CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 28-Feb-2014
Day Change Summary
Previous Current
27-Feb-2014 28-Feb-2014 Change Change % Previous Week
Open 1.6659 1.6733 0.0074 0.4% 1.6638
High 1.6659 1.6733 0.0074 0.4% 1.6733
Low 1.6659 1.6733 0.0074 0.4% 1.6615
Close 1.6659 1.6733 0.0074 0.4% 1.6733
Range
ATR 0.0044 0.0046 0.0002 4.8% 0.0000
Volume 2 2 0 0.0% 34
Daily Pivots for day following 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.6733 1.6733 1.6733
R3 1.6733 1.6733 1.6733
R2 1.6733 1.6733 1.6733
R1 1.6733 1.6733 1.6733 1.6733
PP 1.6733 1.6733 1.6733 1.6733
S1 1.6733 1.6733 1.6733 1.6733
S2 1.6733 1.6733 1.6733
S3 1.6733 1.6733 1.6733
S4 1.6733 1.6733 1.6733
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.7048 1.7008 1.6798
R3 1.6930 1.6890 1.6765
R2 1.6812 1.6812 1.6755
R1 1.6772 1.6772 1.6744 1.6792
PP 1.6694 1.6694 1.6694 1.6704
S1 1.6654 1.6654 1.6722 1.6674
S2 1.6576 1.6576 1.6711
S3 1.6458 1.6536 1.6701
S4 1.6340 1.6418 1.6668
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6733 1.6615 0.0118 0.7% 0.0004 0.0% 100% True False 6
10 1.6733 1.6615 0.0118 0.7% 0.0002 0.0% 100% True False 5
20 1.6733 1.6241 0.0492 2.9% 0.0004 0.0% 100% True False 4
40 1.6733 1.6241 0.0492 2.9% 0.0002 0.0% 100% True False 3
60 1.6733 1.6230 0.0503 3.0% 0.0001 0.0% 100% True False 3
80 1.6733 1.5851 0.0882 5.3% 0.0002 0.0% 100% True False 4
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.6733
2.618 1.6733
1.618 1.6733
1.000 1.6733
0.618 1.6733
HIGH 1.6733
0.618 1.6733
0.500 1.6733
0.382 1.6733
LOW 1.6733
0.618 1.6733
1.000 1.6733
1.618 1.6733
2.618 1.6733
4.250 1.6733
Fisher Pivots for day following 28-Feb-2014
Pivot 1 day 3 day
R1 1.6733 1.6713
PP 1.6733 1.6694
S1 1.6733 1.6674

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

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