CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 27-Jan-2014
Day Change Summary
Previous Current
24-Jan-2014 27-Jan-2014 Change Change % Previous Week
Open 1.6628 1.6469 -0.0159 -1.0% 1.6393
High 1.6648 1.6567 -0.0081 -0.5% 1.6648
Low 1.6463 1.6469 0.0006 0.0% 1.6384
Close 1.6488 1.6556 0.0068 0.4% 1.6488
Range 0.0185 0.0098 -0.0087 -47.0% 0.0264
ATR 0.0092 0.0092 0.0000 0.5% 0.0000
Volume 439 454 15 3.4% 1,224
Daily Pivots for day following 27-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.6825 1.6788 1.6610
R3 1.6727 1.6690 1.6583
R2 1.6629 1.6629 1.6574
R1 1.6592 1.6592 1.6565 1.6611
PP 1.6531 1.6531 1.6531 1.6540
S1 1.6494 1.6494 1.6547 1.6513
S2 1.6433 1.6433 1.6538
S3 1.6335 1.6396 1.6529
S4 1.6237 1.6298 1.6502
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.7299 1.7157 1.6633
R3 1.7035 1.6893 1.6561
R2 1.6771 1.6771 1.6536
R1 1.6629 1.6629 1.6512 1.6700
PP 1.6507 1.6507 1.6507 1.6542
S1 1.6365 1.6365 1.6464 1.6436
S2 1.6243 1.6243 1.6440
S3 1.5979 1.6101 1.6415
S4 1.5715 1.5837 1.6343
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6648 1.6384 0.0264 1.6% 0.0114 0.7% 65% False False 335
10 1.6648 1.6295 0.0353 2.1% 0.0104 0.6% 74% False False 287
20 1.6648 1.6295 0.0353 2.1% 0.0089 0.5% 74% False False 171
40 1.6648 1.6194 0.0454 2.7% 0.0066 0.4% 80% False False 358
60 1.6648 1.5864 0.0784 4.7% 0.0047 0.3% 88% False False 253
80 1.6648 1.5864 0.0784 4.7% 0.0035 0.2% 88% False False 192
100 1.6648 1.5563 0.1085 6.6% 0.0028 0.2% 92% False False 158
120 1.6648 1.5327 0.1321 8.0% 0.0023 0.1% 93% False False 139
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6984
2.618 1.6824
1.618 1.6726
1.000 1.6665
0.618 1.6628
HIGH 1.6567
0.618 1.6530
0.500 1.6518
0.382 1.6506
LOW 1.6469
0.618 1.6408
1.000 1.6371
1.618 1.6310
2.618 1.6212
4.250 1.6053
Fisher Pivots for day following 27-Jan-2014
Pivot 1 day 3 day
R1 1.6543 1.6556
PP 1.6531 1.6556
S1 1.6518 1.6556

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

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