CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 24-Dec-2013
Day Change Summary
Previous Current
23-Dec-2013 24-Dec-2013 Change Change % Previous Week
Open 1.6342 1.6352 0.0010 0.1% 1.6277
High 1.6342 1.6354 0.0012 0.1% 1.6461
Low 1.6328 1.6352 0.0024 0.1% 1.6194
Close 1.6328 1.6354 0.0026 0.2% 1.6313
Range 0.0014 0.0002 -0.0012 -85.7% 0.0267
ATR 0.0066 0.0063 -0.0003 -4.3% 0.0000
Volume 16 14 -2 -12.5% 144
Daily Pivots for day following 24-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.6359 1.6359 1.6355
R3 1.6357 1.6357 1.6355
R2 1.6355 1.6355 1.6354
R1 1.6355 1.6355 1.6354 1.6355
PP 1.6353 1.6353 1.6353 1.6354
S1 1.6353 1.6353 1.6354 1.6353
S2 1.6351 1.6351 1.6354
S3 1.6349 1.6351 1.6353
S4 1.6347 1.6349 1.6353
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 1.6264 0.0197 1.2% 0.0058 0.4% 46% False False 28
10 1.6461 1.6194 0.0267 1.6% 0.0056 0.3% 60% False False 305
20 1.6461 1.6155 0.0306 1.9% 0.0046 0.3% 65% False False 545
40 1.6461 1.5864 0.0597 3.7% 0.0026 0.2% 82% False False 294
60 1.6461 1.5864 0.0597 3.7% 0.0017 0.1% 82% False False 200
80 1.6461 1.5535 0.0926 5.7% 0.0013 0.1% 88% False False 156
100 1.6461 1.5320 0.1141 7.0% 0.0010 0.1% 91% False False 132
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.6363
2.618 1.6359
1.618 1.6357
1.000 1.6356
0.618 1.6355
HIGH 1.6354
0.618 1.6353
0.500 1.6353
0.382 1.6353
LOW 1.6352
0.618 1.6351
1.000 1.6350
1.618 1.6349
2.618 1.6347
4.250 1.6344
Fisher Pivots for day following 24-Dec-2013
Pivot 1 day 3 day
R1 1.6354 1.6348
PP 1.6353 1.6341
S1 1.6353 1.6335

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

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