CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 14-Apr-2014
Day Change Summary
Previous Current
11-Apr-2014 14-Apr-2014 Change Change % Previous Week
Open 1.6775 1.6729 -0.0046 -0.3% 1.6563
High 1.6779 1.6738 -0.0041 -0.2% 1.6812
Low 1.6710 1.6689 -0.0021 -0.1% 1.6556
Close 1.6738 1.6719 -0.0019 -0.1% 1.6738
Range 0.0069 0.0049 -0.0020 -29.0% 0.0256
ATR 0.0079 0.0077 -0.0002 -2.7% 0.0000
Volume 63,387 58,341 -5,046 -8.0% 366,700
Daily Pivots for day following 14-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.6862 1.6840 1.6746
R3 1.6813 1.6791 1.6732
R2 1.6764 1.6764 1.6728
R1 1.6742 1.6742 1.6723 1.6729
PP 1.6715 1.6715 1.6715 1.6709
S1 1.6693 1.6693 1.6715 1.6680
S2 1.6666 1.6666 1.6710
S3 1.6617 1.6644 1.6706
S4 1.6568 1.6595 1.6692
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.7470 1.7360 1.6879
R3 1.7214 1.7104 1.6808
R2 1.6958 1.6958 1.6785
R1 1.6848 1.6848 1.6761 1.6903
PP 1.6702 1.6702 1.6702 1.6730
S1 1.6592 1.6592 1.6715 1.6647
S2 1.6446 1.6446 1.6691
S3 1.6190 1.6336 1.6668
S4 1.5934 1.6080 1.6597
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6812 1.6598 0.0214 1.3% 0.0082 0.5% 57% False False 75,372
10 1.6812 1.6545 0.0267 1.6% 0.0071 0.4% 65% False False 71,482
20 1.6812 1.6455 0.0357 2.1% 0.0077 0.5% 74% False False 77,631
40 1.6812 1.6455 0.0357 2.1% 0.0083 0.5% 74% False False 51,057
60 1.6812 1.6239 0.0573 3.4% 0.0089 0.5% 84% False False 34,169
80 1.6812 1.6239 0.0573 3.4% 0.0083 0.5% 84% False False 25,650
100 1.6812 1.6062 0.0750 4.5% 0.0073 0.4% 88% False False 20,629
120 1.6812 1.5864 0.0948 5.7% 0.0062 0.4% 90% False False 17,197
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0015
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.6946
2.618 1.6866
1.618 1.6817
1.000 1.6787
0.618 1.6768
HIGH 1.6738
0.618 1.6719
0.500 1.6714
0.382 1.6708
LOW 1.6689
0.618 1.6659
1.000 1.6640
1.618 1.6610
2.618 1.6561
4.250 1.6481
Fisher Pivots for day following 14-Apr-2014
Pivot 1 day 3 day
R1 1.6717 1.6751
PP 1.6715 1.6740
S1 1.6714 1.6730

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

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