CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 07-Aug-2014
Day Change Summary
Previous Current
06-Aug-2014 07-Aug-2014 Change Change % Previous Week
Open 1.6879 1.6845 -0.0034 -0.2% 1.6969
High 1.6879 1.6859 -0.0020 -0.1% 1.6995
Low 1.6816 1.6818 0.0002 0.0% 1.6805
Close 1.6840 1.6829 -0.0011 -0.1% 1.6825
Range 0.0063 0.0041 -0.0022 -34.9% 0.0190
ATR 0.0063 0.0061 -0.0002 -2.5% 0.0000
Volume 91,252 71,646 -19,606 -21.5% 456,097
Daily Pivots for day following 07-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.6958 1.6935 1.6852
R3 1.6917 1.6894 1.6840
R2 1.6876 1.6876 1.6837
R1 1.6853 1.6853 1.6833 1.6844
PP 1.6835 1.6835 1.6835 1.6831
S1 1.6812 1.6812 1.6825 1.6803
S2 1.6794 1.6794 1.6821
S3 1.6753 1.6771 1.6818
S4 1.6712 1.6730 1.6806
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.7445 1.7325 1.6930
R3 1.7255 1.7135 1.6877
R2 1.7065 1.7065 1.6860
R1 1.6945 1.6945 1.6842 1.6910
PP 1.6875 1.6875 1.6875 1.6858
S1 1.6755 1.6755 1.6808 1.6720
S2 1.6685 1.6685 1.6790
S3 1.6495 1.6565 1.6773
S4 1.6305 1.6375 1.6721
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6886 1.6805 0.0081 0.5% 0.0056 0.3% 30% False False 88,463
10 1.6995 1.6805 0.0190 1.1% 0.0054 0.3% 13% False False 83,781
20 1.7184 1.6805 0.0379 2.3% 0.0062 0.4% 6% False False 82,408
40 1.7184 1.6775 0.0409 2.4% 0.0068 0.4% 13% False False 85,950
60 1.7184 1.6680 0.0504 3.0% 0.0068 0.4% 30% False False 61,389
80 1.7184 1.6665 0.0519 3.1% 0.0065 0.4% 32% False False 46,097
100 1.7184 1.6448 0.0736 4.4% 0.0064 0.4% 52% False False 36,901
120 1.7184 1.6448 0.0736 4.4% 0.0056 0.3% 52% False False 30,752
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.7033
2.618 1.6966
1.618 1.6925
1.000 1.6900
0.618 1.6884
HIGH 1.6859
0.618 1.6843
0.500 1.6839
0.382 1.6834
LOW 1.6818
0.618 1.6793
1.000 1.6777
1.618 1.6752
2.618 1.6711
4.250 1.6644
Fisher Pivots for day following 07-Aug-2014
Pivot 1 day 3 day
R1 1.6839 1.6850
PP 1.6835 1.6843
S1 1.6832 1.6836

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

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