CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 20-Aug-2014
Day Change Summary
Previous Current
19-Aug-2014 20-Aug-2014 Change Change % Previous Week
Open 1.6721 1.6610 -0.0111 -0.7% 1.6767
High 1.6725 1.6678 -0.0047 -0.3% 1.6842
Low 1.6607 1.6587 -0.0020 -0.1% 1.6653
Close 1.6615 1.6595 -0.0020 -0.1% 1.6693
Range 0.0118 0.0091 -0.0027 -22.9% 0.0189
ATR 0.0064 0.0066 0.0002 2.9% 0.0000
Volume 96,849 124,887 28,038 29.0% 439,020
Daily Pivots for day following 20-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.6893 1.6835 1.6645
R3 1.6802 1.6744 1.6620
R2 1.6711 1.6711 1.6612
R1 1.6653 1.6653 1.6603 1.6637
PP 1.6620 1.6620 1.6620 1.6612
S1 1.6562 1.6562 1.6587 1.6546
S2 1.6529 1.6529 1.6578
S3 1.6438 1.6471 1.6570
S4 1.6347 1.6380 1.6545
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.7296 1.7184 1.6797
R3 1.7107 1.6995 1.6745
R2 1.6918 1.6918 1.6728
R1 1.6806 1.6806 1.6710 1.6768
PP 1.6729 1.6729 1.6729 1.6710
S1 1.6617 1.6617 1.6676 1.6579
S2 1.6540 1.6540 1.6658
S3 1.6351 1.6428 1.6641
S4 1.6162 1.6239 1.6589
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6734 1.6587 0.0147 0.9% 0.0063 0.4% 5% False True 86,712
10 1.6859 1.6587 0.0272 1.6% 0.0067 0.4% 3% False True 88,965
20 1.7047 1.6587 0.0460 2.8% 0.0063 0.4% 2% False True 87,936
40 1.7184 1.6587 0.0597 3.6% 0.0064 0.4% 1% False True 83,122
60 1.7184 1.6587 0.0597 3.6% 0.0068 0.4% 1% False True 74,950
80 1.7184 1.6587 0.0597 3.6% 0.0067 0.4% 1% False True 56,304
100 1.7184 1.6550 0.0634 3.8% 0.0065 0.4% 7% False False 45,073
120 1.7184 1.6448 0.0736 4.4% 0.0061 0.4% 20% False False 37,568
Crabel Price Patterns
NR True
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.7065
2.618 1.6916
1.618 1.6825
1.000 1.6769
0.618 1.6734
HIGH 1.6678
0.618 1.6643
0.500 1.6633
0.382 1.6622
LOW 1.6587
0.618 1.6531
1.000 1.6496
1.618 1.6440
2.618 1.6349
4.250 1.6200
Fisher Pivots for day following 20-Aug-2014
Pivot 1 day 3 day
R1 1.6633 1.6661
PP 1.6620 1.6639
S1 1.6608 1.6617

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

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