CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 1.6610 1.6593 -0.0017 -0.1% 1.6767
High 1.6678 1.6598 -0.0080 -0.5% 1.6842
Low 1.6587 1.6562 -0.0025 -0.2% 1.6653
Close 1.6595 1.6583 -0.0012 -0.1% 1.6693
Range 0.0091 0.0036 -0.0055 -60.4% 0.0189
ATR 0.0066 0.0064 -0.0002 -3.3% 0.0000
Volume 124,887 63,504 -61,383 -49.2% 439,020
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.6689 1.6672 1.6603
R3 1.6653 1.6636 1.6593
R2 1.6617 1.6617 1.6590
R1 1.6600 1.6600 1.6586 1.6591
PP 1.6581 1.6581 1.6581 1.6576
S1 1.6564 1.6564 1.6580 1.6555
S2 1.6545 1.6545 1.6576
S3 1.6509 1.6528 1.6573
S4 1.6473 1.6492 1.6563
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 1.6562 0.0172 1.0% 0.0062 0.4% 12% False True 83,217
10 1.6842 1.6562 0.0280 1.7% 0.0066 0.4% 8% False True 88,151
20 1.6995 1.6562 0.0433 2.6% 0.0060 0.4% 5% False True 85,966
40 1.7184 1.6562 0.0622 3.8% 0.0064 0.4% 3% False True 82,728
60 1.7184 1.6562 0.0622 3.8% 0.0066 0.4% 3% False True 75,988
80 1.7184 1.6562 0.0622 3.8% 0.0067 0.4% 3% False True 57,096
100 1.7184 1.6550 0.0634 3.8% 0.0064 0.4% 5% False False 45,707
120 1.7184 1.6448 0.0736 4.4% 0.0061 0.4% 18% False False 38,097
Crabel Price Patterns
NR True
NR4 True
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.6751
2.618 1.6692
1.618 1.6656
1.000 1.6634
0.618 1.6620
HIGH 1.6598
0.618 1.6584
0.500 1.6580
0.382 1.6576
LOW 1.6562
0.618 1.6540
1.000 1.6526
1.618 1.6504
2.618 1.6468
4.250 1.6409
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 1.6582 1.6644
PP 1.6581 1.6623
S1 1.6580 1.6603

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.