CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 1.6162 1.6251 0.0089 0.6% 1.6069
High 1.6193 1.6251 0.0058 0.4% 1.6179
Low 1.6155 1.6251 0.0096 0.6% 1.6062
Close 1.6193 1.6251 0.0058 0.4% 1.6179
Range 0.0038 0.0000 -0.0038 -100.0% 0.0117
ATR 0.0054 0.0055 0.0000 0.5% 0.0000
Volume 1 21 20 2,000.0% 133
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.6251 1.6251 1.6251
R3 1.6251 1.6251 1.6251
R2 1.6251 1.6251 1.6251
R1 1.6251 1.6251 1.6251 1.6251
PP 1.6251 1.6251 1.6251 1.6251
S1 1.6251 1.6251 1.6251 1.6251
S2 1.6251 1.6251 1.6251
S3 1.6251 1.6251 1.6251
S4 1.6251 1.6251 1.6251
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.6491 1.6452 1.6243
R3 1.6374 1.6335 1.6211
R2 1.6257 1.6257 1.6200
R1 1.6218 1.6218 1.6190 1.6238
PP 1.6140 1.6140 1.6140 1.6150
S1 1.6101 1.6101 1.6168 1.6121
S2 1.6023 1.6023 1.6158
S3 1.5906 1.5984 1.6147
S4 1.5789 1.5867 1.6115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6251 1.6122 0.0129 0.8% 0.0011 0.1% 100% True False 24
10 1.6251 1.6030 0.0221 1.4% 0.0010 0.1% 100% True False 20
20 1.6251 1.5864 0.0387 2.4% 0.0008 0.0% 100% True False 42
40 1.6251 1.5864 0.0387 2.4% 0.0004 0.0% 100% True False 27
60 1.6251 1.5563 0.0688 4.2% 0.0003 0.0% 100% True False 25
80 1.6251 1.5416 0.0835 5.1% 0.0002 0.0% 100% True False 29
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6251
2.618 1.6251
1.618 1.6251
1.000 1.6251
0.618 1.6251
HIGH 1.6251
0.618 1.6251
0.500 1.6251
0.382 1.6251
LOW 1.6251
0.618 1.6251
1.000 1.6251
1.618 1.6251
2.618 1.6251
4.250 1.6251
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 1.6251 1.6230
PP 1.6251 1.6208
S1 1.6251 1.6187

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

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