CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 21-Feb-2014
Day Change Summary
Previous Current
20-Feb-2014 21-Feb-2014 Change Change % Previous Week
Open 1.6633 1.6619 -0.0014 -0.1% 1.6656
High 1.6633 1.6619 -0.0014 -0.1% 1.6670
Low 1.6633 1.6619 -0.0014 -0.1% 1.6619
Close 1.6633 1.6619 -0.0014 -0.1% 1.6619
Range
ATR 0.0055 0.0052 -0.0003 -5.3% 0.0000
Volume 10 10 0 0.0% 22
Daily Pivots for day following 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.6619 1.6619 1.6619
R3 1.6619 1.6619 1.6619
R2 1.6619 1.6619 1.6619
R1 1.6619 1.6619 1.6619 1.6619
PP 1.6619 1.6619 1.6619 1.6619
S1 1.6619 1.6619 1.6619 1.6619
S2 1.6619 1.6619 1.6619
S3 1.6619 1.6619 1.6619
S4 1.6619 1.6619 1.6619
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.6789 1.6755 1.6647
R3 1.6738 1.6704 1.6633
R2 1.6687 1.6687 1.6628
R1 1.6653 1.6653 1.6624 1.6645
PP 1.6636 1.6636 1.6636 1.6632
S1 1.6602 1.6602 1.6614 1.6594
S2 1.6585 1.6585 1.6610
S3 1.6534 1.6551 1.6605
S4 1.6483 1.6500 1.6591
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6714 1.6619 0.0095 0.6% 0.0000 0.0% 0% False True 4
10 1.6714 1.6375 0.0339 2.0% 0.0000 0.0% 72% False False 2
20 1.6714 1.6241 0.0473 2.8% 0.0003 0.0% 80% False False 3
40 1.6714 1.6241 0.0473 2.8% 0.0002 0.0% 80% False False 3
60 1.6714 1.6109 0.0605 3.6% 0.0002 0.0% 84% False False 2
80 1.6714 1.5851 0.0863 5.2% 0.0003 0.0% 89% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.6619
2.618 1.6619
1.618 1.6619
1.000 1.6619
0.618 1.6619
HIGH 1.6619
0.618 1.6619
0.500 1.6619
0.382 1.6619
LOW 1.6619
0.618 1.6619
1.000 1.6619
1.618 1.6619
2.618 1.6619
4.250 1.6619
Fisher Pivots for day following 21-Feb-2014
Pivot 1 day 3 day
R1 1.6619 1.6645
PP 1.6619 1.6636
S1 1.6619 1.6628

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

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