CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 08-May-2014
Day Change Summary
Previous Current
07-May-2014 08-May-2014 Change Change % Previous Week
Open 1.6955 1.6940 -0.0015 -0.1% 1.6763
High 1.6968 1.6955 -0.0013 -0.1% 1.6900
Low 1.6936 1.6909 -0.0027 -0.2% 1.6760
Close 1.6942 1.6926 -0.0016 -0.1% 1.6851
Range 0.0032 0.0046 0.0014 43.8% 0.0140
ATR 0.0059 0.0058 -0.0001 -1.5% 0.0000
Volume 408 154 -254 -62.3% 1,532
Daily Pivots for day following 08-May-2014
Classic Woodie Camarilla DeMark
R4 1.7068 1.7043 1.6951
R3 1.7022 1.6997 1.6939
R2 1.6976 1.6976 1.6934
R1 1.6951 1.6951 1.6930 1.6941
PP 1.6930 1.6930 1.6930 1.6925
S1 1.6905 1.6905 1.6922 1.6895
S2 1.6884 1.6884 1.6918
S3 1.6838 1.6859 1.6913
S4 1.6792 1.6813 1.6901
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 1.7257 1.7194 1.6928
R3 1.7117 1.7054 1.6890
R2 1.6977 1.6977 1.6877
R1 1.6914 1.6914 1.6864 1.6946
PP 1.6837 1.6837 1.6837 1.6853
S1 1.6774 1.6774 1.6838 1.6806
S2 1.6697 1.6697 1.6825
S3 1.6557 1.6634 1.6813
S4 1.6417 1.6494 1.6774
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6978 1.6798 0.0180 1.1% 0.0058 0.3% 71% False False 241
10 1.6978 1.6760 0.0218 1.3% 0.0058 0.3% 76% False False 260
20 1.6978 1.6665 0.0313 1.8% 0.0053 0.3% 83% False False 221
40 1.6978 1.6448 0.0530 3.1% 0.0056 0.3% 90% False False 148
60 1.6978 1.6448 0.0530 3.1% 0.0041 0.2% 90% False False 101
80 1.6978 1.6241 0.0737 4.4% 0.0032 0.2% 93% False False 76
100 1.6978 1.6230 0.0748 4.4% 0.0025 0.2% 93% False False 61
120 1.6978 1.6018 0.0960 5.7% 0.0022 0.1% 95% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7151
2.618 1.7075
1.618 1.7029
1.000 1.7001
0.618 1.6983
HIGH 1.6955
0.618 1.6937
0.500 1.6932
0.382 1.6927
LOW 1.6909
0.618 1.6881
1.000 1.6863
1.618 1.6835
2.618 1.6789
4.250 1.6714
Fisher Pivots for day following 08-May-2014
Pivot 1 day 3 day
R1 1.6932 1.6923
PP 1.6930 1.6920
S1 1.6928 1.6917

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

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