CME British Pound Future June 2014


Trading Metrics calculated at close of trading on 16-Jun-2014
Day Change Summary
Previous Current
13-Jun-2014 16-Jun-2014 Change Change % Previous Week
Open 1.6926 1.6980 0.0054 0.3% 1.6808
High 1.6993 1.7009 0.0016 0.1% 1.6993
Low 1.6837 1.6962 0.0125 0.7% 1.6737
Close 1.6968 1.6988 0.0020 0.1% 1.6968
Range 0.0156 0.0047 -0.0109 -69.9% 0.0256
ATR 0.0082 0.0079 -0.0002 -3.0% 0.0000
Volume 46,663 5,098 -41,565 -89.1% 606,434
Daily Pivots for day following 16-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.7127 1.7105 1.7014
R3 1.7080 1.7058 1.7001
R2 1.7033 1.7033 1.6997
R1 1.7011 1.7011 1.6992 1.7022
PP 1.6986 1.6986 1.6986 1.6992
S1 1.6964 1.6964 1.6984 1.6975
S2 1.6939 1.6939 1.6979
S3 1.6892 1.6917 1.6975
S4 1.6845 1.6870 1.6962
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.7667 1.7574 1.7109
R3 1.7411 1.7318 1.7038
R2 1.7155 1.7155 1.7015
R1 1.7062 1.7062 1.6991 1.7109
PP 1.6899 1.6899 1.6899 1.6923
S1 1.6806 1.6806 1.6945 1.6853
S2 1.6643 1.6643 1.6921
S3 1.6387 1.6550 1.6898
S4 1.6131 1.6294 1.6827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.7009 1.6737 0.0272 1.6% 0.0099 0.6% 92% True False 108,475
10 1.7009 1.6697 0.0312 1.8% 0.0084 0.5% 93% True False 96,081
20 1.7009 1.6691 0.0318 1.9% 0.0077 0.5% 93% True False 85,418
40 1.7009 1.6691 0.0318 1.9% 0.0072 0.4% 93% True False 77,582
60 1.7009 1.6455 0.0554 3.3% 0.0073 0.4% 96% True False 76,065
80 1.7009 1.6455 0.0554 3.3% 0.0077 0.5% 96% True False 66,725
100 1.7009 1.6239 0.0770 4.5% 0.0081 0.5% 97% True False 53,609
120 1.7009 1.6239 0.0770 4.5% 0.0080 0.5% 97% True False 44,692
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 0.0023
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.7209
2.618 1.7132
1.618 1.7085
1.000 1.7056
0.618 1.7038
HIGH 1.7009
0.618 1.6991
0.500 1.6986
0.382 1.6980
LOW 1.6962
0.618 1.6933
1.000 1.6915
1.618 1.6886
2.618 1.6839
4.250 1.6762
Fisher Pivots for day following 16-Jun-2014
Pivot 1 day 3 day
R1 1.6987 1.6958
PP 1.6986 1.6928
S1 1.6986 1.6898

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

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