CME British Pound Future September 2014


Trading Metrics calculated at close of trading on 25-Aug-2014
Day Change Summary
Previous Current
22-Aug-2014 25-Aug-2014 Change Change % Previous Week
Open 1.6575 1.6549 -0.0026 -0.2% 1.6712
High 1.6595 1.6595 0.0000 0.0% 1.6734
Low 1.6559 1.6549 -0.0010 -0.1% 1.6559
Close 1.6574 1.6576 0.0002 0.0% 1.6574
Range 0.0036 0.0046 0.0010 27.8% 0.0175
ATR 0.0062 0.0061 -0.0001 -1.9% 0.0000
Volume 79,644 42,355 -37,289 -46.8% 420,862
Daily Pivots for day following 25-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.6711 1.6690 1.6601
R3 1.6665 1.6644 1.6589
R2 1.6619 1.6619 1.6584
R1 1.6598 1.6598 1.6580 1.6609
PP 1.6573 1.6573 1.6573 1.6579
S1 1.6552 1.6552 1.6572 1.6563
S2 1.6527 1.6527 1.6568
S3 1.6481 1.6506 1.6563
S4 1.6435 1.6460 1.6551
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.7147 1.7036 1.6670
R3 1.6972 1.6861 1.6622
R2 1.6797 1.6797 1.6606
R1 1.6686 1.6686 1.6590 1.6654
PP 1.6622 1.6622 1.6622 1.6607
S1 1.6511 1.6511 1.6558 1.6479
S2 1.6447 1.6447 1.6542
S3 1.6272 1.6336 1.6526
S4 1.6097 1.6161 1.6478
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6725 1.6549 0.0176 1.1% 0.0065 0.4% 15% False True 81,447
10 1.6842 1.6549 0.0293 1.8% 0.0065 0.4% 9% False True 84,612
20 1.6989 1.6549 0.0440 2.7% 0.0061 0.4% 6% False True 86,061
40 1.7184 1.6549 0.0635 3.8% 0.0063 0.4% 4% False True 81,658
60 1.7184 1.6549 0.0635 3.8% 0.0066 0.4% 4% False True 77,947
80 1.7184 1.6549 0.0635 3.8% 0.0067 0.4% 4% False True 58,611
100 1.7184 1.6549 0.0635 3.8% 0.0065 0.4% 4% False True 46,926
120 1.7184 1.6448 0.0736 4.4% 0.0061 0.4% 17% False False 39,114
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.6791
2.618 1.6715
1.618 1.6669
1.000 1.6641
0.618 1.6623
HIGH 1.6595
0.618 1.6577
0.500 1.6572
0.382 1.6567
LOW 1.6549
0.618 1.6521
1.000 1.6503
1.618 1.6475
2.618 1.6429
4.250 1.6354
Fisher Pivots for day following 25-Aug-2014
Pivot 1 day 3 day
R1 1.6575 1.6575
PP 1.6573 1.6574
S1 1.6572 1.6574

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

View Archives - Comment on this page... - Back to Index of Symbols