CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 09-Jun-2014
Day Change Summary
Previous Current
06-Jun-2014 09-Jun-2014 Change Change % Previous Week
Open 1.6814 1.6808 -0.0006 0.0% 1.6759
High 1.6847 1.6832 -0.0015 -0.1% 1.6847
Low 1.6780 1.6784 0.0004 0.0% 1.6697
Close 1.6810 1.6794 -0.0016 -0.1% 1.6810
Range 0.0067 0.0048 -0.0019 -28.4% 0.0150
ATR 0.0072 0.0070 -0.0002 -2.4% 0.0000
Volume 81,331 69,156 -12,175 -15.0% 424,422
Daily Pivots for day following 09-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.6947 1.6919 1.6820
R3 1.6899 1.6871 1.6807
R2 1.6851 1.6851 1.6803
R1 1.6823 1.6823 1.6798 1.6813
PP 1.6803 1.6803 1.6803 1.6799
S1 1.6775 1.6775 1.6790 1.6765
S2 1.6755 1.6755 1.6785
S3 1.6707 1.6727 1.6781
S4 1.6659 1.6679 1.6768
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.7235 1.7172 1.6893
R3 1.7085 1.7022 1.6851
R2 1.6935 1.6935 1.6838
R1 1.6872 1.6872 1.6824 1.6904
PP 1.6785 1.6785 1.6785 1.6800
S1 1.6722 1.6722 1.6796 1.6754
S2 1.6635 1.6635 1.6783
S3 1.6485 1.6572 1.6769
S4 1.6335 1.6422 1.6728
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6847 1.6697 0.0150 0.9% 0.0069 0.4% 65% False False 83,687
10 1.6880 1.6691 0.0189 1.1% 0.0071 0.4% 54% False False 83,297
20 1.6919 1.6691 0.0228 1.4% 0.0071 0.4% 45% False False 77,110
40 1.6992 1.6640 0.0352 2.1% 0.0069 0.4% 44% False False 72,264
60 1.6992 1.6455 0.0537 3.2% 0.0072 0.4% 63% False False 74,628
80 1.6992 1.6455 0.0537 3.2% 0.0077 0.5% 63% False False 60,160
100 1.6992 1.6239 0.0753 4.5% 0.0082 0.5% 74% False False 48,194
120 1.6992 1.6194 0.0798 4.8% 0.0078 0.5% 75% False False 40,174
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.7036
2.618 1.6958
1.618 1.6910
1.000 1.6880
0.618 1.6862
HIGH 1.6832
0.618 1.6814
0.500 1.6808
0.382 1.6802
LOW 1.6784
0.618 1.6754
1.000 1.6736
1.618 1.6706
2.618 1.6658
4.250 1.6580
Fisher Pivots for day following 09-Jun-2014
Pivot 1 day 3 day
R1 1.6808 1.6791
PP 1.6803 1.6787
S1 1.6799 1.6784

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

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