CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 20-Dec-2013
Day Change Summary
Previous Current
19-Dec-2013 20-Dec-2013 Change Change % Previous Week
Open 1.6344 1.6326 -0.0018 -0.1% 1.6277
High 1.6356 1.6357 0.0001 0.0% 1.6461
Low 1.6322 1.6313 -0.0009 -0.1% 1.6194
Close 1.6352 1.6313 -0.0039 -0.2% 1.6313
Range 0.0034 0.0044 0.0010 29.4% 0.0267
ATR 0.0071 0.0069 -0.0002 -2.7% 0.0000
Volume 77 21 -56 -72.7% 144
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.6460 1.6430 1.6337
R3 1.6416 1.6386 1.6325
R2 1.6372 1.6372 1.6321
R1 1.6342 1.6342 1.6317 1.6335
PP 1.6328 1.6328 1.6328 1.6324
S1 1.6298 1.6298 1.6309 1.6291
S2 1.6284 1.6284 1.6305
S3 1.6240 1.6254 1.6301
S4 1.6196 1.6210 1.6289
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.7124 1.6985 1.6460
R3 1.6857 1.6718 1.6386
R2 1.6590 1.6590 1.6362
R1 1.6451 1.6451 1.6337 1.6521
PP 1.6323 1.6323 1.6323 1.6357
S1 1.6184 1.6184 1.6289 1.6254
S2 1.6056 1.6056 1.6264
S3 1.5789 1.5917 1.6240
S4 1.5522 1.5650 1.6166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6461 1.6194 0.0267 1.6% 0.0065 0.4% 45% False False 28
10 1.6461 1.6194 0.0267 1.6% 0.0058 0.4% 45% False False 820
20 1.6461 1.6122 0.0339 2.1% 0.0046 0.3% 56% False False 547
40 1.6461 1.5864 0.0597 3.7% 0.0026 0.2% 75% False False 294
60 1.6461 1.5864 0.0597 3.7% 0.0017 0.1% 75% False False 200
80 1.6461 1.5466 0.0995 6.1% 0.0013 0.1% 85% False False 156
100 1.6461 1.5096 0.1365 8.4% 0.0010 0.1% 89% False False 133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6544
2.618 1.6472
1.618 1.6428
1.000 1.6401
0.618 1.6384
HIGH 1.6357
0.618 1.6340
0.500 1.6335
0.382 1.6330
LOW 1.6313
0.618 1.6286
1.000 1.6269
1.618 1.6242
2.618 1.6198
4.250 1.6126
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 1.6335 1.6363
PP 1.6328 1.6346
S1 1.6320 1.6330

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

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