CME British Pound Future March 2014


Trading Metrics calculated at close of trading on 28-Jan-2014
Day Change Summary
Previous Current
27-Jan-2014 28-Jan-2014 Change Change % Previous Week
Open 1.6476 1.6574 0.0098 0.6% 1.6405
High 1.6582 1.6619 0.0037 0.2% 1.6662
Low 1.6465 1.6531 0.0066 0.4% 1.6389
Close 1.6568 1.6573 0.0005 0.0% 1.6500
Range 0.0117 0.0088 -0.0029 -24.8% 0.0273
ATR 0.0111 0.0109 -0.0002 -1.5% 0.0000
Volume 83,589 87,893 4,304 5.1% 553,859
Daily Pivots for day following 28-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.6838 1.6794 1.6621
R3 1.6750 1.6706 1.6597
R2 1.6662 1.6662 1.6589
R1 1.6618 1.6618 1.6581 1.6596
PP 1.6574 1.6574 1.6574 1.6564
S1 1.6530 1.6530 1.6565 1.6508
S2 1.6486 1.6486 1.6557
S3 1.6398 1.6442 1.6549
S4 1.6310 1.6354 1.6525
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 1.6443 0.0219 1.3% 0.0124 0.7% 59% False False 118,807
10 1.6662 1.6301 0.0361 2.2% 0.0115 0.7% 75% False False 113,516
20 1.6662 1.6301 0.0361 2.2% 0.0109 0.7% 75% False False 95,505
40 1.6662 1.6203 0.0459 2.8% 0.0102 0.6% 81% False False 73,090
60 1.6662 1.5840 0.0822 5.0% 0.0099 0.6% 89% False False 49,024
80 1.6662 1.5840 0.0822 5.0% 0.0098 0.6% 89% False False 36,797
100 1.6662 1.5571 0.1091 6.6% 0.0087 0.5% 92% False False 29,443
120 1.6662 1.5204 0.1458 8.8% 0.0075 0.5% 94% False False 24,543
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6993
2.618 1.6849
1.618 1.6761
1.000 1.6707
0.618 1.6673
HIGH 1.6619
0.618 1.6585
0.500 1.6575
0.382 1.6565
LOW 1.6531
0.618 1.6477
1.000 1.6443
1.618 1.6389
2.618 1.6301
4.250 1.6157
Fisher Pivots for day following 28-Jan-2014
Pivot 1 day 3 day
R1 1.6575 1.6570
PP 1.6574 1.6567
S1 1.6574 1.6564

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

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