0074 0.4% 89% True False 23,114
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 0.0023
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.7470
2.618 1.7159
1.618 1.6969
1.000 1.6852
0.618 1.6779
HIGH 1.6662
0.618 1.6589
0.500 1.6567
0.382 1.6545
LOW 1.6472
0.618 1.6355
1.000 1.6282
1.618 1.6165
2.618 1.5975
4.250 1.5665
Fisher Pivots for day following 24-Jan-2014
Pivot 1 day 3 day
R1 1.6567 1.6553
PP 1.6545 1.6535
S1 1.6522 1.6518

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

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